RUN: FRAN001 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: GERM042X.rwl.conv LOG FILE PROCESSED: GERM042X.rwl.conv_log OPTION PLOT TREE-RING DATA TYPE 1 !TUCSON RING-WIDTH FORMAT MISSING DATA IN GAPS -9 0 !MISSING VALUES ESTIMATED (NO PLOTS) DATA TRANSFORMATION 0 0 !NO DATA TRANSFORMATION (NO PLOTS) FIRST DETRENDING 1 0 !1ST-NEG EXPONENTIAL CURVE, NO = OPT 3 SECOND DETRENDING -67 0 !2ND-SPLINE CURVE (PCT N 50% CUTOFF) ROBUST DETRENDING 1 !NON-ROBUST DETRENDING METHODS USED INTERACTIVE DETREND 0 !NO INTERACTIVE DETRENDING INDEX CALCULATION 1 !TREE-RING INDICES OR RATIOS (Rt/Gt) AR MODELING METHOD 1 0 !NON-ROBUST AUTOREGRESSIVE MODELING POOLED AR ORDER 0 0 !MINIMUM AIC POOLED AR MODEL ORDER FIT SERIES AR ORDER 0 !POOLED AR ORDER FIT TO ALL SERIES MEAN CHRONOLOGY 2 0 !ROBUST CHRONOLOGY (NO BIWEIGHT PLOTS) STABILIZE VARIANCE 1 !RBAR WEIGHTED STABILIZATION METHOD COMMON PERIOD YEARS 0 0 !NO COMMON PERIOD ANALYSIS PERFORMED SITE-TREE-CORE MASK SSSTTCC !SITE-TREE-CORE SEPARATION MASK RUNNING RBAR 20 10 0 !RUNNING RBAR WINDOW/OVERLAP (NO PLOTS) PRINTOUT OPTION 2 !SUMMARY & SERIES STATISTICS PRINTED CORE SERIES SAVE 1 !SERIES SAVED IN TUCSON RAW DATA FORMAT SUMMARY PLOT DISPLAYS 0 !NO SPAGHETTI AND MEAN CHRONOLOGY PLOTS STAND DYNAMICS ANALYSES 0 !NO STAND DYNAMICS ANALYSES DONE RUNNING MEAN WINDOW WIDTH 0 !RUNNING MEAN WINDOW WIDTH PERCENT GROWTH CHANGE 0 !PERCENT GROWTH CHANGE THRESHOLD STANDARD ERROR THRESHOLD 0 !STANDARD ERROR LIMIT THRESHOLD |======================== RAW DATA STATISTICAL ANALYSES =======================| |------------------- TREE-RING SERIES READ IN FOR PROCESSING ------------------| DATA HEADER LINES: 021 1 Kaiserstuhl (D), EU-Pr. DENSITY_MAXIMUM PCAB - 021 2 Germany Norway spruce 270 4803-740 1903 1995 - 021 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES 5 021018 MISSING VALUES FOUND: 2 IN 1 GAPS / 1940 1941 / -------------------------------------------------------------------- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 021014 1931 1995 65 1.005 0.086 -2.800 11.781 0.072 0.211 2 021015 1911 1995 85 1.012 0.085 -1.443 4.217 0.041 0.721 3 021016 1925 1995 71 1.017 0.068 -1.685 6.561 0.045 0.550 4 021017 1911 1995 85 0.899 0.117 -0.056 2.266 0.087 0.656 5 021018 1909 1995 87 0.914 0.114 -0.847 2.606 0.071 0.741 6 021019 1909 1995 87 0.962 0.103 -1.487 4.710 0.054 0.732 7 021020 1909 1995 87 0.951 0.131 -1.063 4.493 0.060 0.860 8 021021 1908 1995 88 0.897 0.085 -0.094 2.337 0.069 0.565 9 021023 1908 1995 88 0.914 0.086 -0.414 2.396 0.063 0.619 10 021025 1907 1995 89 0.938 0.073 -0.458 2.389 0.058 0.560 11 021027 1913 1995 83 0.940 0.076 -0.633 3.507 0.064 0.511 12 021031 1903 1995 93 1.002 0.086 -2.330 9.372 0.044 0.664 13 021033 1903 1995 93 0.928 0.096 -1.633 6.399 0.054 0.693 14 021035 1903 1995 93 0.924 0.123 -1.945 7.043 0.066 0.753 15 021037 1903 1995 93 0.983 0.103 -1.912 6.104 0.043 0.804 16 021041 1911 1995 85 0.953 0.088 0.005 2.196 0.054 0.691 