RUN: SWIT003 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: SWIT169E.rwl.conv LOG FILE PROCESSED: SWIT169E.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 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: 757 1 Simmental, Iffigenalp WIDTH_EARLY PCAB - 757 2 Switzerland Norway spruce 1900 4624-726 1532 1986 - 757 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES 7 757341 MISSING VALUES FOUND: 2 IN 1 GAPS / 1550 1551 / -------------------------------------------------------------------- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 757311 1855 1986 132 1.849 1.029 1.304 4.110 0.202 0.863 2 757312 1849 1986 138 1.893 0.795 0.990 4.084 0.195 0.767 3 757321 1785 1986 202 1.055 0.284 1.217 5.298 0.182 0.578 4 757322 1796 1986 191 0.789 0.253 1.775 8.956 0.205 0.657 5 757331 1578 1986 409 0.385 0.214 1.621 5.714 0.267 0.841 6 757332 1563 1983 421 0.411 0.194 1.133 4.337 0.252 0.798 7 757341 1532 1986 455 0.393 0.127 0.412 3.050 0.198 0.675 8 757342 1569 1986 418 0.346 0.173 0.790 2.985 0.206 0.880 9 757351 1810 1986 177 0.655 0.275 0.769 3.312 0.221 0.739 10 757352 1804 1986 183 0.782 0.266 0.128 3.421 0.221 0.663 NUMBER OF SERIES READ IN: 10 FROM 1532 TO 1986 455 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 272 0.856 0.361 1.014 4.527 0.215 0.746 STANDARD DEVIATION 133 0.582 0.300 0.511 1.804 0.026 0.101 MEDIAN (50TH QUANTILE) 196 0.719 0.259 1.062 4.097 0.206 0.753 INTERQUARTILE RANGE 241 0.661 0.090 0.535 1.986 0.023 0.178 MINIMUM VALUE 132 0.346 0.127 0.128 2.985 0.182 0.578 LOWER HINGE (25TH QUANTILE) 177 0.393 0.194 0.769 3.312 0.198 0.663 UPPER HINGE (75TH QUANTILE) 418 1.055 0.284 1.304 5.298 0.221 0.841 MAXIMUM VALUE 453 1.893 1.029 1.775 8.956 0.267 0.880 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 45 0.242 0.246 0.037 0.395 2.611 -0.225 0.755 MINIMUM CORRELATION: -0.225 SERIES 757312 AND 757342 138 YEARS MAXIMUM CORRELATION: 0.755 SERIES 757331 AND 757332 406 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 43.23 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1590. 1615. 1640. 1665. 1690. 1715. 1740. 1765. 1790. 1815. CORR 1. 6. 6. 6. 6. 6. 6. 6. 6. 10. RBAR -0.128 0.469 0.659 0.694 0.580 0.412 0.392 0.341 0.360 0.150 SDEV 0.000 0.166 0.167 0.114 0.097 0.285 0.321 0.353 0.150 0.274 SERR 0.000 0.068 0.068 0.047 0.040 0.117 0.131 0.144 0.061 0.087 EPS -0.708 0.780 0.886 0.901 0.847 0.737 0.721 0.679 0.749 0.560 NSS 3.7 4.0 4.0 4.0 4.0 4.0 4.0 4.1 5.3 7.2 YEAR 1840. 1865. 1890. 1915. 1940. CORR 28. 28. 45. 45. 45. RBAR 0.260 0.360 0.322 0.509 0.309 SDEV 0.222 0.229 0.291 0.164 0.322 SERR 0.042 0.043 0.043 0.024 0.048 EPS 0.750 0.842 0.826 0.912 0.817 NSS 8.5 9.5 10.0 10.0 10.0 |======================== 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 1532 1986 455 0.509 0.201 0.381 2.722 0.194 0.794 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.783 0.896 -0.209 93 362 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 2.44 4.61 1.02 1.23 5.85 93.56 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 1.00 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 196. 241. 132. 177. 418. 455. |----------- 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 0.792 0.756 0.734 0.695 0.631 0.636 0.623 0.585 0.582 0.552 PACF 0.792 0.346 0.209 0.074 -0.069 0.114 0.087 -0.008 0.059 -0.040 95% C.L. 0.094 0.141 0.173 0.198 0.219 0.234 0.249 0.262 0.273 0.284 |------------------ 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 4 0.705 0.397 0.223 0.195 0.096 |================== 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 757311 1 1.81827354 0.01954689 0.00000000 1.20452297 2 757312 3 0.00000000 0.00000000 0.00075785 1.84044540 