RUN: SWIT003 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: SWIT176E.rwl.conv LOG FILE PROCESSED: SWIT176E.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: 126 1 Lštschental oWG-SCH, CH WIDTH_EARLY PCAB - 126 2 Switzerland Norway spruce 1900 4626-749 1768 1998 - 126 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES 2 126202 MISSING VALUES FOUND: 2 IN 1 GAPS / 1826 1827 / -------------------------------------------------------------------- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 126201 1831 1998 168 1.167 0.398 0.468 3.160 0.206 0.750 2 126202 1802 1998 197 1.071 0.265 0.415 3.367 0.179 0.528 3 126203 1859 1998 140 0.879 0.303 0.165 2.642 0.192 0.784 4 126204 1824 1998 175 0.940 0.361 0.434 2.759 0.184 0.793 5 126206 1797 1998 202 0.666 0.541 2.552 12.647 0.251 0.851 6 126207 1803 1998 196 0.831 0.340 0.852 4.302 0.226 0.775 7 126208 1813 1998 186 0.913 0.446 1.102 4.317 0.232 0.811 8 126209 1769 1998 230 0.810 0.386 1.274 4.466 0.194 0.837 9 126210 1768 1998 231 0.868 0.408 1.320 5.496 0.213 0.786 10 126211 1825 1998 174 0.943 0.326 1.199 7.266 0.180 0.731 11 126213 1830 1998 169 1.008 0.357 2.247 11.846 0.183 0.724 12 126214 1830 1998 169 0.899 0.299 -0.502 2.854 0.185 0.770 13 126215 1849 1998 150 1.001 0.255 -0.002 2.199 0.155 0.716 14 126216 1771 1998 228 0.920 0.477 1.442 6.318 0.184 0.863 15 126217 1799 1998 200 0.778 0.275 1.059 4.359 0.193 0.711 NUMBER OF SERIES READ IN: 15 FROM 1768 TO 1998 231 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 188 0.913 0.363 0.935 5.200 0.197 0.762 STANDARD DEVIATION 27 0.122 0.082 0.813 3.192 0.025 0.080 MEDIAN (50TH QUANTILE) 186 0.913 0.357 1.059 4.317 0.192 0.775 INTERQUARTILE RANGE 32 0.123 0.102 0.873 2.900 0.026 0.074 MINIMUM VALUE 140 0.666 0.255 -0.502 2.199 0.155 0.528 LOWER HINGE (25TH QUANTILE) 169 0.849 0.301 0.424 3.007 0.183 0.728 UPPER HINGE (75TH QUANTILE) 201 0.972 0.403 1.297 5.907 0.209 0.802 MAXIMUM VALUE 231 1.167 0.541 2.552 12.647 0.251 0.863 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 105 0.382 0.221 0.022 -0.321 2.335 -0.138 0.768 MINIMUM CORRELATION: -0.138 SERIES 126206 AND 126215 150 YEARS MAXIMUM CORRELATION: 0.768 SERIES 126206 AND 126216 202 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 74.20 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1820. 1845. 1870. 1895. 1920. 1945. 1970. CORR 3. 28. 78. 105. 105. 105. 105. RBAR 0.475 0.361 0.337 0.372 0.301 0.397 0.593 SDEV 0.044 0.218 0.294 0.204 0.261 0.233 0.202 SERR 0.026 0.041 0.033 0.020 0.025 0.023 0.020 EPS 0.890 0.879 0.882 0.899 0.866 0.908 0.956 NSS 8.9 12.8 14.6 15.0 15.0 15.0 15.0 |======================== 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 1768 1998 231 0.978 0.330 0.782 3.535 0.153 0.812 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.312 0.132 0.170 65 166 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.49 1.13 1.00 1.17 2.30 13.54 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.11 0.00 0.86 0.97 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 186. 32. 140. 169. 201. 231. |----------- 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 0.808 0.782 0.761 0.699 0.714 0.681 0.645 0.619 0.601 0.593 PACF 0.808 0.370 0.214 -0.017 0.175 0.032 -0.024 -0.038 0.046 0.056 95% C.L. 0.132 0.200 0.247 0.285 0.313 0.340 0.363 0.382 0.399 0.415 |------------------ 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 0.725 0.460 0.271 0.174 |================== 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 126201 3 0.00000000 0.00000000 0.00081222 1.09797478 2 126202 1 0.45769370 0.02140546 0.00000000 0.96991986 3 126203 3 0.00000000 0.00000000 -0.00128119 0.96903801 4 126204 1 1.39220750 0.00629771 0.00000000 0.09897812 5 126206 1 1.87624240 0.02391081 0.00000000 0.28509063 6 126207 3 0.00000000 0.00000000 -0.00286673 1.11313820 7 126208 3 0.00000000 0.00000000 -0.00433889 1.31912696 8 