RUN: GREE001 FILE NAMES FILE PROCESSED: run_me DATA FILE PROCESSED: GREE004E.rwl.conv LOG FILE PROCESSED: GREE004E.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: 651 1 Menalon Oros WIDTH_EARLY ABCE - 651 2 Greece Greek fir 1620 3738-2217 1832 1981 - 651 3 FRITZ SCHWEINGRUBER - |------------ SERIES GAPS FOUND BASED ON ANY NEGATIVE NUMBER FOUND ------------| SERIES IDENT RESULTS OF SCANS FOR GAPS OR MISSING VALUES 17 651121 MISSING VALUES FOUND: 2 IN 2 GAPS / 1874 1874 / 1895 1895 / -------------------------------------------------------------------- 18 651122 MISSING VALUES FOUND: 1 IN 1 GAPS / 1912 1912 / -------------------------------------------------------------------- |------------------ STATISTICS OF RAW TREE-RING MEASUREMENTS ------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 651011 1864 1981 118 0.839 0.358 1.017 3.020 0.181 0.808 2 651012 1864 1981 118 1.200 0.459 1.194 5.858 0.200 0.717 3 651021 1878 1981 104 1.688 0.767 0.078 2.189 0.211 0.881 4 651022 1832 1981 150 1.306 0.484 0.052 2.609 0.219 0.777 5 651031 1861 1981 121 1.750 0.582 0.156 2.500 0.201 0.739 6 651032 1873 1981 109 1.364 0.482 0.781 3.376 0.224 0.630 7 651041 1884 1981 98 0.897 0.452 0.708 3.014 0.214 0.854 8 651042 1888 1981 94 0.666 0.291 0.830 3.160 0.285 0.656 9 651061 1911 1981 71 1.643 0.632 0.391 3.218 0.204 0.749 10 651062 1911 1981 71 1.638 0.530 0.502 3.108 0.244 0.544 11 651081 1872 1981 110 1.431 0.501 0.960 3.257 0.175 0.771 12 651082 1872 1981 110 1.053 0.492 0.978 3.899 0.194 0.828 13 651101 1881 1981 101 2.130 0.691 0.057 2.827 0.160 0.784 14 651102 1872 1981 110 2.112 0.577 0.997 4.978 0.172 0.635 15 651111 1861 1981 121 1.802 0.875 0.815 2.590 0.164 0.880 16 651112 1855 1981 127 1.641 0.669 0.537 2.837 0.184 0.843 17 651121 1858 1981 124 0.808 0.580 1.843 7.416 0.322 0.766 18 651122 1844 1981 138 0.774 0.629 1.615 6.012 0.262 0.843 19 651131 1839 1981 143 1.421 0.615 0.440 3.143 0.215 0.850 SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 20 651132 1880 1981 102 1.076 0.669 0.278 2.423 0.261 0.886 NUMBER OF SERIES READ IN: 20 FROM 1832 TO 1981 150 YEARS |---------------- SUMMARY OF RAW TREE-RING SERIES STATISTICS ------------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 112 1.362 0.567 0.711 3.572 0.215 0.772 STANDARD DEVIATION 20 0.440 0.136 0.496 1.393 0.042 0.095 MEDIAN (50TH QUANTILE) 110 1.393 0.579 0.745 3.125 0.208 0.780 INTERQUARTILE RANGE 20 0.691 0.168 0.653 0.919 0.052 0.119 MINIMUM VALUE 71 0.666 0.291 0.052 2.189 0.160 0.544 LOWER HINGE (25TH QUANTILE) 101 0.975 0.483 0.335 2.718 0.182 0.728 UPPER HINGE (75TH QUANTILE) 121 1.666 0.650 0.987 3.637 0.234 0.847 MAXIMUM VALUE 150 2.130 0.875 1.843 7.416 0.322 0.886 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 190 0.306 0.235 0.017 -0.533 3.086 -0.297 0.886 MINIMUM CORRELATION: -0.297 SERIES 651042 AND 651132 94 YEARS MAXIMUM CORRELATION: 0.886 SERIES 651111 AND 651112 121 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 66.99 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 36. 