3 757321 3 0.00000000 0.00000000 0.00137182 0.91546327 4 757322 1 0.41274101 0.05166798 0.00000000 0.74872679 5 757331 1 0.75242966 0.01872570 0.00000000 0.28732088 6 757332 1 0.51970917 0.01422852 0.00000000 0.32472461 7 757341 3 0.00000000 0.00000000 -0.00025377 0.44976482 8 757342 1 0.33405349 0.00452613 0.00000000 0.19653758 9 757351 3 0.00000000 0.00000000 -0.00105696 0.74949348 10 757352 3 0.00000000 0.00000000 0.00157042 0.63787127 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 757311 1855 1986 132 1.000 0.464 0.793 3.489 0.200 0.821 2 757312 1849 1986 138 1.000 0.421 1.019 4.196 0.193 0.762 3 757321 1785 1986 202 1.000 0.267 1.861 9.203 0.181 0.546 4 757322 1796 1986 191 1.000 0.287 0.891 4.786 0.204 0.584 5 757331 1578 1986 409 1.000 0.359 0.511 3.139 0.266 0.606 6 757332 1563 1983 421 1.000 0.379 1.060 5.690 0.252 0.651 7 757341 1532 1986 455 1.000 0.310 0.194 2.970 0.202 0.631 8 757342 1569 1986 418 1.000 0.454 0.933 3.531 0.206 0.841 9 757351 1810 1986 177 0.999 0.401 0.641 3.417 0.220 0.718 10 757352 1804 1986 183 0.999 0.338 0.481 3.503 0.220 0.647 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 273 1.000 0.368 0.838 4.392 0.214 0.681 STANDARD DEVIATION 134 0.001 0.068 0.451 1.883 0.026 0.100 MEDIAN (50TH QUANTILE) 196 1.000 0.369 0.842 3.517 0.205 0.649 INTERQUARTILE RANGE 241 0.001 0.111 0.508 1.369 0.020 0.155 MINIMUM VALUE 132 0.999 0.267 0.194 2.970 0.181 0.546 LOWER HINGE (25TH QUANTILE) 177 1.000 0.310 0.511 3.417 0.200 0.606 UPPER HINGE (75TH QUANTILE) 418 1.000 0.421 1.019 4.786 0.220 0.762 MAXIMUM VALUE 455 1.000 0.464 1.861 9.203 0.266 0.841 |------------------------ 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 757311 -67 88 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 757312 -67 92 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 757321 -67 135 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 757322 -67 127 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 757331 -67 274 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 757332 -67 282 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 757341 -67 304 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 757342 -67 280 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 757351 -67 118 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 757352 -67 122 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 757311 1855 1986 132 0.984 0.374 0.523 3.017 0.200 0.748 2 757312 1849 1986 138 0.993 0.372 1.114 5.392 0.193 0.711 3 757321 1785 1986 202 0.999 0.244 1.419 7.251 0.181 0.478 4 757322 1796 1986 191 0.998 0.259 0.712 4.688 0.204 0.475 5 757331 1578 1986 409 0.997 0.346 0.450 3.018 0.266 0.573 6 757332 1563 1983 421 0.996 0.366 1.300 7.602 0.252 0.629 7 757341 1532 1986 455 0.992 0.282 0.232 3.067 0.202 0.554 8 757342 1569 1986 418 0.993 0.428 0.830 3.339 0.206 0.825 9 757351 1810 1986 177 0.987 0.300 0.319 3.855 0.219 0.530 10 757352 1804 1986 183 0.994 0.287 0.596 3.785 0.219 0.511 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 273 0.993 0.326 0.750 4.501 0.214 0.604 STANDARD DEVIATION 134 0.005 0.060 0.410 1.724 0.026 0.121 MEDIAN (50TH QUANTILE) 196 0.994 0.323 0.654 3.820 0.205 0.564 INTERQUARTILE RANGE 241 0.005 0.089 0.663 2.325 0.019 0.200 MINIMUM VALUE 132 0.984 0.244 0.232 3.017 0.181 0.475 LOWER HINGE (25TH QUANTILE) 177 0.992 0.282 0.450 3.067 0.200 0.511 UPPER HINGE (75TH QUANTILE) 418 0.997 0.372 1.114 5.392 0.219 0.711 MAXIMUM VALUE 455 0.999 0.428 1.419 7.602 0.266 0.825 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 45 0.279 0.174 0.026 0.695 4.410 -0.071 0.775 MINIMUM CORRELATION: -0.071 SERIES 757312 AND 757342 138 YEARS MAXIMUM CORRELATION: 0.775 SERIES 757321 AND 757322 191 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 43.23 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1590. 