126209 1 1.06709218 0.01808714 0.00000000 0.55950922 9 126210 1 1.18182933 0.01607234 0.00000000 0.55966246 10 126211 1 1.37663913 0.00493649 0.00000000 0.02154825 11 126213 3 0.00000000 0.00000000 0.00049836 0.96604186 12 126214 3 0.00000000 0.00000000 -0.00439389 1.27282965 13 126215 3 0.00000000 0.00000000 0.00118386 0.91188544 14 126216 1 1.69014764 0.00956888 0.00000000 0.23646013 15 126217 1 0.71876025 0.01482068 0.00000000 0.54992783 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 126201 1831 1998 168 1.000 0.344 0.568 3.262 0.205 0.742 2 126202 1802 1998 197 1.000 0.229 0.609 4.565 0.177 0.459 3 126203 1859 1998 140 1.000 0.347 0.315 2.622 0.191 0.769 4 126204 1824 1998 175 1.001 0.276 0.438 4.268 0.183 0.614 5 126206 1797 1998 202 0.998 0.337 0.431 3.704 0.250 0.601 6 126207 1803 1998 196 0.997 0.333 0.357 3.630 0.226 0.661 7 126208 1813 1998 186 0.999 0.367 0.335 3.384 0.231 0.686 8 126209 1769 1998 230 1.000 0.334 0.942 4.395 0.194 0.703 9 126210 1768 1998 231 1.000 0.323 1.072 5.090 0.211 0.650 10 126211 1825 1998 174 1.000 0.241 0.652 3.966 0.179 0.507 11 126213 1830 1998 169 1.000 0.349 2.099 11.169 0.182 0.714 12 126214 1830 1998 169 0.995 0.260 -0.466 2.987 0.185 0.628 13 126215 1849 1998 150 1.000 0.249 0.021 2.352 0.154 0.703 14 126216 1771 1998 228 1.001 0.224 0.631 4.031 0.183 0.441 15 126217 1799 1998 200 1.000 0.247 0.136 3.536 0.192 0.522 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 188 0.999 0.297 0.542 4.197 0.196 0.627 STANDARD DEVIATION 27 0.001 0.051 0.567 2.062 0.025 0.102 MEDIAN (50TH QUANTILE) 186 1.000 0.323 0.438 3.704 0.191 0.650 INTERQUARTILE RANGE 32 0.000 0.092 0.317 1.008 0.026 0.142 MINIMUM VALUE 140 0.995 0.224 -0.466 2.352 0.154 0.441 LOWER HINGE (25TH QUANTILE) 169 1.000 0.248 0.325 3.323 0.182 0.561 UPPER HINGE (75TH QUANTILE) 201 1.000 0.340 0.641 4.332 0.208 0.703 MAXIMUM VALUE 231 1.001 0.367 2.099 11.169 0.250 0.769 |------------------------ 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 126201 -67 112 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 126202 -67 131 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 126203 -67 93 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 126204 -67 117 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 126206 -67 135 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 126207 -67 131 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 126208 -67 124 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 126209 -67 154 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 126210 -67 154 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 126211 -67 116 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 126213 -67 113 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 126214 -67 113 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 126215 -67 100 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 126216 -67 152 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 15 126217 -67 134 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 126201 1831 1998 168 0.993 0.314 0.408 3.048 0.205 0.694 2 126202 1802 1998 197 0.999 0.217 0.457 4.009 0.177 0.391 3 126203 1859 1998 140 0.995 0.301 0.588 4.679 0.191 0.639 4 126204 1824 1998 175 0.998 0.266 0.472 4.529 0.183 0.596 5 126206 1797 1998 202 0.994 0.297 0.286 4.368 0.250 0.469 6 126207 1803 1998 196 0.993 0.307 0.322 3.324 0.225 0.591 7 126208 1813 1998 186 0.995 0.357 0.283 3.252 0.230 0.670 8 126209 1769 1998 230 0.997 0.296 0.498 3.472 0.194 0.643 9 126210 1768 1998 231 0.998 0.309 0.886 4.618 0.211 0.622 10 126211 1825 1998 174 0.999 0.233 0.615 4.147 0.179 0.479 11 126213 1830 1998 169 0.994 0.287 1.772 10.190 0.182 0.624 12 126214 1830 1998 169 0.998 0.249 0.056 3.676 0.184 0.577 13 126215 1849 1998 150 0.998 0.224 -0.039 2.782 0.154 0.634 14 126216 1771 1998 228 1.000 0.221 0.609 3.995 0.183 0.429 15 126217 1799 1998 200 0.998 0.221 -0.122 3.426 0.192 0.402 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 188 0.997 0.273 0.473 4.234 0.196 0.564 STANDARD DEVIATION 27 0.002 0.043 0.447 1.750 0.025 0.102 MEDIAN (50TH QUANTILE) 186 0.998 0.287 0.457 3.995 0.191 0.596 INTERQUARTILE RANGE 32 0.004 0.075 0.314 1.073 0.026 0.162 MINIMUM VALUE 140 0.993 0.217 -0.122 2.782 0.154 0.391 LOWER HINGE (25TH QUANTILE) 169 0.995 0.229 0.284 3.375 0.182 0.474 UPPER HINGE (75TH QUANTILE) 201 0.998 0.304 0.598 4.448 0.208 0.636 MAXIMUM VALUE 231 1.000 0.357 1.772 10.190 0.250 0.694 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 105 0.407 0.119 0.012 -0.325 2.822 0.120 0.652 MINIMUM CORRELATION: 0.120 SERIES 126207 AND 126216 196 YEARS MAXIMUM CORRELATION: 0.652 SERIES 126209 AND 126214 169 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 74.20 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1820. 1845. 1870. 1895. 1920. 1945. 1970. CORR 3. 28. 78. 105. 105. 105. 105. RBAR 0.179 0.234 0.351 0.397 0.305 0.500 0.642 SDEV 0.016 0.202 0.221 0.171 0.201 0.183 0.155 SERR 0.009 0.038 0.025 0.017 0.020 0.018 0.015 EPS 0.660 0.797 0.888 0.908 0.868 0.938 0.964 NSS 8.9 12.8 14.6 15.0 15.0 15.0 15.0 |======================== 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 1768 1998 231 0.985 0.182 -0.011 3.794 0.158 0.413 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.207 0.097 0.109 69 162 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.30 0.72 1.00 1.12 1.83 9.54 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.91 0.12 0.00 0.86 0.98 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 0.412 0.357 0.306 0.213 0.128 0.090 -0.033 -0.005 -0.048 -0.047 PACF 0.412 0.225 0.126 0.008 -0.048 -0.021 -0.125 0.017 -0.024 0.010 95% C.L. 0.132 0.152 0.166 0.176 0.180 0.182 0.182 0.182 0.182 0.183 |------------------ 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 0.240 0.290 0.202 0.126 |======================= 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 0.479 0.380 0.353 0.261 0.137 0.128 -0.011 0.011 -0.022 -0.077 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 0.479 2 0.386 0.195 3 0.356 0.136 0.153 4 0.354 0.134 0.148 0.014 5 0.355 0.147 0.160 0.046 -0.091 6 0.356 0.146 0.158 0.044 -0.095 0.014 7 0.358 0.133 0.164 0.067 -0.074 0.065 -0.144 8 0.364 0.130 0.167 0.064 -0.081 0.060 -0.158 0.040 9 0.365 0.127 0.168 0.063 -0.080 0.063 -0.156 0.047 -0.019 10 0.364 0.129 0.160 0.066 -0.084 0.066 -0.147 0.054 -0.001 -0.052 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) 1655.86 1597.61 1590.68 1587.21 1589.16 1589.26 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 1591.22 1588.38 1590.01 1591.92 1593.30 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 0.356 0.136 0.153 R-SQUARED DUE TO POOLED AUTOREGRESSION: 27.61 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 138.15 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 3) PROCESS OUT TO ORDER 50: 1.0000 0.356 0.262 0.295 0.195 0.150 0.125 0.095 0.074 0.058 0.0451 0.035 0.028 0.021 0.017 0.013 0.010 0.008 0.006 0.005 0.0038 0.003 0.002 0.002 0.001 0.001 0.001 0.001 0.001 0.000 0.0003 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 126201 3 0.512 0.654 -0.036 0.146 2 126202 3 0.178 0.347 0.032 0.146 3 126203 3 0.473 0.663 -0.021 0.067 4 126204 3 0.381 0.497 0.093 0.102 5 126206 3 0.245 0.413 0.070 0.078 6 126207 3 0.385 0.465 0.100 0.148 7 126208 3 0.495 0.547 0.066 0.165 8 126209 3 0.459 0.516 0.202 0.017 9 126210 3 0.461 0.427 0.188 0.158 10 126211 3 0.264 0.382 0.182 0.033 11 126213 3 0.400 0.585 0.026 0.054 12 126214 3 0.414 0.397 0.199 0.151 13 126215 3 0.446 0.514 0.262 -0.073 14 126216 3 0.208 0.367 0.118 0.049 15 126217 3 0.174 0.355 0.106 0.022 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 3 0.366 0.475 0.106 0.084 STANDARD DEVIATION 0 0.119 0.104 0.087 0.069 MEDIAN 3 0.400 0.465 0.100 0.078 INTERQUARTILE RANGE 0 0.205 0.142 