Figure 7 Decomposition of a Typical Eigenflow by Use of (a) Temporal Trend Thresholding and (b) t-test Statistical Analysis of Structural Breaks and Outliers,,,
,,,
(a),,,
Estimated Eigenflow,Smoothed Eigenflow,+2SE,–2SE
0.0189,0.042432,0.110476,-0.025612
0.0298,0.053321,0.111969,-0.005327
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,-0.002551
0.0598,0.039974,0.095026,-0.015078
0.0553,0.018272,0.073324,-0.03678
0.0459,-0.020565,0.034487,-0.075617
-0.2984,-0.090159,-0.035107,-0.145211
-0.0447,-0.063388,-0.008336,-0.11844
-0.0171,-0.045266,0.009786,-0.100318
-0.0479,-0.040177,0.014875,-0.095229
0.0378,-0.031514,0.023538,-0.086566
-0.1682,-0.054926,0.000126,-0.109978
-0.0169,-0.02592,0.029132,-0.080972
0.0675,-0.001088,0.053964,-0.05614
0.0661,-0.0079957,0.0470563,-0.0630477
-0.0522,-0.049192,0.00586,-0.104244
-0.1227,-0.088996,-0.033944,-0.144048
-0.158,-0.1132,-0.058148,-0.168252
-0.0903,-0.11668,-0.061628,-0.171732
-0.1694,-0.13237,-0.077318,-0.187422
-0.147,-0.13092,-0.075868,-0.185972
-0.0731,-0.12202,-0.066968,-0.177072
-0.1747,-0.13577,-0.080718,-0.190822
-0.1106,-0.13151,-0.076458,-0.186562
-0.1667,-0.13692,-0.081868,-0.191972
-0.1125,-0.12854,-0.073488,-0.183592
-0.1404,-0.12759,-0.072538,-0.182642
-0.1206,-0.12071,-0.065658,-0.175762
-0.0679,-0.11388,-0.058828,-0.168932
-0.1237,-0.12833,-0.073278,-0.183382
-0.1814,-0.14492,-0.089868,-0.199972
-0.1583,-0.14462,-0.089568,-0.199672
-0.1272,-0.138,-0.082948,-0.193052
-0.1638,-0.13637,-0.081318,-0.191422
-0.1234,-0.12205,-0.066998,-0.177102
-0.1278,-0.10711,-0.052058,-0.162162
-0.1374,-0.082593,-0.027541,-0.137645
0.0279,-0.032713,0.022339,-0.087765
-0.0062,-0.010882,0.04417,-0.065934
0.0175,0.0087818,0.0638338,-0.0462702
0.04,0.024411,0.079463,-0.030641
0.0599,0.032827,0.087879,-0.022225
0.0657,0.028714,0.083766,-0.026338
0.0325,0.0074861,0.0625381,-0.0475659
-0.1009,-0.025317,0.029735,-0.080369
-0.0536,-0.023145,0.031907,-0.078197
0.0495,-0.006878,0.048174,-0.06193
-0.0201,-0.016701,0.038351,-0.071753
-0.115,-0.024951,0.030101,-0.080003
0.0519,0.0084703,0.0635223,-0.0465817
0.0418,0.021794,0.076846,-0.033258
0.0417,0.02586,0.080912,-0.029192
0.067,0.022595,0.077647,-0.032457
-0.0436,-0.0012187,0.0538333,-0.0562707
-0.0272,-0.0054199,0.0496321,-0.0604719
-0.0102,0.00045786,0.05550986,-0.05459414
-0.0041,0.011268,0.06632,-0.043784
0.0161,0.029189,0.084241,-0.025863
0.0727,0.053167,0.108219,-0.001885
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,-0.072634
-0.1758,-0.049915,0.005137,-0.104967
0.006,-0.023992,0.03106,-0.079044
-0.0018,-0.011949,0.043103,-0.067001
0.0191,-0.0046033,0.0504487,-0.0596553
-0.002,-0.0082261,0.0468259,-0.0632781
-0.0203,-0.01473,0.040322,-0.069782
-0.0203,-0.018657,0.036395,-0.073709
-0.0271,-0.021823,0.033229,-0.076875
-0.0208,-0.022546,0.032506,-0.077598
-0.0308,-0.024078,0.030974,-0.07913
-0.0239,-0.0225,0.032552,-0.077552
-0.0173,-0.020274,0.034778,-0.075326
-0.0242,-0.019424,0.03563,-0.074478
-0.0197,-0.016364,0.038692,-0.07142
-0.0185,-0.011759,0.043311,-0.066829
-0.0137,-0.0040356,0.0510844,-0.0591556
0.0131,0.0081604,0.0634684,-0.0471476
0.0266,0.018071,0.074091,-0.037949
0.0245,0.024034,0.082682,-0.034614
0.0422,0.029781,0.097493,-0.037931

(b),,,
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