Figure 7

Figure 7

Excel | CSV | Graphic Version

(a) Decomposition of a Typical Eigenflow by Use of t−test Statistical Analysis of Structural Breaks and Outliers

Estimated Eigenflow Smoothed Eigenflow +2SE −2SE
0.0189 0.042432 0.110476 −0.02561
0.0298 0.053321 0.111969 −0.00533
0.0833 0.075095 0.131115 0.019075
0.1148 0.093072 0.14838 0.037764
0.1226 0.10099 0.15611 0.04587
0.0934 0.098919 0.153989 0.043849
0.1016 0.099396 0.154452 0.04434
0.1014 0.098855 0.153909 0.043801
0.0942 0.097135 0.152187 0.042083
0.1008 0.096774 0.151826 0.041722
0.1052 0.094549 0.149601 0.039497
0.0645 0.087396 0.142448 0.032344
0.0942 0.090837 0.145889 0.035785
0.1008 0.092723 0.147775 0.037671
0.1052 0.09087 0.145922 0.035818
0.0645 0.082387 0.137439 0.027335
0.0866 0.082181 0.137233 0.027129
0.0612 0.07993 0.134982 0.024878
0.0844 0.086346 0.141398 0.031294
0.0866 0.093664 0.148716 0.038612
0.1116 0.10425 0.159302 0.049198
0.1316 0.11143 0.166482 0.056378
0.1152 0.10929 0.164342 0.054238
0.1121 0.1044 0.159452 0.049348
0.0932 0.095956 0.151008 0.040904
0.0936 0.088785 0.143837 0.033733
0.0868 0.079386 0.134438 0.024334
0.0692 0.066555 0.121607 0.011503
0.0492 0.052501 0.107553 −0.00255
0.0598 0.039974 0.095026 −0.01508
0.0553 0.018272 0.073324 −0.03678
0.0459 −0.020565 0.034487 −0.07562
−0.2984 −0.090159 −0.03511 −0.14521
−0.0447 −0.063388 −0.00834 −0.11844
−0.0171 −0.045266 0.009786 −0.10032
−0.0479 −0.040177 0.014875 −0.09523
0.0378 −0.031514 0.023538 −0.08657
−0.1682 −0.054926 0.000126 −0.10998
−0.0169 −0.02592 0.029132 −0.08097
0.0675 −0.001088 0.053964 −0.05614
0.0661 −0.0079957 0.047056 −0.06305
−0.0522 −0.049192 0.00586 −0.10424
−0.1227 −0.088996 −0.03394 −0.14405
−0.158 −0.1132 −0.05815 −0.16825
−0.0903 −0.11668 −0.06163 −0.17173
−0.1694 −0.13237 −0.07732 −0.18742
−0.147 −0.13092 −0.07587 −0.18597
−0.0731 −0.12202 −0.06697 −0.17707
−0.1747 −0.13577 −0.08072 −0.19082
−0.1106 −0.13151 −0.07646 −0.18656
−0.1667 −0.13692 −0.08187 −0.19197
−0.1125 −0.12854 −0.07349 −0.18359
−0.1404 −0.12759 −0.07254 −0.18264
−0.1206 −0.12071 −0.06566 −0.17576
−0.0679 −0.11388 −0.05883 −0.16893
−0.1237 −0.12833 −0.07328 −0.18338
−0.1814 −0.14492 −0.08987 −0.19997
−0.1583 −0.14462 −0.08957 −0.19967
−0.1272 −0.138 −0.08295 −0.19305
−0.1638 −0.13637 −0.08132 −0.19142
−0.1234 −0.12205 −0.067 −0.1771
−0.1278 −0.10711 −0.05206 −0.16216
−0.1374 −0.082593 −0.02754 −0.13765
0.0279 −0.032713 0.022339 −0.08777
−0.0062 −0.010882 0.04417 −0.06593
0.0175 0.0087818 0.063834 −0.04627
0.04 0.024411 0.079463 −0.03064
0.0599 0.032827 0.087879 −0.02223
0.0657 0.028714 0.083766 −0.02634
0.0325 0.0074861 0.062538 −0.04757
−0.1009 −0.025317 0.029735 −0.08037
−0.0536 −0.023145 0.031907 −0.0782
0.0495 −0.006878 0.048174 −0.06193
−0.0201 −0.016701 0.038351 −0.07175
−0.115 −0.024951 0.030101 −0.08
0.0519 0.0084703 0.063522 −0.04658
0.0418 0.021794 0.076846 −0.03326
0.0417 0.02586 0.080912 −0.02919
0.067 0.022595 0.077647 −0.03246
−0.0436 −0.0012187 0.053833 −0.05627
−0.0272 −0.0054199 0.049632 −0.06047
−0.0102 0.00045786 0.05551 −0.05459
−0.0041 0.011268 0.06632 −0.04378
0.0161 0.029189 0.084241 −0.02586
0.0727 0.053167 0.108219 −0.00189
0.08 0.068107 0.123159 0.013055
0.0427 0.077542 0.132594 0.02249
0.1358 0.1031 0.158152 0.048048
0.1501 0.11353 0.168582 0.058478
0.1959 0.10703 0.162082 0.051978
0.1229 0.059415 0.114467 0.004363
−0.1141 −0.017582 0.03747 −0.07263
−0.1758 −0.049915 0.005137 −0.10497
0.006 −0.023992 0.03106 −0.07904
−0.0018 −0.011949 0.043103 −0.067
0.0191 −0.0046033 0.050449 −0.05966
−0.002 −0.0082261 0.046826 −0.06328
−0.0203 −0.01473 0.040322 −0.06978
−0.0203 −0.018657 0.036395 −0.07371
−0.0271 −0.021823 0.033229 −0.07688
−0.0208 −0.022546 0.032506 −0.0776
−0.0308 −0.024078 0.030974 −0.07913
−0.0239 −0.0225 0.032552 −0.07755
−0.0173 −0.020274 0.034778 −0.07533
−0.0242 −0.019424 0.03563 −0.07448
−0.0197 −0.016364 0.038692 −0.07142
−0.0185 −0.011759 0.043311 −0.06683
−0.0137 −0.0040356 0.051084 −0.05916
0.0131 0.0081604 0.063468 −0.04715
0.0266 0.018071 0.074091 −0.03795
0.0245 0.024034 0.082682 −0.03461
0.0422 0.029781 0.097493 −0.03793

