RUN: FRAN001 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: GERM043X.rwl.conv LOG FILE PROCESSED: GERM043X.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_MAXIMUM 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 0.919 0.060 0.046 2.300 0.058 0.435 2 022013 1928 1995 68 0.917 0.055 -0.529 2.822 0.066 -0.038 3 022015 1928 1995 68 0.895 0.057 -0.452 3.251 0.067 0.082 4 022017 1928 1995 68 0.906 0.075 -0.622 3.539 0.067 0.481 5 022021 1929 1995 67 0.873 0.070 -0.381 2.853 0.075 0.315 6 022023 1935 1995 61 0.865 0.069 0.240 2.705 0.088 0.117 7 022025 1929 1995 67 0.871 0.065 0.302 2.593 0.072 0.221 8 022027 1929 1995 67 0.882 0.065 -0.239 2.921 0.085 0.105 9 022031 1927 1995 69 0.934 0.061 -0.068 2.393 0.055 0.423 10 022033 1929 1995 67 0.910 0.067 0.017 2.453 0.072 0.292 11 022037 1926 1995 70 0.930 0.065 0.288 3.507 0.067 0.354 12 022043 1928 1995 68 0.914 0.072 -0.159 3.801 0.073 0.181 13 022047 1928 1995 68 0.916 0.056 -0.181 2.822 0.067 -0.007 14 022053 1931 1995 65 0.907 0.075 -0.239 2.426 0.074 0.432 15 022055 1929 1995 67 0.916 0.082 -0.454 2.932 0.071 0.579 16 022057 1928 1995 68 0.922 0.063 -0.767 3.561 0.063 0.317 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 0.905 0.066 -0.200 2.930 0.070 0.268 STANDARD DEVIATION 2 0.021 0.008 0.325 0.471 0.009 0.182 MEDIAN (50TH QUANTILE) 68 0.912 0.065 -0.210 2.837 0.069 0.304 INTERQUARTILE RANGE 1 0.029 0.010 0.484 0.856 0.007 0.317 MINIMUM VALUE 61 0.865 0.055 -0.767 2.300 0.055 -0.038 LOWER HINGE (25TH QUANTILE) 67 0.889 0.061 -0.453 2.523 0.067 0.111 UPPER HINGE (75TH QUANTILE) 68 0.918 0.071 0.032 3.379 0.074 0.428 MAXIMUM VALUE 70 0.934 0.082 0.302 3.801 0.088 0.579 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.572 0.119 0.011 -0.349 3.501 0.162 0.843 MINIMUM CORRELATION: 0.162 SERIES 022027 AND 022055 67 YEARS MAXIMUM CORRELATION: 0.843 SERIES 022013 AND 022015 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 0.573 0.726 0.560 0.479 SDEV 0.187 0.122 0.175 0.198 SERR 0.017 0.011 0.016 0.018 EPS 0.955 0.977 0.953 0.936 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 0.909 0.051 0.091 2.697 0.054 0.262 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED -0.269 -0.100 0.137 15 55 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.29 0.41 1.02 1.06 1.47 5.25 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.06 0.00 0.86 0.92 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 0.259 0.286 0.404 0.292 0.250 0.313 0.304 0.258 0.258 0.262 PACF 0.259 0.234 0.325 0.140 0.058 0.108 0.114 0.061 0.032 0.033 95% C.L. 0.239 0.255 0.272 0.305 0.320 0.331 0.348 0.363 0.373 0.383 |------------------ 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 0.238 0.120 0.176 0.334 |================== 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 1 0.52384841 0.00426580 0.00000000 0.46617529 2 022013 3 0.00000000 0.00000000 -0.00074474 0.94245833 3 022015 3 0.00000000 0.00000000 -0.00038554 0.90830112 4 022017 1 0.17305122 0.01654801 0.00000000 0.80331051 5 022021 1 0.04813494 0.01380274 0.00000000 0.84134841 6 022023 1 0.15249144 0.01829159 0.00000000 0.77419883 7 022025 3 0.00000000 0.00000000 -0.00129619 0.91556311 8 022027 3 0.00000000 0.00000000 0.00012970 0.87767977 9 022031 1 0.13152041 