153. 190. RBAR 0.160 0.278 0.232 SDEV 0.309 0.268 0.284 SERR 0.052 0.022 0.021 EPS 0.751 0.880 0.858 NSS 15.9 19.2 20.0 |======================== 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 1832 1981 150 1.331 0.350 0.488 2.794 0.135 0.804 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.426 0.343 0.131 16 134 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.19 0.45 1.00 1.04 1.49 69.39 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.90 0.09 0.00 0.87 0.96 1.00 |--------------------- SEGMENT LENGTH SUMMARY STATISTICS ----------------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LENGTH RANGE LENGTH HINGE HINGE LENGTH 110. 21. 71. 102. 122. 150. |----------- 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 0.798 0.662 0.563 0.510 0.449 0.429 0.395 0.353 0.300 0.258 PACF 0.798 0.068 0.044 0.094 -0.007 0.101 -0.003 -0.019 -0.037 -0.012 95% C.L. 0.163 0.246 0.290 0.318 0.339 0.354 0.368 0.379 0.388 0.394 |------------------ 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 0.661 0.812 |================== 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 651011 1 0.84295905 0.01972293 0.00000000 0.51576394 2 651012 3 0.00000000 0.00000000 -0.00691329 1.61125600 3 651021 1 2.13384080 0.01520221 0.00000000 0.62458974 4 651022 3 0.00000000 0.00000000 -0.00131165 1.40536284 5 651031 3 0.00000000 0.00000000 0.00134724 1.66823137 6 651032 1 1.13145733 0.04722255 0.00000000 1.15108442 7 651041 3 0.00000000 0.00000000 -0.00329132 1.06006312 8 651042 3 0.00000000 0.00000000 0.00584929 0.38779685 9 651061 1 1.07874656 0.10863832 0.00000000 1.51090407 10 651062 1 0.67808700 0.21894443 0.00000000 1.59929049 11 651081 1 1.78865743 0.01552012 0.00000000 0.57980746 12 651082 1 1.84404397 0.01189220 0.00000000 0.03050115 13 651101 3 0.00000000 0.00000000 -0.01599755 2.94607329 14 651102 3 0.00000000 0.00000000 -0.00621883 2.45723605 15 651111 3 0.00000000 0.00000000 -0.00906957 2.35547519 16 651112 3 0.00000000 0.00000000 0.00054052 1.60666668 17 651121 3 0.00000000 0.00000000 -0.00562553 1.15005541 18 651122 1 1.68194318 0.02351433 0.00000000 0.28244463 19 651131 3 0.00000000 0.00000000 -0.00290854 1.62997437 SERIES IDENT OPTION A B C D 20 651132 3 0.00000000 0.00000000 -0.01529519 1.86407495 |-------------------- STATISTICS OF SINGLE TREE-RING SERIES -------------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 651011 1864 1981 118 1.000 0.329 0.679 3.214 0.180 0.737 2 651012 1864 1981 118 1.000 0.311 0.729 4.921 0.198 0.614 3 651021 1878 1981 104 1.001 0.378 -0.175 2.755 0.210 0.815 4 651022 1832 1981 150 1.000 0.366 0.047 2.696 0.218 0.768 5 651031 1861 1981 121 1.000 0.333 0.195 2.517 0.199 0.732 6 651032 1873 1981 109 1.000 0.293 0.612 4.321 0.221 0.513 7 651041 1884 1981 98 0.999 0.454 0.202 2.686 0.212 0.811 8 651042 1888 1981 94 1.006 0.383 0.907 3.714 0.283 0.540 9 651061 1911 1981 71 1.000 0.361 0.183 2.727 0.201 0.706 10 651062 1911 1981 71 1.000 0.321 0.618 3.389 0.242 0.525 11 651081 1872 1981 110 1.000 0.191 0.870 