(b) Decomposition of a Typical Eigenflow by Use of t−test Statistical Analysis of Structural Breaks and Outliers

Structural break t−test value Outlier t−test value Upper confidence level Lower confidence level
0.67741 −0.67741 2 −2
1.2053 −0.60872 2 −2
0.96891 0.20718 2 −2
0.4241 0.54521 2 −2
−0.11093 0.54126 2 −2
0.025527 −0.13819 2 −2
−0.028935 0.055172 2 −2
−0.091838 0.063727 2 −2
−0.019301 −0.073486 2 −2
−0.11881 0.10081 2 −2
−0.38203 0.26667 2 −2
0.1838 −0.57324 2 −2
0.1007 0.084194 2 −2
−0.098922 0.20223 2 −2
−0.45306 0.35877 2 −2
−0.011004 −0.44784 2 −2
−0.12021 0.11064 2 −2
0.34267 −0.46894 2 −2
0.39077 −0.048733 2 −2
0.56534 −0.17685 2 −2
0.38368 0.18403 2 −2
−0.11469 0.5049 2 −2
−0.26084 0.14806 2 −2
−0.45108 0.19273 2 −2
−0.38297 −0.069 2 −2
−0.50197 0.12056 2 −2
−0.68521 0.18564 2 −2
−0.75057 0.066221 2 −2
−0.669 −0.082639 2 −2
−1.159 0.49639 2 −2
−2.0741 0.92708 2 −2
−3.7167 1.6641 2 −2
1.4297 −5.2138 2 −2
0.96784 0.4679 2 −2
0.27177 0.70518 2 −2
0.46265 −0.19337 2 −2
−1.2503 1.7354 2 −2
1.5491 −2.8361 2 −2
1.3261 0.22583 2 −2
−0.36891 1.7172 2 −2
−2.2001 1.8551 2 −2
−2.1257 −0.075311 2 −2
−1.2928 −0.84384 2 −2
−0.18573 −1.1216 2 −2
−0.83772 0.66053 2 −2
0.077463 −0.92717 2 −2
0.47491 −0.40265 2 −2
−0.7342 1.2249 2 −2
0.22783 −0.97463 2 −2
−0.28884 0.52344 2 −2
0.44724 −0.74573 2 −2
0.050821 0.40161 2 −2
0.36743 −0.32075 2 −2
0.36473 0.0027286 2 −2
−0.77158 1.1512 2 −2
−0.88593 0.11585 2 −2
0.015707 −0.91345 2 −2
0.35374 −0.34245 2 −2
0.086867 0.27036 2 −2
0.76471 −0.68672 2 −2
0.79801 −0.033733 2 −2
1.3093 −0.51802 2 −2
2.6638 −1.3722 2 −2
1.1659 1.5176 2 −2
1.0501 0.11723 2 −2
0.83469 0.21828 2 −2
0.44944 0.3903 2 −2
−0.21964 0.67783 2 −2
−1.1337 0.92602 2 −2
−1.7519 0.62628 2 −2
0.11605 −1.8924 2 −2
0.86871 −0.76252 2 −2
−0.52459 1.4115 2 −2
−0.44059 −0.085104 2 −2
1.7848 −2.2546 2 −2
0.71154 1.0874 2 −2
0.21712 0.50089 2 −2
−0.17435 0.3966 2 −2
−1.2718 1.1118 2 −2
−0.22436 −1.0611 2 −2
0.3139 −0.54531 2 −2
0.57729 −0.26684 2 −2
0.95708 −0.38476 2 −2
1.2806 −0.32771 2 −2
0.79783 0.48904 2 −2
0.50391 0.29777 2 −2
1.365 −0.87235 2 −2
0.5569 0.81867 2 −2
−0.34689 0.91562 2 −2
−2.5431 2.2249 2 −2
−4.112 1.5895 2 −2
−1.7267 −2.4165 2 −2
1.3844 −3.1518 2 −2
0.64315 0.75092 2 −2
0.39232 0.25411 2 −2
−0.19347 0.59346 2 −2
−0.34734 0.15588 2 −2
−0.20969 −0.13945 2 −2
−0.16908 −0.041146 2 −2
−0.038656 −0.13213 2 −2
−0.081818 0.043726 2 −2
0.084294 −0.16829 2 −2
0.11889 −0.03505 2 −2
0.045397 0.074457 2 −2
0.16344 −0.11958 2 −2
0.24593 −0.08354 2 −2
0.41274 −0.1688 2 −2
0.65288 −0.24211 2 −2
0.53413 0.12395 2 −2
0.33007 0.21538 2 −2
0.35752 0.012072 2 −2
.NaN 0.35752 2 −2