0.136 0.106 MINIMUM VALUE 3 0.174 0.347 -0.036 -0.073 LOWER HINGE 3 0.254 0.390 0.049 0.041 UPPER HINGE 3 0.460 0.531 0.185 0.147 MAXIMUM VALUE 3 0.512 0.663 0.262 0.165 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 126201 1831 1998 168 1.000 0.218 -0.008 3.525 0.248 -0.009 2 126202 1802 1998 197 1.000 0.197 0.146 5.045 0.210 -0.003 3 126203 1859 1998 140 1.000 0.220 0.589 4.474 0.241 0.030 4 126204 1824 1998 175 1.000 0.210 0.167 4.979 0.224 0.008 5 126206 1797 1998 202 1.000 0.260 0.393 5.891 0.298 -0.010 6 126207 1803 1998 196 1.000 0.240 -0.073 3.800 0.273 0.000 7 126208 1813 1998 186 1.000 0.251 0.447 3.905 0.280 -0.004 8 126209 1769 1998 230 1.000 0.216 0.164 3.847 0.233 -0.008 9 126210 1768 1998 231 1.000 0.226 0.367 3.650 0.247 -0.001 10 126211 1825 1998 174 1.000 0.199 0.440 4.001 0.213 -0.007 11 126213 1830 1998 169 1.000 0.223 2.027 14.502 0.230 0.006 12 126214 1830 1998 169 1.000 0.191 -0.025 3.483 0.214 0.009 13 126215 1849 1998 150 1.000 0.167 0.147 3.316 0.185 0.007 14 126216 1771 1998 228 1.000 0.197 0.542 4.685 0.216 -0.006 15 126217 1799 1998 200 1.000 0.201 -0.224 4.014 0.223 0.001 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 188 1.000 0.214 0.340 4.874 0.236 0.001 STANDARD DEVIATION 27 0.000 0.024 0.525 2.756 0.030 0.010 MEDIAN (50TH QUANTILE) 186 1.000 0.216 0.167 4.001 0.230 -0.001 INTERQUARTILE RANGE 32 0.000 0.027 0.374 1.107 0.032 0.013 MINIMUM VALUE 140 1.000 0.167 -0.224 3.316 0.185 -0.010 LOWER HINGE (25TH QUANTILE) 169 1.000 0.198 0.069 3.725 0.215 -0.007 UPPER HINGE (75TH QUANTILE) 201 1.000 0.225 0.443 4.832 0.247 0.006 MAXIMUM VALUE 231 1.000 0.260 2.027 14.502 0.298 0.030 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 105 0.493 0.079 0.008 0.050 2.517 0.314 0.671 MINIMUM CORRELATION: 0.314 SERIES 126206 AND 126217 200 YEARS MAXIMUM CORRELATION: 0.671 SERIES 126209 AND 126214 169 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 74.20 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1820. 1845. 1870. 1895. 1920. 1945. 1970. CORR 3. 28. 78. 105. 105. 105. 105. RBAR 0.424 0.375 0.517 0.569 0.527 0.527 0.603 SDEV 0.096 0.134 0.142 0.125 0.138 0.111 0.111 SERR 0.055 0.025 0.016 0.012 0.013 0.011 0.011 EPS 0.868 0.885 0.940 0.952 0.944 0.944 0.958 NSS 8.9 12.8 14.6 15.0 15.0 15.0 15.0 |======================== 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 1768 1998 231 0.992 0.155 -0.113 3.652 0.189 -0.156 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.152 0.070 0.076 78 153 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.31 0.78 1.01 1.08 1.86 15.15 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.11 0.00 0.86 0.96 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 -0.156 -0.046 0.011 0.039 -0.031 0.066 -0.107 0.011 -0.020 0.031 PACF -0.156 -0.072 -0.008 0.037 -0.018 0.064 -0.092 -0.015 -0.033 0.020 95% C.L. 0.132 0.135 0.135 0.135 0.135 0.135 0.136 0.137 0.137 0.137 |------------------ 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 0.031 -0.159 |---------- 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 0.003 0.005 0.001 0.038 -0.024 0.044 -0.104 -0.005 -0.025 0.025 PACF 0.003 0.005 0.001 0.038 -0.024 0.044 -0.104 -0.006 -0.023 0.022 95% C.L. 0.132 0.132 0.132 0.132 0.132 0.132 0.132 0.134 0.134 0.134 |----------------- 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 0.002 0.003 0.005 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 1768 1998 231 0.987 0.180 0.148 3.579 0.144 0.477 |------------ 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 0.475 0.367 0.338 0.234 0.135 0.112 -0.007 -0.002 -0.031 -0.041 PACF 0.475 0.182 0.146 -0.006 -0.060 0.001 -0.117 0.015 -0.023 0.009 95% C.L. 0.132 0.158 0.173 0.184 0.189 0.190 0.192 0.192 0.192 0.192 |------------------- 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 0.280 0.364 0.140 0.141 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.22 MINUTES