3.635 0.172 0.270 12 651082 1872 1981 110 1.001 0.279 0.470 3.186 0.192 0.599 13 651101 1881 1981 101 0.997 0.236 -0.518 2.769 0.159 0.621 14 651102 1872 1981 110 0.999 0.255 1.107 5.396 0.170 0.587 15 651111 1861 1981 121 0.993 0.414 0.707 2.989 0.163 0.842 16 651112 1855 1981 127 1.000 0.410 0.570 2.823 0.182 0.838 17 651121 1858 1981 124 0.997 0.605 1.373 6.187 0.335 0.722 18 651122 1844 1981 138 0.996 0.614 1.376 4.546 0.268 0.821 19 651131 1839 1981 143 0.999 0.419 0.340 3.053 0.213 0.834 SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 20 651132 1880 1981 102 0.968 0.511 0.904 3.452 0.259 0.848 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 112 0.998 0.373 0.560 3.549 0.214 0.687 STANDARD DEVIATION 20 0.007 0.111 0.484 1.018 0.045 0.152 MEDIAN (50TH QUANTILE) 110 1.000 0.364 0.615 3.200 0.206 0.727 INTERQUARTILE RANGE 21 0.002 0.114 0.688 1.256 0.050 0.224 MINIMUM VALUE 71 0.968 0.191 -0.518 2.517 0.159 0.270 LOWER HINGE (25TH QUANTILE) 101 0.998 0.302 0.198 2.762 0.181 0.593 UPPER HINGE (75TH QUANTILE) 122 1.000 0.416 0.887 4.017 0.231 0.818 MAXIMUM VALUE 150 1.006 0.614 1.376 6.187 0.335 0.848 |------------------------ 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 651011 -67 79 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 2 651012 -67 79 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 3 651021 -67 69 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 4 651022 -67 100 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 5 651031 -67 81 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 6 651032 -67 73 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 7 651041 -67 65 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 8 651042 -67 62 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 9 651061 -67 47 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 10 651062 -67 47 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 11 651081 -67 73 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 12 651082 -67 73 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 13 651101 -67 67 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 14 651102 -67 73 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 15 651111 -67 81 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 16 651112 -67 85 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 17 651121 -67 83 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 18 651122 -67 92 SMOOTHING SPLINE CURVE AND WINDOW WIDTH 19 651131 -67 95 SMOOTHING SPLINE CURVE AND WINDOW WIDTH SERIES IDENT OPTION A B C D 20 651132 -67 68 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 651011 1864 1981 118 0.994 0.290 0.500 3.125 0.179 0.662 2 651012 1864 1981 118 0.997 0.294 0.558 4.526 0.198 0.589 3 651021 1878 1981 104 0.982 0.308 -0.319 3.372 0.209 0.747 4 651022 1832 1981 150 0.994 0.331 -0.231 2.758 0.218 0.710 5 651031 1861 1981 121 0.995 0.292 0.102 2.970 0.200 0.649 6 651032 1873 1981 109 0.997 0.271 0.466 4.375 0.221 0.438 7 651041 1884 1981 98 0.967 0.348 -0.099 