RUN: files FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: swit105e.rwl LOG FILE PROCESSED: swit105e.rwl_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 50 25 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: 221 1 Chasseral NE (Nord) WIDTH_EARLY PCAB - 221 2 Switzerland Norway spruce 1500 4708-704 1839 1974 - 221 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 221001 1947 1974 28 1.740 0.655 0.928 3.646 0.308 0.444 2 221003 1899 1974 76 0.404 0.208 1.315 5.049 0.313 0.674 3 221004 1916 1974 59 0.655 0.366 0.882 4.097 0.229 0.799 4 221005 1851 1974 124 0.962 0.594 1.500 5.101 0.198 0.850 5 221006 1919 1974 56 0.622 0.227 0.844 3.268 0.229 0.718 6 221007 1928 1974 47 1.515 0.386 0.129 2.665 0.256 0.289 7 221008 1936 1974 39 1.267 0.527 0.470 2.554 0.249 0.811 8 221009 1877 1974 98 0.880 0.602 1.771 6.203 0.279 0.813 9 221010 1917 1974 58 1.626 0.654 0.887 3.138 0.290 0.697 10 221011 1928 1974 47 0.362 0.313 2.123 6.926 0.307 0.867 11 221012 1899 1974 76 1.186 0.342 0.521 3.755 0.230 0.536 12 221013 1845 1974 130 0.709 0.363 1.162 4.647 0.226 0.795 13 221014 1839 1974 136 0.803 0.406 1.497 5.175 0.222 0.839 14 221016 1928 1974 47 1.081 0.428 2.008 7.448 0.214 0.658 15 221041 1913 1974 62 1.108 0.410 -0.615 2.996 0.241 0.718 16 221151 1915 1974 60 1.146 0.551 2.511 10.255 0.258 0.552 NUMBER OF SERIES READ IN: 16 FROM 1839 TO 1974 136 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 71 1.004 0.439 1.121 4.808 0.253 0.691 STANDARD DEVIATION 33 0.409 0.142 0.795 2.073 0.036 0.163 MEDIAN (50TH QUANTILE) 59 1.021 0.408 1.045 4.372 0.245 0.718 INTERQUARTILE RANGE 40 0.544 0.220 0.953 2.486 0.057 0.206 MINIMUM VALUE 28 0.362 0.208 -0.615 2.554 0.198 0.289 LOWER HINGE (25TH QUANTILE) 47 0.682 0.353 0.683 3.203 0.227 0.605 UPPER HINGE (75TH QUANTILE) 87 1.226 0.573 1.636 5.689 0.284 0.812 MAXIMUM VALUE 136 1.740 0.655 2.511 10.255 0.313 0.867 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.250 0.354 0.032 -0.597 3.106 -0.743 0.884 MINIMUM CORRELATION: -0.743 SERIES 221004 AND 221011 47 YEARS MAXIMUM CORRELATION: 0.884 SERIES 221008 AND 221014 39 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 38.97 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 3. 6. 28. RBAR 0.795 0.382 0.254 SDEV 0.019 0.234 0.205 SERR 0.011 0.095 0.039 EPS 0.945 0.845 0.827 NSS 4.4 8.8 14.0 |======================== 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 1839 1974 136 0.957 0.332 1.384 4.785 0.185 0.747 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.122 0.084 0.319 18 118 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.24 0.74 1.01 1.07 1.82 8.19 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.94 0.13 0.00 0.87 1.00 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 60. 40. 28. 47. 87. 136. |----------- 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 0.741 0.601 0.527 0.427 0.280 0.232 0.193 0.089 0.027 -0.050 PACF 0.741 0.115 0.107 -0.041 -0.162 0.072 0.021 -0.126 -0.021 -0.135 95% C.L. 0.171 0.248 0.288 0.315 0.332 0.339 0.343 0.346 0.347 0.347 |------------------ 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 1 0.558 0.744 |================== 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 221001 3 0.00000000 0.00000000 -0.00121510 1.75761902 2 221003 1 0.64212966 0.09122432 0.00000000 0.31610256 3 221004 3 0.00000000 0.00000000 -0.01894506 1.22326708 4 221005 1 1.96067297 0.03504764 0.00000000 0.52439803 5 221006 3 0.00000000 0.00000000 0.00236774 0.55466235 6 221007 3 0.00000000 0.00000000 0.00098173 1.49133217 7 221008 3 0.00000000 0.00000000 0.03075911 0.65174091 8 221009 1 2.04299021 0.04685836 0.00000000 0.44945467 9 