0.01946576 0.00000000 0.86240131 10 022033 3 0.00000000 0.00000000 -0.00189600 0.97401631 11 022037 1 0.17481431 0.02029712 0.00000000 0.83805460 12 022043 3 0.00000000 0.00000000 -0.00100775 0.94859087 13 022047 3 0.00000000 0.00000000 0.00001584 0.91577697 14 022053 3 0.00000000 0.00000000 -0.00183392 0.96744233 15 022055 3 0.00000000 0.00000000 -0.00220488 0.99138397 16 022057 3 0.00000000 0.00000000 -0.00152212 0.97471905 |-------------------- 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 0.050 -0.217 2.770 0.057 0.027 2 022013 1928 1995 68 1.000 0.058 -0.683 3.156 0.065 -0.141 3 022015 1928 1995 68 1.000 0.063 -0.575 3.435 0.066 0.053 4 022017 1928 1995 68 1.000 0.075 -0.408 3.694 0.066 0.340 5 022021 1929 1995 67 1.000 0.079 -0.394 2.862 0.074 0.304 6 022023 1935 1995 61 1.000 0.071 -0.169 2.893 0.087 -0.076 7 022025 1929 1995 67 1.000 0.069 0.225 2.554 0.071 0.095 8 022027 1929 1995 67 1.000 0.074 -0.215 2.946 0.084 0.102 9 022031 1927 1995 69 1.000 0.058 -0.258 2.675 0.054 0.244 10 022033 1929 1995 67 1.000 0.062 0.424 3.119 0.071 0.006 11 022037 1926 1995 70 1.000 0.056 -0.030 3.035 0.066 0.036 12 022043 1928 1995 68 1.000 0.075 -0.474 4.192 0.072 0.090 13 022047 1928 1995 68 1.000 0.061 -0.179 2.820 0.066 -0.007 14 022053 1931 1995 65 1.000 0.075 0.040 2.443 0.073 0.262 15 022055 1929 1995 67 1.000 0.076 -0.580 3.446 0.070 0.406 16 022057 1928 1995 68 1.000 0.061 -0.710 3.396 0.062 0.084 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 1.000 0.066 -0.263 3.090 0.069 0.114 STANDARD DEVIATION 2 0.000 0.009 0.320 0.454 0.008 0.154 MEDIAN (50TH QUANTILE) 68 1.000 0.066 -0.238 2.990 0.068 0.087 INTERQUARTILE RANGE 1 0.000 0.015 0.425 0.620 0.007 0.236 MINIMUM VALUE 61 1.000 0.050 -0.710 2.443 0.054 -0.141 LOWER HINGE (25TH QUANTILE) 67 1.000 0.059 -0.525 2.795 0.066 0.016 UPPER HINGE (75TH QUANTILE) 68 1.000 0.075 -0.099 3.416 0.073 0.253 MAXIMUM VALUE 70 1.000 0.079 0.424 4.192 0.087 0.406 |------------------------ 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 1.000 0.049 -0.163 2.749 0.057 -0.024 2 022013 1928 1995 68 1.000 0.053 -0.499 2.916 0.066 -0.354 3 022015 1928 1995 68 1.000 0.057 -0.268 3.122 0.066 -0.153 4 022017 1928 1995 68 0.999 0.060 -0.268 4.162 0.066 -0.062 5 022021 1929 1995 67 1.000 0.072 -0.607 3.309 0.074 0.157 6 022023 1935 1995 61 1.000 0.070 -0.144 2.971 0.087 -0.124 7 022025 1929 1995 67 1.000 0.064 0.231 2.234 0.071 -0.057 8 022027 1929 1995 67 1.000 0.072 -0.237 2.979 0.083 0.031 9 022031 1927 1995 69 1.000 0.050 -0.192 3.433 0.054 -0.007 10 022033 1929 1995 67 1.000 0.060 0.307 3.108 0.071 -0.053 11 022037 1926 1995 70 1.000 0.055 -0.001 3.087 0.066 -0.011 12 022043 1928 1995 68 1.000 0.064 -0.092 4.187 0.072 -0.217 13 022047 1928 1995 68 1.000 0.056 -0.041 2.845 0.066 -0.199 14 022053 1931 1995 65 1.000 0.064 0.268 2.537 0.073 -0.003 15 022055 1929 1995 67 1.000 0.064 -0.732 3.973 0.070 0.142 16 022057 1928 1995 68 1.000 0.056 -0.745 3.565 0.062 -0.053 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 1.000 0.060 -0.199 3.199 0.069 -0.062 STANDARD DEVIATION 2 0.000 0.007 0.325 0.554 0.008 0.129 MEDIAN (50TH QUANTILE) 68 1.000 0.060 -0.178 3.097 0.068 -0.053 INTERQUARTILE RANGE 1 0.000 0.009 0.362 0.619 0.007 0.133 MINIMUM VALUE 