NUMBER OF SERIES READ IN: 16 FROM 1903 TO 1995 93 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 86 0.952 0.095 -1.175 4.899 0.059 0.646 STANDARD DEVIATION 7 0.041 0.019 0.859 2.824 0.012 0.150 MEDIAN (50TH QUANTILE) 87 0.945 0.087 -1.253 4.355 0.059 0.677 INTERQUARTILE RANGE 6 0.074 0.023 1.363 4.088 0.018 0.174 MINIMUM VALUE 65 0.897 0.068 -2.800 2.196 0.041 0.211 LOWER HINGE (25TH QUANTILE) 85 0.919 0.085 -1.799 2.392 0.050 0.562 UPPER HINGE (75TH QUANTILE) 91 0.993 0.108 -0.436 6.480 0.067 0.737 MAXIMUM VALUE 93 1.017 0.131 0.005 11.781 0.087 0.860 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.374 0.244 0.022 -0.391 2.946 -0.186 0.893 MINIMUM CORRELATION: -0.186 SERIES 021014 AND 021033 65 YEARS MAXIMUM CORRELATION: 0.893 SERIES 021035 AND 021037 93 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 88.02 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1913. 1930. 1940. 1950. 1960. 1970. 1980. CORR 6. 91. 105. 120. 120. 120. 120. RBAR 0.835 0.319 0.314 0.256 0.351 0.249 0.198 SDEV 0.072 0.312 0.304 0.311 0.244 0.354 0.304 SERR 0.030 0.033 0.030 0.028 0.022 0.032 0.028 EPS 0.982 0.877 0.879 0.846 0.896 0.842 0.798 NSS 10.7 15.2 15.9 16.0 16.0 16.0 16.0 |======================== RAW DATA CHRONOLOGY STATISTICS ======================| |----------------- ROBUST MEAN RAW DATA CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1903 1995 93 0.944 0.091 -1.865 6.831 0.040 0.784 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED -0.185 -0.059 0.129 39 54 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.52 0.94 1.01 1.23 2.17 5.57 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.10 0.72 0.85 0.95 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 87. 6. 65. 85. 91. 93. |----------- RAW DATA CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.776 0.691 0.590 0.537 0.536 0.475 0.488 0.456 0.462 0.424 PACF 0.776 0.223 0.000 0.073 0.172 -0.060 0.132 0.018 0.079 -0.051 95% C.L. 0.207 0.308 0.369 0.407 0.436 0.464 0.484 0.505 0.523 0.540 |------------------ RAW DATA CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 2 0.765 0.600 0.301 |================== DETRENDED DATA CURVE FITS AND STATISTICS ==================| |------------------------ RESULTS OF FIRST DETRENDING -------------------------| |--------------- GROWTH CURVE USED FOR DETRENDING TREE-RING DATA --------------| CURVE OPTION -2: REGIONAL CURVE DETRENDING F(I) = ONE AGE-ALIGNED CURVE CURVE OPTION -1: FIRST-DIFFERENCES F(I) = Y(I) - Y(I-1) CURVE OPTION 1: NEG EXPON CURVE, NO = OPT 3 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 2: NEG EXPON CURVE, NO = OPT 4 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 3: LINEAR REGRESSION (ANY SLOPE) F(I) = +/-C*T(I) + D CURVE OPTION 4: LINEAR REGRESSION (NEG SLOPE) F(I) = -C*T(I) + D CURVE OPTION 5: HORIZONTAL LINE THROUGH MEAN F(I) = MEAN(Y(I)) = D CURVE OPTION 6: HUGERSHOFF GROWTH FUNCTION F(I) = A*T(I)**B * EXP(C*T(I)) CURVE OPTION 7: GENERAL