221010 3 0.00000000 0.00000000 0.02190716 0.97925591 10 221011 -67 31 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 221012 1 0.83915722 0.10236531 0.00000000 1.08365905 12 221013 1 0.78574431 0.01196655 0.00000000 0.31298551 13 221014 1 0.82613122 0.02347576 0.00000000 0.55742580 14 221016 3 0.00000000 0.00000000 0.01202243 0.79252541 15 221041 3 0.00000000 0.00000000 -0.01253028 1.50260711 16 221151 3 0.00000000 0.00000000 0.01723090 0.62045765 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 221001 1947 1974 28 1.000 0.376 0.915 3.623 0.296 0.434 2 221003 1899 1974 76 1.000 0.399 0.650 3.328 0.308 0.530 3 221004 1916 1974 59 1.006 0.237 -0.248 3.314 0.219 0.296 4 221005 1851 1974 124 1.000 0.363 0.911 3.605 0.196 0.644 5 221006 1919 1974 56 1.000 0.364 1.036 3.755 0.225 0.712 6 221007 1928 1974 47 1.000 0.256 0.178 2.681 0.250 0.288 7 221008 1936 1974 39 1.012 0.347 0.470 3.715 0.246 0.552 8 221009 1877 1974 98 0.997 0.380 0.935 5.234 0.275 0.627 9 221010 1917 1974 58 1.009 0.334 0.189 2.547 0.285 0.438 10 221011 1928 1974 47 1.000 0.321 0.742 3.838 0.295 0.160 11 221012 1899 1974 76 1.000 0.252 0.183 3.406 0.226 0.409 12 221013 1845 1974 130 1.000 0.435 0.630 2.872 0.224 0.747 13 221014 1839 1974 136 1.000 0.422 1.322 4.600 0.220 0.788 14 221016 1928 1974 47 1.004 0.339 0.822 4.259 0.211 0.594 15 221041 1913 1974 62 0.992 0.339 -0.395 2.836 0.237 0.639 16 221151 1915 1974 60 1.007 0.369 1.581 5.824 0.257 0.313 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 71 1.002 0.346 0.620 3.715 0.248 0.511 STANDARD DEVIATION 33 0.005 0.057 0.535 0.902 0.034 0.184 MEDIAN (50TH QUANTILE) 59 1.000 0.355 0.696 3.614 0.241 0.541 INTERQUARTILE RANGE 40 0.005 0.050 0.739 0.955 0.058 0.281 MINIMUM VALUE 28 0.992 0.237 -0.395 2.547 0.196 0.160 LOWER HINGE (25TH QUANTILE) 47 1.000 0.327 0.186 3.093 0.222 0.361 UPPER HINGE (75TH QUANTILE) 87 1.005 0.378 0.925 4.048 0.280 0.642 MAXIMUM VALUE 136 1.012 0.435 1.581 5.824 0.308 0.788 |------------------------ 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 221001 -67 18 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 221003 -67 50 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 221004 -67 39 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 221005 -67 83 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 221006 -67 37 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 221007 -67 31 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 221008 -67 26 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 221009 -67 65 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 221010 -67 38 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 221011 -67 31 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 221012 -67 50 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 221013 -67 87 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 221014 -67 91 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 221016 -67 31 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 15 221041 -67 41 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 16 221151 -67 40 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 221001 1947 1974 28 0.985 0.252 0.332 3.030 0.294 0.008 2 221003 1899 1974 76 0.995 0.382 0.628 3.068 0.306 0.492 3 221004 1916 1974 59 0.997 0.214 -0.463 3.784 0.218 0.184 4 221005 1851 1974 124 0.995 0.326 0.942 4.417 0.196 0.584 5 221006 1919 1974 56 0.988 0.284 0.540 3.185 0.220 0.555 6 221007 1928 1974 47 0.997 0.233 0.054 2.701 0.249 0.173 7 221008 1936 1974 39 0.989 0.259 0.018 3.045 0.237 0.417 8 221009 1877 1974 98 0.994 0.332 0.507 4.024 0.275 0.511 9 221010 1917 1974 58 0.994 0.258 0.135 2.483 0.285 0.124 