2.347 0.215 0.723 8 651042 1888 1981 94 0.995 0.339 0.896 4.028 0.282 0.371 9 651061 1911 1981 71 0.986 0.298 -0.065 2.313 0.199 0.599 10 651062 1911 1981 71 0.998 0.308 0.554 3.226 0.241 0.490 11 651081 1872 1981 110 1.000 0.189 0.899 3.873 0.172 0.254 12 651082 1872 1981 110 0.998 0.270 0.511 3.063 0.191 0.585 13 651101 1881 1981 101 0.999 0.225 -0.622 3.098 0.159 0.577 14 651102 1872 1981 110 0.998 0.224 0.615 4.245 0.169 0.499 15 651111 1861 1981 121 0.985 0.240 0.223 2.546 0.163 0.616 16 651112 1855 1981 127 0.985 0.235 0.176 2.426 0.183 0.546 17 651121 1858 1981 124 0.990 0.601 1.854 9.029 0.334 0.708 18 651122 1844 1981 138 0.992 0.533 0.915 3.314 0.267 0.769 19 651131 1839 1981 143 0.995 0.370 -0.161 3.211 0.213 0.792 SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 20 651132 1880 1981 102 0.990 0.428 0.415 2.821 0.259 0.682 |---------------- SUMMARY OF SINGLE TREE-RING SERIES STATISTICS ---------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 112 0.992 0.320 0.359 3.533 0.214 0.600 STANDARD DEVIATION 20 0.008 0.102 0.556 1.453 0.045 0.138 MEDIAN (50TH QUANTILE) 110 0.994 0.296 0.440 3.168 0.204 0.607 INTERQUARTILE RANGE 21 0.010 0.089 0.668 1.161 0.050 0.187 MINIMUM VALUE 71 0.967 0.189 -0.622 2.313 0.159 0.254 LOWER HINGE (25TH QUANTILE) 101 0.988 0.255 -0.082 2.790 0.181 0.522 UPPER HINGE (75TH QUANTILE) 122 0.998 0.344 0.587 3.950 0.231 0.709 MAXIMUM VALUE 150 1.000 0.601 1.854 9.029 0.334 0.792 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 190 0.204 0.189 0.014 -0.090 3.333 -0.349 0.744 MINIMUM CORRELATION: -0.349 SERIES 651021 AND 651122 104 YEARS MAXIMUM CORRELATION: 0.744 SERIES 651021 AND 651022 104 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 66.99 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 36. 153. 190. RBAR 0.188 0.180 0.168 SDEV 0.258 0.263 0.262 SERR 0.043 0.021 0.019 EPS 0.786 0.808 0.802 NSS 15.9 19.2 20.0 |======================== 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 1832 1981 150 0.986 0.178 0.197 2.863 0.144 0.511 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.117 0.097 0.169 47 103 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.38 0.52 1.02 1.19 1.71 7.40 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.91 0.10 0.00 0.88 0.97 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 0.508 0.266 0.161 0.107 0.064 0.071 0.047 0.069 -0.010 -0.111 PACF 0.508 0.011 0.030 0.016 -0.004 0.045 -0.013 0.054 -0.094 -0.115 95% C.L. 0.163 0.201 0.210 0.213 0.215 0.215 0.216 0.216 0.217 0.217 |------------------ 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 0.262 0.512 |======================= 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 0.465 0.220 0.098 0.031 -0.021 0.070 0.058 0.094 0.025 -0.162 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 0.465 2 0.463 0.004 3 0.463 0.008 -0.008 4 0.463 0.008 0.000 -0.016 5 0.463 0.008 0.000 0.001 -0.037 6 0.467 0.008 0.000 0.000 -0.094 0.124 7 0.469 0.006 0.000 0.000 -0.094 0.130 -0.014 8 0.470 -0.003 0.007 0.000 -0.094 