EXPONENTIAL CURVE F(I) = A*T(I) * EXP(-B*T(I)) CURVE OPTION >9: CUBIC SMOOTHING SPLINE FIXED 50 PCT VARIANCE CUTOFF CURVE OPTION <-9: CUBIC SMOOTHING SPLINE PCT N 50 PCT VARIANCE CUTOFF SERIES IDENT OPTION A B C D 1 021014 3 0.00000000 0.00000000 0.00217220 0.93308651 2 021015 3 0.00000000 0.00000000 0.00179148 0.93449581 3 021016 3 0.00000000 0.00000000 -0.00113078 1.05803216 4 021017 3 0.00000000 0.00000000 0.00299355 0.77057141 5 021018 3 0.00000000 0.00000000 0.00307644 0.77622437 6 021019 3 0.00000000 0.00000000 0.00262539 0.84678161 7 021020 3 0.00000000 0.00000000 0.00391831 0.77816892 8 021021 3 0.00000000 0.00000000 0.00022939 0.88717866 9 021023 3 0.00000000 0.00000000 0.00065822 0.88423198 10 021025 3 0.00000000 0.00000000 0.00125775 0.88092953 11 021027 3 0.00000000 0.00000000 0.00045674 0.92057598 12 021031 3 0.00000000 0.00000000 0.00199681 0.90862322 13 021033 3 0.00000000 0.00000000 0.00103459 0.87900889 14 021035 3 0.00000000 0.00000000 0.00305810 0.77992523 15 021037 3 0.00000000 0.00000000 0.00247740 0.86700326 16 021041 3 0.00000000 0.00000000 0.00047489 0.93275630 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 021014 1931 1995 65 1.000 0.079 -2.144 10.494 0.070 -0.017 2 021015 1911 1995 85 1.000 0.074 -0.394 3.620 0.041 0.616 3 021016 1925 1995 71 1.000 0.062 -2.325 8.705 0.044 0.487 4 021017 1911 1995 85 1.000 0.101 -0.222 2.829 0.086 0.421 5 021018 1909 1995 87 1.000 0.094 -0.218 3.263 0.072 0.518 6 021019 1909 1995 87 1.000 0.085 -0.802 4.705 0.054 0.543 7 021020 1909 1995 87 1.000 0.095 -0.843 6.948 0.059 0.651 8 021021 1908 1995 88 1.000 0.095 -0.090 2.347 0.068 0.556 9 021023 1908 1995 88 1.000 0.092 -0.454 2.680 0.062 0.608 10 021025 1907 1995 89 1.000 0.069 -0.236 3.202 0.057 0.435 11 021027 1913 1995 83 1.000 0.081 -0.375 3.247 0.063 0.495 12 021031 1903 1995 93 1.000 0.071 -1.831 9.478 0.044 0.510 13 021033 1903 1995 93 1.000 0.101 -1.121 4.981 0.054 0.683 14 021035 1903 1995 93 1.000 0.109 -1.292 7.195 0.065 0.628 15 021037 1903 1995 93 1.000 0.085 -0.957 4.893 0.043 0.727 16 021041 1911 1995 85 1.000 0.092 0.175 2.132 0.053 0.683 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 86 1.000 0.087 -0.821 5.045 0.059 0.534 STANDARD DEVIATION 7 0.000 0.013 0.752 2.699 0.012 0.173 MEDIAN (50TH QUANTILE) 87 1.000 0.089 -0.628 4.163 0.058 0.550 INTERQUARTILE RANGE 6 0.000 0.019 0.978 4.056 0.017 0.148 MINIMUM VALUE 65 1.000 0.062 -2.325 2.132 0.041 -0.017 LOWER HINGE (25TH QUANTILE) 85 1.000 0.076 -1.206 3.016 0.049 0.491 UPPER HINGE (75TH QUANTILE) 91 1.000 0.095 -0.229 7.072 0.066 0.639 MAXIMUM VALUE 93 1.000 0.109 0.175 10.494 0.086 0.727 |------------------------ RESULTS OF SECOND DETRENDING ------------------------| |--------------- GROWTH CURVE USED FOR DETRENDING TREE-RING DATA --------------| CURVE OPTION -2: REGIONAL CURVE DETRENDING F(I) = ONE AGE-ALIGNED CURVE CURVE OPTION -1: FIRST-DIFFERENCES F(I) = Y(I) - Y(I-1) CURVE OPTION 1: NEG EXPON CURVE, NO = OPT 3 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 2: NEG EXPON CURVE, NO = OPT 4 F(I) = A*EXP(-B*T(I)) + D CURVE OPTION 3: LINEAR REGRESSION (ANY SLOPE) F(I) = +/-C*T(I) + D CURVE OPTION 4: LINEAR REGRESSION (NEG SLOPE) F(I) = -C*T(I) + D CURVE OPTION 5: HORIZONTAL LINE THROUGH MEAN F(I) = MEAN(Y(I)) = D CURVE OPTION 6: HUGERSHOFF GROWTH FUNCTION F(I) = A*T(I)**B * EXP(C*T(I)) CURVE OPTION 7: GENERAL EXPONENTIAL CURVE F(I) = A*T(I) * EXP(-B*T(I)) CURVE OPTION >9: CUBIC SMOOTHING SPLINE FIXED 50 PCT VARIANCE CUTOFF CURVE OPTION <-9: CUBIC SMOOTHING SPLINE PCT N 50 PCT VARIANCE CUTOFF SERIES IDENT OPTION A B C D 1 021014 -67 43 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 021015 -67 56 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 021016 -67 47 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 021017 -67 56 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 021018 -67 58 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 021019 -67 58 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 021020 -67 58 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 021021 -67 58 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 021023 -67 58 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 021025 -67 59 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 021027 -67 55 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 021031 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 021033 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 021035 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 15 021037 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 16 021041 -67 56 SMOOTHING SPLINE CURVE AND WINDOW WIDTH |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 021014 1931 1995 65 1.000 0.078 -1.850 9.681 0.071 -0.065 2 021015 1911 1995 85 1.000 0.058 -0.792 8.119 0.041 0.372 3 021016 1925 1995 71 1.000 0.057 -2.443 9.357 0.044 0.384 4 021017 1911 1995 85 1.000 0.098 -0.315 2.897 0.086 0.388 5 021018 1909 1995 87 0.999 0.083 -0.291 3.702 0.072 0.363 6 021019 1909 1995 87 1.000 0.070 -1.084 6.308 0.054 0.323 7 021020 1909 1995 87 1.000 0.078 -1.053 8.635 0.059 0.437 8 021021 1908 1995 88 1.000 0.079 -0.633 4.035 0.068 0.405 9 021023 1908 1995 88 1.000 0.079 -0.619 2.830 0.062 0.501 10 021025 1907 1995 89 1.000 0.057 -0.455 3.201 0.057 0.196 11 021027 1913 1995 83 1.000 0.067 -0.647 3.510 0.063 0.272 12 021031 1903 1995 93 1.000 0.055 -0.849 9.257 0.044 0.241 13 021033 1903 1995 93 0.999 0.077 -0.293 5.178 0.053 0.498 14 021035 1903 1995 93 0.999 0.087 -0.680 5.784 0.064 0.463 15 021037 1903 1995 93 0.999 0.055 -0.197 4.192 0.043 0.464 16 021041 1911 1995 85 1.000 0.063 -0.462 3.190 0.054 0.370 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 86 1.000 0.071 -0.791 5.617 0.058 0.351 STANDARD DEVIATION 7 0.000 0.013 0.600 2.574 0.012 0.141 MEDIAN (50TH QUANTILE) 87 1.000 0.074 -0.640 4.685 0.058 0.378 INTERQUARTILE RANGE 6 0.000 0.021 0.566 5.022 