10 221011 1928 1974 47 0.996 0.300 0.615 3.932 0.295 0.072 11 221012 1899 1974 76 0.999 0.244 0.110 3.421 0.226 0.383 12 221013 1845 1974 130 0.988 0.396 0.580 3.017 0.224 0.718 13 221014 1839 1974 136 0.993 0.371 1.180 4.869 0.220 0.731 14 221016 1928 1974 47 0.990 0.220 1.019 5.613 0.209 0.118 15 221041 1913 1974 62 0.987 0.261 -0.094 3.183 0.234 0.476 16 221151 1915 1974 60 0.995 0.319 1.382 5.666 0.256 0.190 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 71 0.993 0.291 0.468 3.715 0.246 0.358 STANDARD DEVIATION 33 0.004 0.058 0.500 0.980 0.035 0.235 MEDIAN (50TH QUANTILE) 59 0.994 0.272 0.523 3.303 0.236 0.400 INTERQUARTILE RANGE 40 0.007 0.082 0.703 1.183 0.060 0.384 MINIMUM VALUE 28 0.985 0.214 -0.463 2.483 0.196 0.008 LOWER HINGE (25TH QUANTILE) 47 0.989 0.248 0.082 3.037 0.220 0.149 UPPER HINGE (75TH QUANTILE) 87 0.996 0.329 0.785 4.220 0.280 0.533 MAXIMUM VALUE 136 0.999 0.396 1.382 5.666 0.306 0.731 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.260 0.184 0.017 -0.014 2.676 -0.143 0.659 MINIMUM CORRELATION: -0.143 SERIES 221004 AND 221013 59 YEARS MAXIMUM CORRELATION: 0.659 SERIES 221013 AND 221014 130 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 38.97 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 3. 6. 28. RBAR 0.716 0.375 0.249 SDEV 0.017 0.169 0.166 SERR 0.010 0.069 0.031 EPS 0.918 0.841 0.823 NSS 4.4 8.8 14.0 |======================== 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 1839 1974 136 0.996 0.280 1.253 6.364 0.178 0.673 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.254 0.109 0.100 14 122 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.28 0.24 1.05 1.15 1.39 31.73 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.93 0.14 0.00 0.86 1.00 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 0.668 0.481 0.358 0.232 0.086 0.009 -0.054 -0.120 -0.182 -0.276 PACF 0.668 0.062 0.027 -0.056 -0.125 -0.017 -0.042 -0.066 -0.081 -0.168 95% C.L. 0.171 0.236 0.263 0.277 0.283 0.284 0.284 0.284 0.285 0.289 |------------------ 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 0.454 0.673 |======================= 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 0.424 0.225 0.300 0.178 0.045 -0.120 -0.085 0.033 -0.042 -0.193 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 0.424 2 0.401 0.055 3 0.388 -0.037 0.228 4 0.396 -0.038 0.242 -0.035 5 0.394 -0.021 0.239 -0.008 -0.069 6 0.378 -0.023 0.294 -0.012 0.020 -0.227 7 0.379 -0.023 0.294 -0.014 0.020 -0.230 0.006 8 0.379 0.007 0.291 -0.012 -0.018 -0.227 -0.043 0.129 9 0.377 0.007 0.294 -0.012 -0.017 -0.230 -0.043 0.125 0.011 10 0.379 0.030 0.286 -0.055 -0.021 -0.232 0.011 0.126 0.081 -0.185 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) 819.00 794.06 795.65 790.37 792.20 793.55 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 788.33 790.33 790.03 792.02 789.30 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 0.424 R-SQUARED DUE TO POOLED AUTOREGRESSION: 17.97 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 121.90 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.424 0.180 0.076 0.032 0.014 0.006 0.002 0.001 0.000 0.0002 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 221001 1 0.071 0.008 2 221003 1 0.252 0.495 3 221004 1 0.069 0.193 4 221005 1 0.358 0.590 5 221006 1 0.311 0.557 6 221007 1 0.082 0.173 7 221008 1 0.224 0.440 8 221009 1 0.280 0.513 9 221010 1 0.076 0.128 10 221011 1 0.031 0.073 11 221012 1 0.159 0.389 12 221013 1 0.539 0.728 13 221014 1 0.542 0.736 14 221016 1 0.050 0.124 15 221041 1 0.228 0.476 16 221151 1 0.084 0.197 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.210 0.364 STANDARD DEVIATION 0 0.165 0.236 MEDIAN 1 