0.130 -0.047 0.069 9 0.475 -0.006 0.015 -0.006 -0.094 0.130 -0.047 0.100 -0.066 10 0.460 0.016 0.005 0.022 -0.114 0.129 -0.043 0.099 0.037 -0.218 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) 1026.05 991.45 993.45 995.44 997.40 999.19 AR( 6) AR( 7) AR( 8) AR( 9) AR(10) 998.89 1000.86 1002.14 1003.49 998.17 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 0.465 R-SQUARED DUE TO POOLED AUTOREGRESSION: 21.65 PCT VARIANCE INFLATION FROM AUTOREGRESSION: 127.63 PCT IMPULSE RESPONSE FUNCTION WEIGHTS FOR THIS AR ( 1) PROCESS OUT TO ORDER 50: 1.0000 0.465 0.217 0.101 0.047 0.022 0.010 0.005 0.002 0.001 0.0005 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 651011 1 0.444 0.666 2 651012 1 0.368 0.591 3 651021 1 0.565 0.748 4 651022 1 0.516 0.716 5 651031 1 0.422 0.650 6 651032 1 0.203 0.440 7 651041 1 0.539 0.729 8 651042 1 0.138 0.372 9 651061 1 0.387 0.612 10 651062 1 0.247 0.491 11 651081 1 0.066 0.256 12 651082 1 0.350 0.589 13 651101 1 0.347 0.579 14 651102 1 0.296 0.502 15 651111 1 0.409 0.632 16 651112 1 0.310 0.548 17 651121 1 0.533 0.719 18 651122 1 0.608 0.774 19 651131 1 0.632 0.793 SERIES IDENT ORDER RSQ t-1 t-2 t-3 ..... t-IP 20 651132 1 0.499 0.698 |------------- SUMMARY STATISTICS FOR AUTOREGRESSIVE COEFFICIENTS -------------| ORDER RSQ t-1 t-2 t-3 ..... t-IP ARITHMETIC MEAN 1 0.394 0.605 STANDARD DEVIATION 0 0.155 0.140 MEDIAN 1 0.398 0.622 INTERQUARTILE RANGE 0 0.222 0.193 MINIMUM VALUE 1 0.066 0.256 LOWER HINGE 1 0.303 0.525 UPPER HINGE 1 0.524 0.718 MAXIMUM VALUE 1 0.632 0.793 |------------------- STATISTICS OF PREWHITENED TREE-RING DATA -----------------| SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 1 651011 1864 1981 118 1.000 0.216 0.632 4.434 0.232 0.008 2 651012 1864 1981 118 1.000 0.237 0.564 5.423 0.237 0.101 3 651021 1878 1981 104 1.000 0.205 -0.171 3.035 0.244 -0.088 4 651022 1832 1981 150 1.000 0.230 -0.146 3.234 0.274 -0.053 5 651031 1861 1981 121 1.000 0.222 0.248 2.742 0.245 0.012 6 651032 1873 1981 109 1.000 0.243 0.098 4.358 0.274 0.045 7 651041 1884 1981 98 1.000 0.237 0.218 3.564 0.277 -0.095 8 651042 1888 1981 94 1.000 0.315 1.356 6.345 0.320 -0.002 9 651061 1911 1981 71 1.000 0.235 -0.514 3.921 0.253 0.084 10 651062 1911 1981 71 1.000 0.268 0.712 3.627 0.267 0.041 11 651081 1872 1981 110 1.000 0.183 1.062 4.435 0.196 -0.002 12 651082 1872 1981 110 1.000 0.218 0.630 3.038 0.244 -0.040 13 651101 1881 1981 101 1.000 0.183 -0.689 4.688 0.205 0.077 14 651102 1872 1981 110 1.000 0.194 0.403 4.015 0.205 0.123 15 651111 1861 1981 121 1.000 0.184 0.270 2.941 0.217 -0.096 16 651112 1855 1981 127 1.000 0.197 0.035 2.962 0.223 -0.063 17 651121 1858 1981 124 1.002 0.412 1.433 9.482 0.387 0.146 18 651122 1844 1981 138 1.000 0.337 0.291 4.812 0.364 0.112 19 651131 1839 1981 143 1.000 0.225 -0.296 4.386 0.266 0.083 SERIES IDENT FRST LAST YEAR MEAN STDEV SKEW KURT SENS AC(1) 20 651132 1880 1981 102 1.000 0.306 0.597 4.882 0.321 -0.085 |------------- SUMMARY OF PREWHITENED TREE-RING SERIES STATISTICS -------------| YEAR MEAN STDEV