Introduction

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The data must start in cell B4 on the "Data" sheet.

To run the macro, hit z

If you wish to run this more than once, you must do one of the following:(1) save the original file (QSUMZ.XLS) and once used save the results with another file name.(2) delete or rename the chart sheets.

Note: You can get another copy of this program from http://bos.business.uab.edu/cusum/

This spreadsheet contains a macro that calculates the Bos-Fetherston CUSUM procedure for a single series.

This macro will also provides charts for CUSUM and CUSUM of squares.

The null hypothesis for this particular version of the test is that the series has a constant mean of zero, and an unspecified constant variance.

Introduction

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Data

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Data76 -10.1476 -3.576 5.6576 3.4976 6.3176 0.7176 -3.8576 3.276 3.3676 -1.8176 2.4676 -3.277 077 -3.1177 1.5977 0.1277 2.2877 -1.2277 -0.977 -1.4377 -1.5277 -0.577 -2.4677 0.7978 -4.2178 -2.4778 -6.5278 0.2278 -4.178 1.8978 -0.0478 1.0178 -1.7878 6.3778 0.7878 1.4279 -8.2179 0.5279 0.479 -3.5779 1.1579 3.5879 1.6979 0.54

Data

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79 4.4479 4.4479 -0.1879 -1.0880 -2.7680 3.0480 1.2880 -1.5480 -1.180 -0.9280 -7.1380 -2.0480 0.3280 -1.2380 -0.8680 4.6881818181818181818181818182828282828282828282828283838383838383

Data

Page 5

8383838383848484848484848484848484858585858585858585858585868686868686868686868686878787878787

Data

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8787878787878888888888888888888888888989898989898989898989899090909090909090909090909191919191

Data

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91919191919191929292929292929292929292

IntroductionData