Ecological Entomology (1998) 23, 216–222 CRITICAL APPRAISAL Critical appraisals allow the analytical review of existing knowledge on current topics of significance in ecological entomology. They should assess the worth or quality of the work in the field and suggest areas for investigation. Cycles in insect populations: delayed density dependence or exogenous driving variables? M A R K D . H U N T E R 1 and P E T E R W . P R I C E 2 U.S.A. and 2Biological 1Institute of Ecology, University of Georgia, Sciences, Northern Arizona University, U.S.A. Summary. Delayed density dependence, and the cycles in insect populations that it can generate, are often investigated using time-series analysis. Recently, several authors have raised concerns about the validity of using time-series analysis to detect density dependence. One particular concern is the suggestion that exogenous driving variables, such as cyclic weather patterns, can lead to the spurious detection of density dependence in natural populations. Using non-biological data (the electricity bills of one of the authors), we show how easy it is to be misled by the results of time-series analysis. We then present 16 years’ data on the gall-forming sawfly, Euura lasiolepis (Hymenoptera: Tenthredinidae), and show that cycles in weather, specifically winter precipitation, lead to the spurious detection of density dependence in time-series analysis. We conclude that time-series analysis cannot stand alone as a method for inferring the action of density dependence, and urge further investigation of the effects of apparent cycles in abiotic forces on insect populations. Key words. Density dependence, Euura lasiolepis, insect population dynamics, population cycles, time-series analysis. Introduction Cycles in insect populations are usually attributed to delayed density–dependent interactions between insects and their food, competitors, or natural enemies (Turchin, 1990; Royama, 1992; Berryman, 1994). A second potential source of population cycles that has received less attention is periodic fluctuations in abiotic factors (Burroughs, 1992; Swetnam & Lynch, 1993). If weather patterns are both cyclic and major determinants of insect population change, then weather can generate insect population cycles (Williams & Liebhold, 1995, 1997). Timeseries analysis (Box & Jenkins, 1976) is a technique that is commonly used to indicate the time-lag on which negative feedback processes are apparently acting. If significant lags are detected in population data using time-series analysis, Correspondence: Mark D. Hunter, Institute of Ecology, University of Georgia, Athens, GA 30602–2202, U.S.A. E-mail: [email protected] 216 delayed density dependence is often assumed to be operating (Turchin, 1990; Berryman & Turchin, 1997). However, timeseries analysis cannot distinguish delayed density dependence from the action of an exogenous driving variable, such as weather, if weather patterns, themselves, are cyclic (Williams & Liebhold, 1995, 1997). This inherent weakness of timeseries analysis adds to the general difficulty of demonstrating the presence of density dependence in natural populations (Pollard et al., 1987; Pollard, 1988; Stiling, 1988; Wolda & Dennis, 1993; Dennis & Taper, 1994). In this article, we wish to emphasize the dangers of inferring the operation of density-dependent factors on insect populations from time-series analysis alone. First, we subject a nonbiological data set (the cost of power consumption in the home of one of the authors) to time-series analysis and show cyclic changes in power costs. In the absence of background information on the data, it might be concluded from the analysis that delayed density dependence was generating the cycle. In reality, of course, the cycle reflects seasonal changes in temperature and concomitant uses of power: temperature is © 1998 Blackwell Science Ltd Cycles in insect populations Table 1. Time-series analysis of monthly domestic electricity bills for a house in Athens, Georgia, U.S.A. from February 1995 to June 1996. Data represent the r2 values of the Pearson product-moment correlation coefficients for regressions between the per capita rate of change of electricity costs with previous electricity costs at time t–1, t–2, t–3 and t–4. d.f. 5 degrees of freedom in the analysis; NS 5 nonsignificant correlations. Time r-squared d.f. Significance t-1 t-2 t-3 t-4 0.379 0.562 0.519 0.477 15 14 13 12 NS P 5 0.02 P 5 0.05 NS acting as an exogenous driving variable, and the apparent detection of density dependence is spurious. Second, we subject an insect population time-series of a similar number of timesteps to the same type of analysis. Again, apparent negative feedback is detected in the series. Using a combination of lifetable data and field experiments, we show that changes in the population density of this insect are also more readily explained by