RUN: FRAN001 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: GERM043N.rwl.conv LOG FILE PROCESSED: GERM043N.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: 022 1 Kaiserstuhl (D), EU-Pr. DENSITY_MINIMUM ABAL - 022 2 Germany silver fir, European fir 440 4805-741 1926 1995 - 022 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES --- NO GAPS IN DATA FOUND --- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 022011 1927 1995 69 0.244 0.027 0.367 3.359 0.083 0.518 2 022013 1928 1995 68 0.255 0.043 2.371 8.739 0.102 0.416 3 022015 1928 1995 68 0.239 0.036 1.815 6.586 0.089 0.659 4 022017 1928 1995 68 0.239 0.032 1.053 4.188 0.105 0.366 5 022021 1929 1995 67 0.223 0.047 1.730 5.252 0.114 0.782 6 022023 1935 1995 61 0.230 0.057 2.225 8.275 0.135 0.636 7 022025 1929 1995 67 0.202 0.031 0.251 5.026 0.113 0.510 8 022027 1929 1995 67 0.197 0.029 1.363 5.202 0.101 0.516 9 022031 1927 1995 69 0.262 0.041 1.304 5.467 0.086 0.647 10 022033 1929 1995 67 0.209 0.025 1.420 5.341 0.092 0.398 11 022037 1926 1995 70 0.263 0.039 3.425 17.425 0.107 0.125 12 022043 1928 1995 68 0.245 0.031 1.778 7.091 0.094 0.448 13 022047 1928 1995 68 0.220 0.030 1.165 4.949 0.095 0.508 14 022053 1931 1995 65 0.240 0.030 0.162 2.077 0.108 0.315 15 022055 1929 1995 67 0.246 0.037 0.527 3.086 0.103 0.499 16 022057 1928 1995 68 0.253 0.044 0.171 3.063 0.117 0.505 NUMBER OF SERIES READ IN: 16 FROM 1926 TO 1995 70 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 0.235 0.036 1.320 5.945 0.103 0.491 STANDARD DEVIATION 2 0.020 0.009 0.910 3.572 0.013 0.154 MEDIAN (50TH QUANTILE) 68 0.240 0.034 1.334 5.227 0.102 0.507 INTERQUARTILE RANGE 1 0.028 0.012 1.350 3.065 0.017 0.170 MINIMUM VALUE 61 0.197 0.025 0.162 2.077 0.083 0.125 LOWER HINGE (25TH QUANTILE) 67 0.222 0.030 0.447 3.774 0.093 0.407 UPPER HINGE (75TH QUANTILE) 68 0.250 0.042 1.797 6.838 0.111 0.577 MAXIMUM VALUE 70 0.263 0.057 3.425 17.425 0.135 0.782 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.327 0.199 0.018 0.155 2.461 -0.125 0.768 MINIMUM CORRELATION: -0.125 SERIES 022023 AND 022047 61 YEARS MAXIMUM CORRELATION: 0.768 SERIES 022013 AND 022043 68 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 94.77 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1950. 1960. 1970. 1980. CORR 120. 120. 120. 120. RBAR 0.248 0.275 0.434 0.575 SDEV 0.225 0.251 0.259 0.247 SERR 0.021 0.023 0.024 0.023 EPS 0.841 0.859 0.925 0.956 NSS 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 1926 1995 70 0.239 0.037 4.588 27.925 0.082 0.319 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.003 0.001 0.033 16 54 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.45 0.63 1.01 1.12 1.75 9.88 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.07 0.00 0.86 0.93 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 68. 1. 61. 67. 68. 70. |----------- 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 0.314 0.271 0.272 0.140 0.084 0.035 -0.011 0.070 0.027 -0.010 PACF 0.314 0.191 0.164 -0.015 -0.035 -0.048 -0.043 0.094 0.016 -0.032 95% C.L. 0.239 0.262 0.277 0.292 0.296 0.297 0.297 0.297 0.298 0.299 |------------------ 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 3 0.294 0.286 0.150 0.248 |================== 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 022011 3 0.00000000 0.00000000 0.00030435 0.23297101 2 022013 1 0.22043568 0.29018664 0.00000000 0.24507740 3 022015 1 0.19813889 0.27430257 0.00000000 0.22944428 4 022017 3 0.00000000 0.00000000 -0.00076688 0.26498684 5 022021 3 0.00000000 0.00000000 0.00039229 0.20949796 6 022023 