Introduction

This spreadsheet contains a macro that calculates the

Bos-Fetherston CUSUM procedure for a single series.
The data must start in cell B4 on the "Data" sheet.
To run the macro, hit <control> z
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 unspecified mean, and
an unspecified constant variance.
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/

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Introduction

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Data

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Data
26.84
13.9
-0.15
-3.59
-3.61
4.59
0.45
-2.9
1.04
-2.09
4.04
11.8
4.5
-0.39
1.31
2.28
-0.28
7.72
0.3
-1.07
0.92
-3.3
10.86
0.81
-1.89
3.47
10.32
7.88
8.2
-1.89
6.84
9.39
-0.32
-24.27
7.32
1.68
13.21
-2.82
11.2
3.87
0.35

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Data

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4.72
1.71
7.56
-3.44
-11.54
8.58
5.88

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Data

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Data

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Data

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