61 0.999 0.049 -0.745 2.234 0.054 -0.354 LOWER HINGE (25TH QUANTILE) 67 1.000 0.055 -0.383 2.881 0.066 -0.138 UPPER HINGE (75TH QUANTILE) 68 1.000 0.064 -0.021 3.499 0.073 -0.005 MAXIMUM VALUE 70 1.000 0.072 0.307 4.187 0.087 0.157 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.513 0.121 0.011 -0.203 3.472 0.181 0.819 MINIMUM CORRELATION: 0.181 SERIES 022027 AND 022055 67 YEARS MAXIMUM CORRELATION: 0.819 SERIES 022013 AND 022015 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 0.579 0.689 0.549 0.495 SDEV 0.173 0.121 0.174 0.186 SERR 0.016 0.011 0.016 0.017 EPS 0.957 0.973 0.951 0.940 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 1.000 0.044 0.319 3.187 0.054 -0.185 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED -0.268 -0.096 0.136 19 51 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.08 0.22 1.01 1.04 1.26 1.98 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.07 0.00 0.87 0.93 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 -0.183 -0.066 0.073 -0.068 -0.071 -0.024 -0.002 -0.042 0.009 0.037 PACF -0.183 -0.102 0.043 -0.055 -0.089 -0.072 -0.028 -0.054 -0.020 0.016 95% C.L. 0.239 0.247 0.248 0.249 0.250 0.251 0.251 0.251 0.252 0.252 |------------------ 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 0.044 -0.183 |======================= 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 -0.206 -0.061 0.065 -0.079 -0.057 -0.017 0.014 -0.060 -0.005 0.052 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 -0.206 2 -0.228 -0.108 3 -0.225 -0.101 0.030 4 -0.223 -0.108 0.015 -0.068 5 -0.229 -0.107 0.006 -0.087 -0.086 6 -0.234 -0.112 0.006 -0.094 -0.101 -0.066 7 -0.235 -0.113 0.005 -0.094 -0.102 -0.068 -0.010 8 -0.236 -0.118 -0.002 -0.101 -0.102 -0.076 -0.026 -0.071 9 -0.239 -0.119 -0.006 -0.106 -0.106 -0.076 -0.032 -0.081 -0.046 10 -0.238 -0.118 -0.005 -0.104 -0.104 -0.074 -0.032 -0.079 -0.042 0.019 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) 245.68 244.65 245.83 247.76 249.43 250.92 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 252.61 254.61 256.26 258.11 260.08 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 -0.206 R-SQUARED DUE TO POOLED AUTOREGRESSION: 4.24 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 104.43 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 -0.206 0.042 -0.009 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 022011 1 0.012 -0.024 2 022013 1 0.164 -0.370 3 022015 1 0.049 -0.160 4 022017 1 0.010 -0.062 5 022021 1 0.025 0.158 6 022023 1 0.020 -0.125 7 022025 1 0.004 -0.059 8 022027 1 0.007 0.031 9 022031 1 0.005 -0.007 10 022033 1 0.006 -0.053 11 022037 1 0.002 -0.011 12 022043 1 0.082 -0.234 13 022047 1 0.048 -0.204 14 022053 1 0.001 -0.003 15 022055 1 0.020 0.142 16 022057 1 0.011 -0.054 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.029 -0.065 STANDARD DEVIATION 0 0.042 0.134 MEDIAN 1 0.011 -0.054 INTERQUARTILE RANGE 0 0.031 0.138 MINIMUM VALUE 1 0.001 -0.370 LOWER HINGE 1 0.005 -0.143 UPPER HINGE 1 0.036 -0.005 MAXIMUM VALUE 1 0.164 0.158 |------------------- 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 0.049 -0.176 2.752 0.056 -0.003 2 022013 1928 1995 68 1.000 0.049 -0.462 2.612 0.056 -0.047 3 022015 1928 1995 68 1.000 0.056 -0.236 2.913 0.062 -0.017 4 