the action of an exogenous driving variable than by the action of any density dependence in the system. Methods Time-series 1: power costs Monthly electricity bills from a home in Athens, Georgia, U.S.A. from February 1995 to June 1996 were subjected to time-series analysis (17 months of data, Table 1). We calculated a pseudo per capita rate of increase, r, for electricity costs for each pair of months in the time-series, using the equation rt 5 ln (Nt/Nt–1), where Nt is the power cost at time t. We then correlated the ranges of r for each pair of months in the timeseries with power costs at time t–1, t–2, and t–3 to assess the time-lag on which any apparent negative feedback process might be operating. Although we recognize the inherent autocorrelation that follows such analyses, and the statistical difficulties that ensue (Williams & Liebhold, 1995, 1997), we do not have sufficiently long time-series to apply maximum likelihood techniques (Dennis & Taper, 1994) with any significant increase in rigour. We follow previous authors (e.g. Turchin, 1990) in using P-values from t–2 regressions (and those with longer lags) to estimate the significance of those relationships, and stress that the significance of t–1 relationships should be viewed with caution. We then calculated a two-lag model by stepwise regression (Turchin, 1990) to estimate the significance of the t–2 and t–3 lags that resulted from timeseries analysis (below). Although time-series of 30–40 steps are considered ideal for detecting factors that commonly influence insect populations (Royama, 1992), shorter timeseries are commonly used to infer the action of delayed density dependence (Turchin, 1990; Berryman, 1994) because longerterm data are rare. © 1998 Blackwell Science Ltd, Ecological Entomology, 23, 216–222 217 Time-series 2: a gall-forming sawfly Abundance of the univoltine gall-forming sawfly, Euura lasiolepis (Hymenoptera: Tenthredinidae), was estimated each year for 16 years from fifteen willow clones near Flagstaff, Arizona, U.S.A. Details of the life history of E. lasiolepis on its willow host, Salix lasiolepis, are well documented (Price & Craig, 1984; Price, 1994). Briefly, adult sawflies generally emerge in the spring, but in variable synchrony with the rapid development of young willow shoots. Female sawflies oviposit in the shoots and initiate gall formation. Larvae develop in the gall, pupating the following spring. Individual willow genotypes (genets) spread by layering, and the resulting clonal shrub is composed of many stems (ramets) growing from the soil (Craig et al., 1986). The densities of E. lasiolepis were estimated between 1981 and 1996 from fifteen willow clones (Table 2). Willow clones were situated on Museum of Northern Arizona property in Flagstaff, Arizona, 2300 m above sea level. Twelve of the clones were growing along a temporary stream bed that only flows during snow-melt in some years. We characterize these as dry-site clones. Three additional clones were associated with high water supply (a spring or regular source of runoff), and we characterize these as wet-site clones. The rarity of wet sites in this region precluded use of more in the sampling regimen. Dry-site clones were sampled from 1981 to 1996, and wet-site clones from 1983 to 1996. All clones were within 1 km of each other. Densities of E. lasiolepis were estimated annually after leaf fall in winter by throwing a tape over a willow clone, and counting the number of galls on 100 shoots touched by the tape. Ten replicates per clone were pooled to give a single estimate of gall density per 1000 shoots per clone per year. Sawfly densities were, on average, 13-fold higher on wetsite clones than on dry-site clones (Table 2). As with the data on electricity costs, we used time-series analysis to establish the dominant time-lags in the action of apparent negative feedback processes on sawfly populations on each clone by regressing the per capita rate of change of sawflies with sawfly density at times t–1, t–2, and t–3 (above). We also subjected local precipitation data to time-series analysis (Table 2). Precipitation per month from 1981 to 1996 was provided in weather records from Flagstaff airport, 11 km from the study site, and pooled into a single estimate of precipitation for October–May for each year. Six years’ precipitation data from a private weather station 1.5 km from the study site demonstrate that the airport precipitation records accurately reflect precipitation at the study site (Y 5 3.84 1 0.86X, n 5 6, r2 5 0.97, P , 0.01; Price & Clancy, 1986). Sawfly survivorship was estimated over a 10-year period (1981–90). Galls were collected from each clone in the spring of each year, after pupation but before the emergence of adults. From 1981 to 1986, galls were dissected and sawflies scored as alive, dead or parasitized. From 1987 to 1990, galls were reared to emergence in