1615. 1640. 1665. 1690. 1715. 1740. 1765. 1790. 1815. CORR 1. 6. 6. 6. 6. 6. 6. 6. 6. 10. RBAR 0.152 0.455 0.599 0.633 0.601 0.459 0.410 0.364 0.317 0.170 SDEV 0.000 0.230 0.197 0.092 0.096 0.264 0.302 0.328 0.160 0.265 SERR 0.000 0.094 0.080 0.037 0.039 0.108 0.123 0.134 0.065 0.084 EPS 0.396 0.769 0.856 0.874 0.858 0.773 0.735 0.701 0.711 0.595 NSS 3.7 4.0 4.0 4.0 4.0 4.0 4.0 4.1 5.3 7.2 YEAR 1840. 1865. 1890. 1915. 1940. CORR 28. 28. 45. 45. 45. RBAR 0.307 0.366 0.346 0.475 0.329 SDEV 0.186 0.207 0.240 0.164 0.294 SERR 0.035 0.039 0.036 0.024 0.044 EPS 0.791 0.846 0.841 0.901 0.830 NSS 8.5 9.5 10.0 10.0 10.0 |======================== 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 1532 1986 455 0.972 0.247 0.381 3.220 0.187 0.552 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.317 0.177 0.046 44 411 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.24 0.95 1.02 1.10 2.04 4.82 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 1.00 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 0.551 0.480 0.402 0.321 0.190 0.198 0.169 0.089 0.094 0.028 PACF 0.551 0.253 0.101 0.014 -0.109 0.062 0.043 -0.065 0.026 -0.079 95% C.L. 0.094 0.119 0.135 0.145 0.151 0.153 0.155 0.157 0.157 0.158 |------------------ 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 3 0.361 0.383 0.216 0.106 |======================= 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 0.458 0.402 0.321 0.277 0.124 0.102 0.098 0.010 0.012 -0.036 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 0.458 2 0.346 0.244 3 0.323 0.211 0.094 4 0.317 0.198 0.075 0.061 5 0.324 0.207 0.098 0.098 -0.116 6 0.322 0.209 0.100 0.102 -0.110 -0.019 7 0.323 0.214 0.095 0.097 -0.120 -0.033 0.044 8 0.326 0.211 0.087 0.104 -0.113 -0.018 0.067 -0.070 9 0.327 0.211 0.087 0.105 -0.114 -0.019 0.064 -0.074 0.011 10 0.328 0.207 0.090 0.104 -0.120 -0.013 0.069 -0.062 0.029 -0.054 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) 3058.01 2953.02 2927.13 2925.06 2925.37 2921.16 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 2923.01 2924.11 2923.89 2925.83 2926.52 SELECTED AUTOREGRESSION ORDER: 3 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 0.323 0.211 0.094 R-SQUARED DUE TO POOLED AUTOREGRESSION: 26.32 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 135.72 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 3) PROCESS OUT TO ORDER 50: 1.0000 0.323 0.316 0.265 0.183 0.145 0.110 0.083 0.064 0.049 0.0371 0.028 0.022 0.016 0.013 0.010 0.007 0.006 0.004 0.003 0.0025 0.002 0.001 0.001 0.001 0.001 0.000 0.000 0.000 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 |================== INDIVIDUAL SERIES AUTOREGRESSION ANALYSES =================| |---------------- INDIVIDUAL SERIES AUTOREGRESSIVE COEFFICIENTS ---------------| SERIES IDENT ORDER RSQ t-1 t-2 t-3 ..... t-IP 1 757311 3 0.569 0.764 0.027 -0.057 2 757312 3 0.531 0.775 -0.115 0.051 3 757321 3 0.244 0.434 0.144 -0.076 4 757322 3 0.275 0.364 0.254 -0.019 5 757331 3 0.361 0.461 0.222 -0.027 6 757332 3 0.419 0.518 0.164 0.020 7 757341 3 0.402 0.335 0.280 0.127 8 757342 3 0.727 0.495 0.304 0.101 9 757351 3 0.326 0.407 0.148 0.106 10 757352 3 0.316 0.426 0.022 0.218 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 3 0.417 0.498 0.145 0.044 STANDARD DEVIATION 0 0.151 0.153 0.133 0.093 MEDIAN 3 0.382 0.448 0.156 0.035 INTERQUARTILE RANGE 0 0.215 0.111 0.227 0.133 MINIMUM VALUE 3 0.244 0.335 -0.115 -0.076 LOWER HINGE 3 0.316 0.407 0.027 -0.027 UPPER HINGE 3 0.531 0.518 0.254 0.106 MAXIMUM VALUE 3 0.727 0.775 0.304 