0.017 0.153 MINIMUM VALUE 65 0.999 0.055 -2.443 2.830 0.041 -0.065 LOWER HINGE (25TH QUANTILE) 85 0.999 0.058 -0.951 3.355 0.049 0.298 UPPER HINGE (75TH QUANTILE) 91 1.000 0.079 -0.385 8.377 0.066 0.450 MAXIMUM VALUE 93 1.000 0.098 -0.197 9.681 0.086 0.501 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.202 0.193 0.018 0.652 2.964 -0.122 0.707 MINIMUM CORRELATION: -0.122 SERIES 021014 AND 021017 65 YEARS MAXIMUM CORRELATION: 0.707 SERIES 021035 AND 021037 93 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 88.02 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1913. 1930. 1940. 1950. 1960. 1970. 1980. CORR 6. 91. 105. 120. 120. 120. 120. RBAR 0.706 0.316 0.289 0.246 0.364 0.275 0.200 SDEV 0.122 0.304 0.306 0.323 0.242 0.328 0.310 SERR 0.050 0.032 0.030 0.030 0.022 0.030 0.028 EPS 0.962 0.875 0.867 0.839 0.901 0.859 0.800 NSS 10.7 15.2 15.9 16.0 16.0 16.0 16.0 |======================== STANDARD CHRONOLOGY STATISTICS ======================| *** VARIANCE STABILIZED WITH BRIFFA RBAR-WEIGHTED METHOD *** |----------------- ROBUST MEAN STANDARD CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1903 1995 93 1.000 0.048 -1.891 9.014 0.043 0.229 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.059 0.027 0.028 47 46 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.38 0.87 1.01 1.12 1.99 18.12 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.92 0.09 0.49 0.87 0.96 1.00 |----------- STANDARD CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.227 0.145 -0.038 -0.093 -0.075 -0.227 -0.103 -0.098 0.045 0.033 PACF 0.227 0.098 -0.095 -0.086 -0.022 -0.201 -0.019 -0.036 0.062 -0.013 95% C.L. 0.207 0.218 0.222 0.222 0.224 0.225 0.235 0.236 0.238 0.239 |------------------ STANDARD CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.080 0.258 |======================= POOLED AUTOREGRESSION ANALYSIS =======================| POOLED AUTOCORRELATIONS: LAG T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 0.215 0.002 0.017 -0.041 -0.052 -0.251 -0.124 -0.102 -0.022 -0.146 YULE-WALKER ESTIMATES OF AUTOREGRESSION: ORDER T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 1 0.215 2 0.225 -0.046 3 0.227 -0.053 0.027 4 0.228 -0.055 0.039 -0.053 5 0.226 -0.054 0.038 -0.046 -0.032 6 0.218 -0.065 0.047 -0.059 0.024 -0.248 7 0.214 -0.065 0.046 -0.058 0.022 -0.244 -0.019 8 0.212 -0.089 0.048 -0.064 0.027 -0.250 0.002 -0.099 9 0.214 -0.089 0.055 -0.065 0.029 -0.251 0.005 -0.105 0.027 10 0.220 -0.110 0.056 -0.114 0.034 -0.264 0.016 -0.122 0.070 -0.198 LAST TERM IN EACH ROW ABOVE EQUALS THE PARTIAL AUTOCORRELATION COEFFICIENT AKAIKE INFORMATION CRITERION: AR( 0) AR( 1) AR( 2) AR( 3) AR( 4) AR( 5) 304.98 302.57 304.37 306.30 308.04 309.94 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 306.05 308.02 309.10 311.03 309.30 SELECTED AUTOREGRESSION ORDER: 1 AR ORDER SELECTION CRITERION: IPP=0 FIRST-MINIMUM AIC SELECTION THE AIC TRACE SHOULD BE CHECKED TO SEE IF AR ORDER SELECTION CRITERION