1 0.31232974 0.27028945 0.00000000 0.21350172 7 022025 3 0.00000000 0.00000000 -0.00007064 0.20434192 8 022027 3 0.00000000 0.00000000 0.00023665 0.18881954 9 022031 1 0.24030545 0.00745616 0.00000000 0.07501706 10 022033 3 0.00000000 0.00000000 -0.00029970 0.21944369 11 022037 3 0.00000000 0.00000000 -0.00039769 0.27740371 12 022043 1 0.18200523 0.32824367 0.00000000 0.23796400 13 022047 1 0.19257431 0.53464383 0.00000000 0.21628760 14 022053 3 0.00000000 0.00000000 -0.00034091 0.25171155 15 022055 3 0.00000000 0.00000000 -0.00094501 0.27839893 16 022057 3 0.00000000 0.00000000 -0.00138527 0.30073309 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 022011 1927 1995 69 1.000 0.110 0.445 3.142 0.081 0.469 2 022013 1928 1995 68 1.000 0.125 2.645 13.783 0.099 0.142 3 022015 1928 1995 68 1.000 0.101 0.474 3.009 0.087 0.387 4 022017 1928 1995 68 1.000 0.115 0.510 3.187 0.104 0.182 5 022021 1929 1995 67 1.000 0.207 1.597 4.909 0.112 0.753 6 022023 1935 1995 61 1.000 0.158 0.995 3.827 0.128 0.431 7 022025 1929 1995 67 1.000 0.154 0.245 4.968 0.111 0.507 8 022027 1929 1995 67 1.000 0.144 1.661 6.808 0.099 0.479 9 022031 1927 1995 69 1.000 0.108 0.851 4.808 0.085 0.402 10 022033 1929 1995 67 1.000 0.115 1.433 5.548 0.091 0.361 11 022037 1926 1995 70 1.000 0.141 2.794 13.626 0.106 0.124 12 022043 1928 1995 68 1.000 0.092 0.556 4.076 0.094 0.077 13 022047 1928 1995 68 1.000 0.114 0.586 4.314 0.094 0.384 14 022053 1931 1995 65 1.000 0.121 0.187 2.140 0.107 0.265 15 022055 1929 1995 67 1.000 0.126 0.269 3.297 0.102 0.343 16 022057 1928 1995 68 1.000 0.137 0.632 3.583 0.116 0.281 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 1.000 0.129 0.993 5.314 0.101 0.349 STANDARD DEVIATION 2 0.000 0.028 0.817 3.465 0.012 0.171 MEDIAN (50TH QUANTILE) 68 1.000 0.123 0.609 4.195 0.101 0.373 INTERQUARTILE RANGE 1 0.000 0.031 1.055 2.016 0.017 0.226 MINIMUM VALUE 61 1.000 0.092 0.187 2.140 0.081 0.077 LOWER HINGE (25TH QUANTILE) 67 1.000 0.112 0.460 3.242 0.092 0.224 UPPER HINGE (75TH QUANTILE) 68 1.000 0.143 1.515 5.258 0.109 0.450 MAXIMUM VALUE 70 1.000 0.207 2.794 13.783 0.128 0.753 |------------------------ 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 022011 -67 46 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 022013 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 022015 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 022017 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 022021 -67 44 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 022023 -67 40 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 022025 -67 44 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 022027 -67 44 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 022031 -67 46 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 022033 -67 44 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 022037 -67 46 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 022043 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 022047 -67 45 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 022053 -67 43 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 15 022055 -67 44 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 16 022057 -67 45 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 022011 1927 1995 69 0.999 0.099 0.317 3.191 0.082 0.366 2 022013 1928 1995 68 1.000 0.119 2.735 14.982 0.100 0.064 3 022015 1928 1995 68 0.999 0.087 0.395 3.102 0.088 0.171 4 022017 1928 1995 68 1.000 0.112 0.724 3.581 0.104 0.126 5 022021 1929 1995 67 0.997 0.160 0.691 3.489 0.112 0.607 6 022023 