0.218 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 757311 1855 1986 132 1.000 0.245 0.754 4.451 0.263 -0.003 2 757312 1849 1986 138 1.000 0.258 0.293 4.723 0.282 0.009 3 757321 1785 1986 202 1.000 0.212 0.746 5.754 0.219 -0.002 4 757322 1796 1986 191 1.000 0.220 0.412 4.303 0.244 0.000 5 757331 1578 1986 409 1.000 0.277 0.127 2.954 0.316 0.002 6 757332 1563 1983 421 1.000 0.279 0.590 4.799 0.311 -0.002 7 757341 1532 1986 455 1.000 0.218 0.142 4.057 0.234 -0.015 8 757342 1569 1986 418 1.000 0.224 0.320 3.380 0.242 -0.006 9 757351 1810 1986 177 1.000 0.248 0.473 3.981 0.271 -0.013 10 757352 1804 1986 183 1.000 0.238 0.504 3.532 0.264 -0.022 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 273 1.000 0.242 0.436 4.193 0.265 -0.005 STANDARD DEVIATION 134 0.000 0.024 0.222 0.807 0.032 0.009 MEDIAN (50TH QUANTILE) 196 1.000 0.241 0.442 4.180 0.263 -0.002 INTERQUARTILE RANGE 241 0.000 0.038 0.297 1.191 0.039 0.013 MINIMUM VALUE 132 1.000 0.212 0.127 2.954 0.219 -0.022 LOWER HINGE (25TH QUANTILE) 177 1.000 0.220 0.293 3.532 0.242 -0.013 UPPER HINGE (75TH QUANTILE) 418 1.000 0.258 0.590 4.723 0.282 0.000 MAXIMUM VALUE 455 1.000 0.279 0.754 5.754 0.316 0.009 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 45 0.399 0.120 0.018 0.993 5.433 0.157 0.787 MINIMUM CORRELATION: 0.157 SERIES 757312 AND 757322 138 YEARS MAXIMUM CORRELATION: 0.787 SERIES 757351 AND 757352 177 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 43.23 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1590. 1615. 1640. 1665. 1690. 1715. 1740. 1765. 1790. 1815. CORR 1. 6. 6. 6. 6. 6. 6. 6. 6. 10. RBAR 0.203 0.524 0.628 0.602 0.510 0.498 0.475 0.500 0.476 0.266 SDEV 0.000 0.122 0.128 0.138 0.163 0.167 0.169 0.113 0.117 0.228 SERR 0.000 0.050 0.052 0.056 0.066 0.068 0.069 0.046 0.048 0.072 EPS 0.483 0.815 0.871 0.858 0.806 0.798 0.784 0.804 0.828 0.723 NSS 3.7 4.0 4.0 4.0 4.0 4.0 4.0 4.1 5.3 7.2 YEAR 1840. 1865. 1890. 1915. 1940. CORR 28. 28. 45. 45. 45. RBAR 0.359 0.541 0.488 0.543 0.490 SDEV 0.158 0.126 0.178 0.129 0.174 SERR 0.030 0.024 0.027 0.019 0.026 EPS 0.827 0.918 0.905 0.922 0.906 NSS 8.5 9.5 10.0 10.0 10.0 |======================== 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 1532 1986 455 0.993 0.187 0.144 3.609 0.211 -0.064 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.150 0.072 0.069 44 411 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.55 1.86 1.00 1.09 2.95 25.41 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 1.00 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 -0.064 -0.023 0.036 0.032 -0.118 0.007 0.073 -0.076 0.001 -0.064 PACF -0.064 -0.028 0.032 0.036 -0.113 -0.007 0.067 -0.062 0.002 -0.086 95% C.L. 0.094 0.094 0.094 0.094 0.094 0.096 0.096 0.096 0.097 0.097 |------------------ 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 0.005 0.000 0.027 -0.111 0.002 0.067 -0.071 -0.004 -0.065 PACF -0.001 0.005 0.000 0.027 -0.111 0.002 0.069 -0.074 0.002 -0.078 95% C.L. 0.094 0.094 0.094 0.094 0.094 0.095 0.095 0.095 0.096 0.096 |----------------- 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 3 0.001 -0.001 0.005 0.000 |========================= 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 1532 1986 455 0.994 0.215 0.309 3.485 0.174 0.443 |------------ 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 0.381 0.286 0.205 0.074 0.083 0.078 -0.023 -0.009 -0.063 PACF 0.442 0.230 0.072 0.002 -0.105 0.029 0.052 -0.094 -0.003 -0.065 95% C.L. 0.094 0.111 0.122 0.127 0.130 0.131 0.131 0.131 0.131 0.131 |------------------- 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 3 0.246 0.322 0.209 0.076 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.21 MINUTES