IS ADEQUATE. E.G. IF AR-ORDERS OF THE FIRST-MINIMUM AND THE FULL-MINIMUM AIC ARE CLOSE, AN ARSTAN RUN WITH FULL-MINIMUM AIC ORDER SELECTION MIGHT BE TRIED AUTOREGRESSION COEFFICIENTS: T= -1 T= -2 T= -3 T= -4 T= -5 T= -6 T= -7 T= -8 T= -9 T=-10 0.215 R-SQUARED DUE TO POOLED AUTOREGRESSION: 4.63 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 104.86 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.215 0.046 0.010 0.002 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 |================== INDIVIDUAL SERIES AUTOREGRESSION ANALYSES =================| |---------------- INDIVIDUAL SERIES AUTOREGRESSIVE COEFFICIENTS ---------------| SERIES IDENT ORDER RSQ t-1 t-2 t-3 ..... t-IP 1 021014 1 0.059 -0.065 2 021015 1 0.147 0.378 3 021016 1 0.150 0.387 4 021017 1 0.175 0.391 5 021018 1 0.136 0.363 6 021019 1 0.122 0.328 7 021020 1 0.205 0.453 8 021021 1 0.174 0.406 9 021023 1 0.275 0.515 10 021025 1 0.067 0.199 11 021027 1 0.108 0.277 12 021031 1 0.079 0.266 13 021033 1 0.303 0.538 14 021035 1 0.251 0.490 15 021037 1 0.242 0.486 16 021041 1 0.153 0.372 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.165 0.362 STANDARD DEVIATION 0 0.074 0.147 MEDIAN 1 0.152 0.383 INTERQUARTILE RANGE 0 0.109 0.167 MINIMUM VALUE 1 0.059 -0.065 LOWER HINGE 1 0.115 0.302 UPPER HINGE 1 0.224 0.469 MAXIMUM VALUE 1 0.303 0.538 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 021014 1931 1995 65 1.000 0.078 -1.855 9.383 0.069 -0.014 2 021015 1911 1995 85 1.000 0.054 -1.212 11.773 0.050 -0.029 3 021016 1925 1995 71 1.000 0.053 -2.383 11.435 0.053 -0.001 4 021017 1911 1995 85 1.000 0.090 -0.018 3.019 0.106 -0.065 5 021018 1909 1995 87 1.000 0.077 -0.375 3.460 0.087 -0.025 6 021019 1909 1995 87 1.000 0.066 -0.933 6.490 0.060 0.037 7 021020 1909 1995 87 1.000 0.069 -0.321 5.228 0.073 -0.014 8 021021 1908 1995 88 1.000 0.072 -0.791 4.791 0.083 -0.043 9 021023 1908 1995 88 1.000 0.068 -0.514 2.957 0.079 -0.060 10 021025 1907 1995 89 1.000 0.056 -0.550 3.628 0.064 -0.030 11 021027 1913 1995 83 1.000 0.065 -0.664 3.761 0.073 -0.045 12 021031 1903 1995 93 1.000 0.053 -0.883 8.546 0.050 -0.049 13 021033 1903 1995 93 1.000 0.064 0.150 4.668 0.064 0.035 14 021035 1903 1995 93 1.000 0.075 -0.512 4.420 0.082 -0.083 15 021037 1903 1995 93 1.000 0.047 -0.457 3.737 0.052 0.020 16 021041 1911 1995 85 1.000 0.058 -0.354 3.287 0.064 0.049 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 86 1.000 0.065 -0.729 5.662 0.069 -0.020 STANDARD DEVIATION 7 0.000 0.012 0.644 2.980 0.015 0.039 MEDIAN (50TH QUANTILE) 87 1.000 0.065 -0.532 4.544 0.066 -0.027 INTERQUARTILE RANGE 6 0.000 0.019 0.543 3.974 0.024 0.056 MINIMUM VALUE 65 1.000 0.047 -2.383 2.957 0.050 -0.083 LOWER HINGE (25TH QUANTILE) 85 1.000 0.055 -0.908 3.544 0.057 -0.047 UPPER HINGE (75TH QUANTILE) 91 1.000 0.073 -0.364 7.518 0.080 0.009 MAXIMUM VALUE 93 1.000 0.090 0.150 11.773 0.106 0.049 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.243 0.175 0.016 0.423 2.863 -0.082 0.677 MINIMUM CORRELATION: -0.082 SERIES 021015 AND 021031 85 YEARS MAXIMUM CORRELATION: 0.677 SERIES 021031 AND 021037 93 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 88.02 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1913. 