1935 1995 61 0.999 0.134 0.749 3.118 0.128 0.216 7 022025 1929 1995 67 0.999 0.144 -0.200 4.690 0.111 0.474 8 022027 1929 1995 67 0.999 0.116 0.779 4.200 0.098 0.363 9 022031 1927 1995 69 1.000 0.104 0.962 5.193 0.085 0.356 10 022033 1929 1995 67 1.000 0.108 1.255 5.059 0.091 0.281 11 022037 1926 1995 70 0.999 0.127 2.311 9.746 0.106 0.057 12 022043 1928 1995 68 1.000 0.088 0.764 4.911 0.094 0.011 13 022047 1928 1995 68 0.999 0.100 0.606 4.438 0.094 0.215 14 022053 1931 1995 65 0.999 0.111 0.116 2.448 0.108 0.142 15 022055 1929 1995 67 0.999 0.116 0.414 3.374 0.102 0.220 16 022057 1928 1995 68 1.000 0.124 0.613 3.782 0.116 0.117 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 0.999 0.115 0.827 4.956 0.101 0.237 STANDARD DEVIATION 2 0.001 0.019 0.746 3.147 0.012 0.163 MEDIAN (50TH QUANTILE) 68 0.999 0.114 0.707 3.991 0.101 0.216 INTERQUARTILE RANGE 1 0.000 0.023 0.466 1.703 0.017 0.238 MINIMUM VALUE 61 0.997 0.087 -0.200 2.448 0.082 0.011 LOWER HINGE (25TH QUANTILE) 67 0.999 0.102 0.405 3.282 0.093 0.122 UPPER HINGE (75TH QUANTILE) 68 1.000 0.125 0.870 4.985 0.109 0.360 MAXIMUM VALUE 70 1.000 0.160 2.735 14.982 0.128 0.607 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.370 0.148 0.014 0.292 2.454 0.058 0.713 MINIMUM CORRELATION: 0.058 SERIES 022017 AND 022031 68 YEARS MAXIMUM CORRELATION: 0.713 SERIES 022025 AND 022027 67 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 94.77 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1950. 1960. 1970. 1980. CORR 120. 120. 120. 120. RBAR 0.287 0.329 0.475 0.521 SDEV 0.200 0.214 0.228 0.242 SERR 0.018 0.020 0.021 0.022 EPS 0.866 0.887 0.935 0.946 NSS 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 1926 1995 70 1.007 0.098 1.468 6.508 0.091 0.169 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.015 0.005 0.077 24 46 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.14 0.45 1.00 1.09 1.54 3.40 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.06 0.00 0.86 0.92 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 0.166 -0.053 0.188 0.012 0.028 -0.083 -0.194 -0.015 -0.094 -0.219 PACF 0.166 -0.083 0.219 -0.074 0.082 -0.167 -0.133 0.005 -0.091 -0.133 95% C.L. 0.239 0.246 0.246 0.254 0.254 0.255 0.256 0.264 0.264 0.266 |------------------ 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 0.042 0.190 |======================= 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 0.123 -0.072 0.119 0.009 0.156 0.019 -0.210 -0.063 -0.141 -0.212 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 0.123 2 0.134 -0.089 3 0.147 -0.108 0.143 4 0.152 -0.112 0.148 -0.036 5 0.159 -0.140 0.170 -0.065 0.191 6 0.170 -0.144 0.179 -0.073 0.200 -0.057 7 0.160 -0.108 0.167 -0.041 0.175 -0.027 -0.177 8 0.149 -0.110 0.177 -0.043 0.185 -0.034 -0.167 -0.061 9 0.138 -0.139 0.171 -0.011 0.177 -0.003 -0.186 -0.035 -0.173 10 0.108 -0.145 0.138 -0.012 0.209 -0.005 -0.156 -0.060 -0.148 -0.177 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) 315.85 316.78 318.22 318.78 320.69 320.08 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 321.85 321.62 323.36 323.24 323.02 SELECTED AUTOREGRESSION ORDER: 0 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 |================== INDIVIDUAL SERIES AUTOREGRESSION ANALYSES =================| |---------------- INDIVIDUAL SERIES AUTOREGRESSIVE COEFFICIENTS ---------------| SERIES IDENT ORDER RSQ t-1 t-2 t-3 ..... t-IP 1 022011 0 0.141 2 022013 0 0.004 3 022015 0 0.030 4 022017 0 0.016 5 022021 0 0.399 6 022023 0 0.049 7 022025 0 0.245 8 022027 0 0.154 9 022031 0 0.133 10 022033 0 0.080 11 