the laboratory, and scored as before. Before dissection or rearing, galls were scored visually for predation by mountain chickadees (Parus gambeli). Overall, sawfly mortality was partitioned among parasitism by 218 Mark D. Hunter and Peter W. Price Table 2. Densities of the gall-forming sawfly, Euura lasiolepis, on fifteen clones of the willow, Salix lasiolepis, precipitation (mm) from October to May at the sawfly sampling sites, and monthly electricity bills (U.S. Dollars) of one of the authors. Twelve clones are at dry sites, and three at wet sites. N refers to the number of values in the time series. The lag times t–1, t–2 and t–3 refer to the results of time-series analysis, and represent the lag in which apparent negative feedback processes are operating on the series. Asterisks represent the significance of the Pearson productmoment correlation coefficient of regressions between per capita rates of change, r, and density at times t–1, t–2 and t–3 (*P , 0.05, **P , 0.01, ***P , 0.001, NS 5 not significant). Clone N Mean Min Max t–1 t–2 t–3 MNA1 MNA2 MNA3 MNA4 MNA5 MNA6 MNA7 NP4 NP5 NP7 NP8 NP9 Dry-site mean BD1 CS1 CS2 Wet-site mean Precipitation Electricity costs 16 16 16 16 16 16 16 16 16 16 16 16 16 15 14 14 14 16 17 31.56 609.50 186.63 11.38 14.44 77.75 121.19 52.88 101.88 85.38 236.56 131.94 107.00 1552.73 1162.00 1141.50 1447.75 391.41 38.77 0.00 27.00 13.00 0.00 0.00 4.00 0.00 1.00 4.00 4.00 15.00 21.00 7.00 36.00 0.00 144.00 60.00 40.89 24.43 162.00 1287.00 590.00 55.00 42.00 291.00 433.00 181.00 258.00 265.00 783.00 374.00 330.00 3914.00 4052.00 3720.00 3825.00 831.09 69.19 * NS * * * NS * NS NS * NS * NS NS NS NS NS * NS NS * * * NS ** ** ** ** * ** * ** NS *** *** ** NS * NS NS NS NS NS NS NS NS NS NS NS NS NS ** * * ** * * Pteromalus sp. (Hymenoptera: Pteromalidae) with very minor contributions from other parasitoid species, predation by chickadees, and host-plant factors (Price & Craig, 1984; Price & Clancy, 1986). One hundred galls were sampled per clone per year where possible, but sample size varied with availability (mean sample size 5 85.51 6 4.27). The percentage mortalities caused by parasitoids or chickadees at time t were correlated against sawfly population densities on each clone at times t, t–1, and t–2 to test for direct or delayed density-dependent mortality. Per cent mortalities among clones were also correlated with sawfly density in each year to test for spatial density-dependent mortality. Results and discussion Time-series 1: power costs Time-series analysis of electricity costs detected apparent negative feedback operating on time-lags of t–2 and t–3 (Table 1), combining to explain about 40% of the variance in domestic electricity bills. This apparent density dependence is, of course, spurious. High summer electricity costs (and low gas costs) in Athens, Georgia, reflect an increased use of airconditioning (and decreased use of heating) associated with high summer temperatures in the south-eastern United States. As an amusing aside, gas costs at t–1 can be added to the model, and are significantly and negatively associated with electricity costs at time t (r2 5 0.48, P 5 0.028, Fig. 1). If we were to approach these data without prior knowledge of the mechanism, we might conclude from time-series analysis that Fig. 1. Seasonal changes in the domestic bills (U.S. Dollars per month) for electricity and gas for a house in Athens, Georgia, U.S.A. Electricity costs exhibit both t–2 and t–3 lags in apparent negative feedback processes, and a negative relationship with gas costs. The apparent negative feedback and interaction are spurious, and seasonal changes are driven by the exogenous driving variable, temperature. there was density dependence acting on electricity costs and evidence of a negative interaction between electricity and gas (Fig. 1)! Rather, both costs are driven by the exogenous driving variable of seasonal fluctuations in temperature. Time-series 2: a gall-forming sawfly Populations per clone of E. lasiolepis on dry-site clones exhibited either t–1, t–2, or both t–1 and t–2 lags in apparent © 1998 Blackwell Science Ltd, Ecological Entomology, 23, 216–222 Cycles in insect populations 219 Table 3. Per cent parasitism by Pteromalus sp. and predation by chickadees on Euura lasiolepis galls on fifteen clones of the willow Salix lasiolepis. N 5 number of years in which both sawfly densities and mortality factors were measured. Data represent the Pearson product-moment correlation coefficients for regressions between per cent mortality in year t and sawfly density in years t, t–1 and t–2, *P , 0.05, **P , 0.01, NS 5 not significant. ID 5 clones for which there were insufficient data for regression. For example, parasitism was observed in only 2 years on clone NP4, and sawfly mortality from chickadees was zero on most clones in most years. % parasitism against sawfly density Clone N time