SKEW KURT SENS AC(1) ARITHMETIC MEAN 112 1.000 0.242 0.337 4.316 0.263 0.015 STANDARD DEVIATION 20 0.000 0.059 0.564 1.534 0.052 0.079 MEDIAN (50TH QUANTILE) 110 1.000 0.228 0.281 4.187 0.249 0.010 INTERQUARTILE RANGE 21 0.000 0.055 0.686 1.614 0.048 0.142 MINIMUM VALUE 71 1.000 0.183 -0.689 2.742 0.196 -0.096 LOWER HINGE (25TH QUANTILE) 101 1.000 0.201 -0.055 3.136 0.227 -0.058 UPPER HINGE (75TH QUANTILE) 122 1.000 0.256 0.631 4.750 0.275 0.084 MAXIMUM VALUE 150 1.002 0.412 1.433 9.482 0.387 0.146 |-------------------- ALL POSSIBLE SERIES RBAR STATISTICS ---------------------| TOTAL MEAN STANDARD STANDARD SKEWESS KURTOSIS MINIMUM MAXIMUM CORRS RBAR DEVIATION ERROR COEFF COEFF CORR CORR 190 0.297 0.122 0.009 0.095 3.810 -0.065 0.662 MINIMUM CORRELATION: -0.065 SERIES 651012 AND 651122 118 YEARS MAXIMUM CORRELATION: 0.662 SERIES 651111 AND 651112 121 YEARS PERCENT OF ALL POSSIBLE CORRELATIONS USED (N>20 YEARS): 100.00 PERCENT OF ALL POSSIBLE TREE-RING YEARS USED IN RBAR: 66.99 |--------------------------- RUNNING RBAR STATISTICS --------------------------| YEAR 1890. 1915. 1940. CORR 36. 153. 190. RBAR 0.153 0.224 0.295 SDEV 0.227 0.165 0.142 SERR 0.038 0.013 0.010 EPS 0.741 0.847 0.893 NSS 15.9 19.2 20.0 |======================== 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 1832 1981 150 0.994 0.141 -0.178 2.386 0.165 -0.028 MEAN INDICES VS THEIR STANDARD DEVIATIONS ROBUST MEAN EFFICIENCY RESULTS CORRELATION SLOPE INTERCEPT # IMPROVED # UNIMPROVED 0.120 0.070 0.101 60 90 |---------------- ROBUST MEAN EFFICIENCY GAIN AND LOSS RESULTS ----------------| MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM GAIN RANGE GAIN HINGE HINGE GAIN 1.47 0.93 1.00 1.19 2.12 12.48 MEDIAN INTERQUARTILE MINIMUM LOWER UPPER MAXIMUM LOSS RANGE LOSS HINGE HINGE LOSS 0.91 0.12 0.00 0.87 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 -0.028 -0.006 -0.019 -0.014 -0.049 0.040 -0.015 0.081 -0.012 -0.136 PACF -0.028 -0.007 -0.020 -0.016 -0.051 0.037 -0.014 0.079 -0.008 -0.138 95% C.L. 0.163 0.163 0.163 0.163 0.164 0.164 0.164 0.164 0.165 0.165 |------------------ 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 0.000 -0.008 -0.020 -0.016 -0.048 0.038 -0.011 0.081 -0.013 -0.136 PACF 0.000 -0.008 -0.020 -0.016 -0.049 0.038 -0.013 0.079 -0.014 -0.137 95% C.L. 0.163 0.163 0.163 0.163 0.163 0.164 0.164 0.164 0.165 0.165 |----------------- 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 0.000 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 1832 1981 150 0.993 0.158 0.091 2.506 0.136 0.459 |------------ 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 0.456 0.195 0.064 0.005 -0.022 0.021 0.015 0.040 -0.042 -0.124 PACF 0.456 -0.016 -0.024 -0.015 -0.018 0.053 -0.013 0.038 -0.096 -0.097 95% C.L. 0.163 0.194 0.199 0.200 0.200 0.200 0.200 0.200 0.200 0.201 |------------------- 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 0.210 0.458 |================ AS JIM MORRISON WOULD SAY, "THIS IS THE END" ================| ELAPSED TIME OF TURBO ARSTAN RUN: 0.19 MINUTES