022037 0 0.004 12 022043 0 0.000 13 022047 0 0.047 14 022053 0 0.021 15 022055 0 0.054 16 022057 0 0.014 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 0 0.087 STANDARD DEVIATION 0 0.108 MEDIAN 0 0.048 INTERQUARTILE RANGE 0 0.122 MINIMUM VALUE 0 0.000 LOWER HINGE 0 0.015 UPPER HINGE 0 0.137 MAXIMUM VALUE 0 0.399 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 022011 1927 1995 69 1.000 0.099 0.317 3.191 0.081 0.366 2 022013 1928 1995 68 1.000 0.119 2.735 14.982 0.100 0.064 3 022015 1928 1995 68 1.000 0.087 0.395 3.102 0.088 0.171 4 022017 1928 1995 68 1.000 0.112 0.724 3.581 0.104 0.126 5 022021 1929 1995 67 1.000 0.160 0.691 3.489 0.111 0.607 6 022023 1935 1995 61 1.000 0.134 0.749 3.118 0.128 0.216 7 022025 1929 1995 67 1.000 0.144 -0.200 4.690 0.111 0.474 8 022027 1929 1995 67 1.000 0.116 0.779 4.200 0.098 0.363 9 022031 1927 1995 69 1.000 0.104 0.962 5.193 0.085 0.356 10 022033 1929 1995 67 1.000 0.108 1.255 5.059 0.091 0.281 11 022037 1926 1995 70 1.000 0.127 2.311 9.746 0.106 0.057 12 022043 1928 1995 68 1.000 0.088 0.764 4.911 0.094 0.011 13 022047 1928 1995 68 1.000 0.100 0.606 4.438 0.094 0.215 14 022053 1931 1995 65 1.000 0.111 0.116 2.448 0.108 0.142 15 022055 1929 1995 67 1.000 0.116 0.414 3.374 0.102 0.220 16 022057 1928 1995 68 1.000 0.124 0.613 3.782 0.116 0.117 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 1.000 0.115 0.827 4.956 0.101 0.237 STANDARD DEVIATION 2 0.000 0.019 0.746 3.147 0.012 0.163 MEDIAN (50TH QUANTILE) 68 1.000 0.114 0.707 3.991 0.101 0.216 INTERQUARTILE RANGE 1 0.000 0.023 0.466 1.703 0.017 0.238 MINIMUM VALUE 61 1.000 0.087 -0.200 2.448 0.081 0.011 LOWER HINGE (25TH QUANTILE) 67 1.000 0.102 0.405 3.282 0.093 0.122 UPPER HINGE (75TH QUANTILE) 68 1.000 0.125 0.870 4.985 0.109 0.360 MAXIMUM VALUE 70 1.000 0.160 2.735 14.982 0.128 0.607 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.370 0.148 0.014 0.292 2.454 0.058 0.713 MINIMUM CORRELATION: 0.058 SERIES 022017 AND 022031 68 YEARS MAXIMUM CORRELATION: 0.713 SERIES 022025 AND 022027 67 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 94.77 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1950. 1960. 1970. 1980. CORR 120. 120. 120. 120. RBAR 0.287 0.329 0.475 0.521 SDEV 0.200 0.214 0.228 0.242 SERR 0.018 0.020 0.021 0.022 EPS 0.866 0.887 0.935 0.946 NSS 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 1926 1995 70 1.007 0.098 1.469 6.514 0.091 0.168 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.016 0.005 0.077 25 45 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.14 0.42 1.00 1.09 1.51 3.38 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.88 0.06 0.00 0.86 0.92 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 0.166 -0.053 0.188 0.011 0.028 -0.083 -0.194 -0.015 -0.094 -0.219 PACF 0.166 -0.083 0.219 -0.075 0.082 -0.167 -0.133 0.004 -0.090 -0.133 95% C.L. 0.239 0.246 0.246 0.254 0.254 0.255 0.256 0.264 0.264 0.266 |------------------ 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 0.042 0.189 |========================= 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 1926 1995 70 1.007 0.098 1.469 6.514 0.091 0.168 |------------ 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 0.166 -0.053 0.188 0.011 0.028 -0.083 -0.194 -0.015 -0.094 -0.219 PACF 0.166 -0.083 0.219 -0.075 0.082 -0.167 -0.133 0.004 -0.090 -0.133 95% C.L. 0.239 0.246 0.246 0.254 0.254 0.255 0.256 0.264 0.264 0.266 |------------------- 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 0.042 0.189 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.09 MINUTES