t MNA1 MNA2 MNA3 MNA4 MNA5 MNA6 MNA7 NP4 NP5 NP7 NP8 NP9 Dry-site mean BD1 CS1 CS2 Wet-site mean 10 10 10 10 8 8 8 8 8 8 10 10 10 9 8 8 8 0.757 0.052 –0.111 0.738 0.502 0.358 0.124 ID 0.390 –0.156 0.565 –0.160 0.311 –0.514 0.529 –0.051 –0.211 time t–1 ** NS NS ** NS NS NS NS NS NS NS NS NS NS NS NS –0.100 –0.265 –0.566 0.193 0.035 0.263 –0.351 ID –0.145 –0.443 –0.472 –0.334 –0.734 0.014 0.288 –0.472 –0.288 % predation against sawfly density time t–2 NS NS NS NS NS NS NS NS NS NS NS * NS NS NS NS –0.462 0.035 –0.062 0.358 –0.403 0.398 –0.770 ID 0.056 –0.623 –0.169 0.375 –0.441 –0.080 0.202 –0.665 –0.066 density-dependent processes. Gall populations on wet-site clones all exhibited t–3 lags, with two clones exhibiting t–2 lags as well. Precipitation data exhibited t–1 and t–3 lags, evidence for significant autocorrelation in precipitation (Table 2). There was evidence of density-dependent sawfly mortality from the parasitoid Pteromalus sp. on two willow clones (Table 3). Per cent parasitism was either unrelated (twelve clones) or negatively related (clone MNA7) to gall density on the remaining clones. When sawfly densities were averaged on dry- and wet-site clones, parasitism was either inversely density-dependent (dry-site clones) or unrelated to sawfly density (wet-site clones) (Table 3). There was no evidence of spatial density-dependent mortality from parasitoids (Table 4). Although the density-dependent parasitism detected on two clones could generate t–1 lags in time-series analysis, its absence from most of the clones on which t–1 lags were detected makes it an unconvincing candidate for generating negative feedback. We conclude that parasitism cannot be responsible for the apparent negative feedback detected in time-series analyses of sawfly densities, and this agrees with previous sampling and experimental work that found negligible or inversely density-dependent effects of parasitoids on E. lasiolepis (Price, 1988, 1994). There was no evidence of temporal density-dependent mortality on sawflies caused by chickadees at dry-clone sites (Table 3). Galls on clones at dry sites suffered negligible mortality from chickadees in most years. Sawflies on one of the wet-site clones (CS2) showed some evidence of densitydependent mortality from chickadees, but the trend was based on high levels of predation in 2 years of extremely high gall abundance. The data indicate that chickadees ignore gall- © 1998 Blackwell Science Ltd, Ecological Entomology, 23, 216–222 NS NS NS NS NS NS * NS NS NS NS NS NS NS NS NS time t time t–1 ID 0.376 NS 0.390 NS ID ID ID ID ID ID ID ID ID ID 0.0003 NS 0.562 NS 0.753 * 0.455 NS ID –0.230 –0.094 ID ID ID ID ID ID ID ID ID ID –0.122 0.109 –0.058 0.007 time t–2 NS NS NS NS NS NS ID –0.445 –0.395 ID ID ID ID ID ID ID ID ID ID 0.323 –0.483 –0.130 –0.027 NS NS NS NS NS NS Table 4. Per cent parasitism by Pteromalus sp. and predation by chickadees on Euura lasiolepis galls on clones of the willow Salix lasiolepis. N 5 number of clones from which both sawfly densities and mortality factors were measured in a given year. Data represent the Pearson product-moment correlation coefficients for regressions between per cent mortality and sawfly density among clones within years, ***P , 0.001, NS 5 not significant. ID 5 years for which there were insufficient data for regression: levels of predation by chickadees were zero on most clones in most years and 1987 was the only year when galls on most clones received some level of attack by chickadees. Year N Parasitism 81 82 83 84 85 86 87 88 89 90 6 7 15 15 15 15 15 15 15 15 0.094 0.051 –0.327 0.017 –0.271 0.174 –0.371 0.391 0.074 0.040 Predation NS NS NS NS NS NS NS NS NS NS ID ID ID ID ID ID 0.763*** ID ID ID forming sawflies most of the time, but switch to this food source in years and on clones of very high sawfly abundance. This is further supported by one year (out of 10 possible years) when there was spatial density-dependent mortality caused by chickadees: in 1987, the percentage sawfly mortality from chickadees increased with gall density on a clone. Sawflies were particularly abundant in 1987 (Fig. 2). However, the absence of delayed temporal density-dependent mortality from chickadees, on either wet-site or dry-site clones, leads us to 220 Mark D. Hunter and Peter W. Price Fig. 2. Periodic fluctuations in precipitation and densities of the sawfly Euura lasiolepis on (a) twelve dry-site and (b) three wet-site willow clones. Sawfly populations track changes in precipitation on delay. conclude that chickadees are not responsible for the apparent time-lagged negative feedback detected in time-series analysis of sawfly densities. In contrast, patterns of precipitation appear to be capable of generating changes in sawfly abundance that would produce the apparent t–1, t–2 and t–3 lags in the action of negative feedback processes. First, time-series analysis of precipitation