0.191 0.415 INTERQUARTILE RANGE 0 0.223 0.384 MINIMUM VALUE 1 0.031 0.008 LOWER HINGE 1 0.073 0.151 UPPER HINGE 1 0.296 0.535 MAXIMUM VALUE 1 0.542 0.736 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 221001 1947 1974 28 1.000 0.252 0.328 3.025 0.290 0.001 2 221003 1899 1974 76 1.000 0.332 0.810 3.713 0.370 -0.048 3 221004 1916 1974 59 1.000 0.210 -0.319 3.569 0.227 0.035 4 221005 1851 1974 124 1.000 0.263 0.835 5.713 0.265 -0.069 5 221006 1919 1974 56 1.000 0.236 0.115 2.779 0.266 0.023 6 221007 1928 1974 47 1.000 0.229 0.184 2.645 0.259 0.039 7 221008 1936 1974 39 1.000 0.231 0.499 2.629 0.247 0.063 8 221009 1877 1974 98 1.000 0.285 0.607 4.054 0.324 -0.079 9 221010 1917 1974 58 1.000 0.256 0.170 2.431 0.292 0.031 10 221011 1928 1974 47 1.000 0.300 0.670 4.111 0.302 0.011 11 221012 1899 1974 76 1.000 0.224 0.356 3.437 0.243 0.040 12 221013 1845 1974 130 1.000 0.271 0.338 3.928 0.322 -0.099 13 221014 1839 1974 136 1.000 0.250 1.038 4.493 0.265 0.000 14 221016 1928 1974 47 1.000 0.219 1.076 5.467 0.220 -0.016 15 221041 1913 1974 62 1.000 0.229 -0.089 2.785 0.287 -0.020 16 221151 1915 1974 60 1.000 0.313 1.931 7.648 0.260 0.042 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 71 1.000 0.256 0.534 3.902 0.277 -0.003 STANDARD DEVIATION 33 0.000 0.036 0.539 1.395 0.039 0.049 MEDIAN (50TH QUANTILE) 59 1.000 0.251 0.427 3.641 0.266 0.006 INTERQUARTILE RANGE 40 0.000 0.049 0.645 1.520 0.044 0.071 MINIMUM VALUE 28 1.000 0.210 -0.319 2.431 0.220 -0.099 LOWER HINGE (25TH QUANTILE) 47 1.000 0.229 0.177 2.782 0.253 -0.034 UPPER HINGE (75TH QUANTILE) 87 1.000 0.278 0.822 4.302 0.297 0.037 MAXIMUM VALUE 136 1.000 0.332 1.931 7.648 0.370 0.063 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 120 0.298 0.170 0.016 -0.179 2.914 -0.196 0.654 MINIMUM CORRELATION: -0.196 SERIES 221004 AND 221014 59 YEARS MAXIMUM CORRELATION: 0.654 SERIES 221001 AND 221008 28 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 38.97 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 3. 6. 28. RBAR 0.595 0.502 0.271 SDEV 0.039 0.063 0.115 SERR 0.023 0.026 0.022 EPS 0.867 0.899 0.839 NSS 4.4 8.8 14.0 |======================== 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 1839 1974 136 0.999 0.193 0.668 4.060 0.204 0.019 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.165 0.090 0.087 21 115 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.37 0.77 1.00 1.08 1.85 12.70 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.97 0.14 0.00 0.86 1.00 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 0.019 0.034 0.048 0.090 -0.055 -0.038 0.053 0.000 0.003 -0.196 PACF 0.019 0.033 0.047 0.088 -0.061 -0.044 0.050 -0.002 0.014 -0.201 95% C.L. 0.171 0.172 0.172 0.172 0.174 0.174 0.174 0.175 0.175 0.175 |------------------ 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 -0.001 0.032 0.046 0.090 -0.056 -0.038 0.054 -0.001 0.007 -0.195 PACF -0.001 0.032 0.046 0.090 -0.059 -0.047 0.050 -0.001 0.018 -0.199 95% C.L. 0.171 0.171 0.172 0.172 0.173 0.174 0.174 0.175 0.175 0.175 |----------------- 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 -0.001 |========================= 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 1839 1974 136 0.999 0.215 0.840 4.550 0.173 0.445 |------------ 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 0.442 0.239 0.161 0.115 -0.006 -0.021 0.018 -0.026 -0.087 -0.233 PACF 0.442 0.054 0.047 0.024 -0.098 -0.002 0.046 -0.049 -0.071 -0.216 95% C.L. 0.171 0.202 0.210 0.214 0.216 0.216 0.216 0.216 0.216 0.217 |------------------- 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 0.199 0.444 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 51.19 MINUTES