022017 1928 1995 68 1.000 0.059 -0.298 4.090 0.064 0.005 5 022021 1929 1995 67 1.000 0.071 -0.487 3.216 0.078 -0.002 6 022023 1935 1995 61 1.000 0.069 -0.288 3.057 0.082 -0.009 7 022025 1929 1995 67 1.000 0.063 0.219 2.194 0.070 0.002 8 022027 1929 1995 67 1.000 0.072 -0.207 2.949 0.085 -0.003 9 022031 1927 1995 69 1.000 0.050 -0.194 3.425 0.054 0.000 10 022033 1929 1995 67 1.000 0.059 0.303 3.150 0.069 0.003 11 022037 1926 1995 70 1.000 0.055 -0.003 3.082 0.066 0.000 12 022043 1928 1995 68 1.000 0.062 -0.023 4.334 0.062 -0.024 13 022047 1928 1995 68 1.000 0.054 -0.206 2.511 0.060 -0.011 14 022053 1931 1995 65 1.000 0.064 0.268 2.542 0.073 0.000 15 022055 1929 1995 67 1.000 0.063 -0.664 3.858 0.075 -0.001 16 022057 1928 1995 68 1.000 0.056 -0.753 3.532 0.060 -0.003 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 67 1.000 0.059 -0.200 3.138 0.067 -0.007 STANDARD DEVIATION 2 0.000 0.007 0.306 0.592 0.009 0.013 MEDIAN (50TH QUANTILE) 68 1.000 0.059 -0.206 3.070 0.065 -0.002 INTERQUARTILE RANGE 1 0.000 0.009 0.367 0.797 0.014 0.010 MINIMUM VALUE 61 1.000 0.049 -0.753 2.194 0.054 -0.047 LOWER HINGE (25TH QUANTILE) 67 1.000 0.055 -0.380 2.682 0.060 -0.010 UPPER HINGE (75TH QUANTILE) 68 1.000 0.064 -0.013 3.479 0.074 0.000 MAXIMUM VALUE 70 1.000 0.072 0.303 4.334 0.085 0.005 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.501 0.116 0.011 -0.122 2.850 0.219 0.748 MINIMUM CORRELATION: 0.219 SERIES 022027 AND 022055 67 YEARS MAXIMUM CORRELATION: 0.748 SERIES 022011 AND 022033 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 0.568 0.683 0.536 0.476 SDEV 0.174 0.113 0.165 0.182 SERR 0.016 0.010 0.015 0.017 EPS 0.955 0.972 0.949 0.936 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 1.000 0.043 0.328 3.108 0.052 -0.138 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED -0.262 -0.092 0.133 14 56 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.17 0.31 1.05 1.09 1.40 1.92 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.89 0.05 0.00 0.87 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 -0.136 -0.076 0.077 -0.078 -0.077 -0.022 -0.011 -0.034 0.002 0.033 PACF -0.136 -0.096 0.054 -0.068 -0.090 -0.064 -0.029 -0.045 -0.022 0.011 95% C.L. 0.239 0.243 0.245 0.246 0.248 0.249 0.249 0.249 0.249 0.249 |------------------ 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 0 0.000 |---------- 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 -0.013 -0.087 0.059 -0.080 -0.093 -0.033 -0.018 -0.037 0.003 0.043 PACF -0.013 -0.087 0.057 -0.088 -0.086 -0.055 -0.027 -0.045 -0.014 0.022 95% C.L. 0.239 0.239 0.241 0.242 0.243 0.245 0.246 0.246 0.246 0.246 |----------------- 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 0.008 -0.013 |========================= 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 1.000 0.044 0.351 3.201 0.054 -0.201 |------------ 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 -0.198 -0.057 0.081 -0.077 -0.068 -0.017 -0.008 -0.032 0.002 0.030 PACF -0.198 -0.100 0.051 -0.058 -0.091 -0.068 -0.030 -0.045 -0.026 0.008 95% C.L. 0.239 0.248 0.249 0.250 0.252 0.253 0.253 0.253 0.253 0.253 |------------------- 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 0.049 -0.198 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.24 MINUTES