data suggests that there is autocorrelation in precipitation with lags of t–1 and t–3 (Table 2). These match two of the lags exhibited by the sawfly population data. Second, precipitation at time t is positively correlated with gall density at time t 1 1 (Fig. 3) and t 1 2 (Fig. 4, dry-site clones only). In other words, high levels of precipitation appear to favour high sawfly populations for 2 subsequent years. This supports previous experimental work in which application of water to willow clones resulted in improved sawfly performance in subsequent generations (Price & Clancy, 1986). The combination of periodic precipitation, exhibited by apparent t–1 and t–3 lags in time-series analysis, and the response of gall-forming sawflies to the quantity of precipitation 2 years previously, can combine to generate all of the apparent delayed density- Fig. 3. Effects of winter precipitation (October–May) at time t on Euura lasiolepis populations at time t 1 1 on (a) twelve dry-site and (b) three wet-site willow clones. Data are from 1981 to 1996 on wetsite clones and from 1983 to 1996 on dry-site clones. dependent lags observed in time-series analysis of the sawfly data (t–1, t–2 and t–3). The overall relationship between precipitation and sawfly density is illustrated in Fig. 2. The densities of E. lasiolepis closely follow changes in precipitation, but on delay, in a manner remarkably similar to the output of simple predator–prey models (Varley et al., 1973). The mechanism by which precipitation influences willow quality for E. lasiolepis has been established previously (Price & Clancy, 1986). Both the number of willow shoots per stem and the length of willow shoots decrease following dry years and increase following wet years. Female sawflies markedly avoid oviposition and gall initiation on water-stressed willows because both egg and larval mortality are considerably higher on such plants (Price & Clancy, 1986; Preszler & Price, 1988; Craig et al., 1989). The combination of low resource availability following drought and increased sawfly mortality results in low sawfly populations for 2 years following drought events (Price & Clancy, 1986). We cannot yet explain why sawfly populations exhibit t–1 and t–2 lags on dry-site clones, but © 1998 Blackwell Science Ltd, Ecological Entomology, 23, 216–222 Cycles in insect populations 221 of using time-series analysis alone to infer that density dependence is operating (Holyoak, 1994; Williams & Liebhold, 1995, 1997) appear to be justified. Combined with life-table studies and experimental manipulation, time-series analysis can be a powerful approach to understanding insect population dynamics and the relative importance of resource availability, abiotic factors, and depredation to population change (Hunter et al., 1997). Standing alone, it generates hypotheses about potential sources of population change that require rigorous testing. Finally, we join with others who suggest that more attention should be paid to the periodicity of abiotic factors (Burroughs, 1992; Swetnam & Lynch, 1993) that can influence insect population change. Acknowledgements We gratefully acknowledge support from the National Science Foundation (grant DEB-9527522 to M.D.H. and grant DEB9318188 to P.W.P.) during the preparation of this manuscript. We also thank Simon Leather for the invitation to contribute this Critical Appraisal. References Fig. 4. Effects of winter precipitation (October–May) at time t on Euura lasiolepis populations at time t 1 2 on (a) twelve dry-site and (b) three wet-site willow clones. Data are from 1981 to 1996 on drysite clones and from 1983 to 1996 on wet-site clones. The regression is significant for dry-site clones only. t–2 and t–3 lags on wet-site clones, but suggest that shoot growth responses of willow to precipitation may vary depending upon previous water availability. The data on costs of power (Fig. 1) were analysed over a 17-month period, whereas the data on changes in sawfly abundance (Fig. 2) were analysed over a 16-year period. Although we admit to a certain amount of irreverence in our choice of example, the results of the two time-series analyses are remarkably similar. In both cases, exogenous driving variables (temperature for power, precipitation for sawflies) drive cyclic changes over time that could easily be misinterpreted as evidence for density dependence. Indeed, similar evidence has been used to infer the action of density dependence in previous studies of insect populations (Turchin, 1990; Berryman, 1994). Our purpose is not to discourage the use of time-series analysis as a tool for population analysis, nor to cast doubt on the conclusions of previous studies. Rather, we wish to emphasize that recent concerns over the validity © 1998 Blackwell Science Ltd, Ecological Entomology, 23, 216–222 Berryman, A.A. 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