1930. 1940. 1950. 1960. 1970. 1980. CORR 6. 91. 105. 120. 120. 120. 120. RBAR 0.694 0.369 0.305 0.252 0.414 0.358 0.247 SDEV 0.080 0.256 0.295 0.279 0.214 0.279 0.287 SERR 0.033 0.027 0.029 0.025 0.020 0.026 0.026 EPS 0.960 0.899 0.875 0.844 0.919 0.899 0.840 NSS 10.7 15.2 15.9 16.0 16.0 16.0 16.0 |======================== RESIDUAL CHRONOLOGY STATISTICS ======================| *** VARIANCE STABILIZED WITH BRIFFA RBAR-WEIGHTED METHOD *** |----------------- ROBUST MEAN RESIDUAL CHRONOLOGY STATISTICS -----------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1903 1995 93 1.002 0.046 -1.040 6.635 0.051 -0.162 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.020 0.008 0.040 41 52 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.50 1.12 1.00 1.11 2.23 8.49 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.08 0.36 0.86 0.93 1.00 |----------- RESIDUAL CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS ------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF -0.160 0.062 -0.083 -0.141 0.028 -0.185 0.007 -0.124 0.053 -0.020 PACF -0.160 0.037 -0.069 -0.172 -0.015 -0.187 -0.089 -0.168 -0.042 -0.098 95% C.L. 0.207 0.213 0.213 0.215 0.219 0.219 0.226 0.226 0.228 0.229 |------------------ RESIDUAL CHRONOLOGY AUTOREGRESSIVE MODEL ------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.032 -0.175 |---------- REWHITENED CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS -----------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.021 0.018 -0.100 -0.158 -0.028 -0.191 -0.049 -0.120 0.029 0.008 PACF 0.021 0.017 -0.101 -0.155 -0.021 -0.202 -0.085 -0.163 -0.033 -0.088 95% C.L. 0.207 0.207 0.208 0.210 0.215 0.215 0.222 0.223 0.225 0.225 |----------------- REWHITENED CHRONOLOGY AUTOREGRESSIVE MODEL -----------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.001 0.023 |========================= ARSTAN CHRONOLOGY STATISTICS =======================| |----------------- ROBUST MEAN ARSTAN CHRONOLOGY STATISTICS -------------------| FIRST LAST TOTAL MEAN STDRD SKEW KURTOSIS MEAN SERIAL YEAR YEAR YEARS INDEX DEV COEFF COEFF SENS CORR 1903 1995 93 1.002 0.047 -1.125 6.434 0.042 0.237 |------------ ARSTAN CHRONOLOGY AUTO AND PARTIAL AUTOCORRELATIONS -------------| LAG T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 ACF 0.235 0.044 -0.124 -0.193 -0.110 -0.217 -0.114 -0.130 0.011 0.049 PACF 0.235 -0.011 -0.139 -0.142 -0.031 -0.209 -0.072 -0.144 -0.007 -0.052 95% C.L. 0.207 0.219 0.219 0.222 0.229 0.231 0.240 0.242 0.245 0.245 |------------------- ARSTAN CHRONOLOGY AUTOREGRESSIVE MODEL -------------------| ORD RSQ T-1 T-2 T-3 T-4 T-5 T-6 T-7 T-8 T-9 T-10 1 0.066 0.257 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.12 MINUTES