Monte Carlo MSSA test of the ten time series at a colatitude of 120°. The lag window length M is 60 days. The significant signals (at 5% significance level) are those whose data eigenvalues lie above the 97.5th percentiles of the surrogate eigenvalues: according to the test, these signals have more variance than would be expected from a noise process. Eigenvalues (shown in the inset) are normalized to represent the appropriate fraction in % of the total variance of the time series.