Data-based procedure, discrepancy measure, Kalman filter, mean square error, vector autoregressive models, Primary 62M10, secondary 62F30, 62H12,

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The human colonization of islands was radically different in nature from the occupation of new territories by prehistoric communities on the mainland. The Balearics are the most isolated of all the Mediterranean islands and consequently they share many patterns with oceanic islands; thus their initial colonization has characteristics which in many respects are closer to that of the Pacific islands than to that of other Mediterranean islands. This conclusion stems from the study of models of human colonization, both in the larger Mediterranean islands (Cyprus, Crete, Corsica, Sardinia, Malta) and in smaller islands such as Pantelleria or Lampedusa, and comparison of these patterns with those of the first human colonization of the Pacific Islands. From examination of archaeological, palaeobotanical, and palaeontological data, we conclude that the colonization of the Balearic islands had two consecutive phases, each with different characteristics and a distinct palaeoecological impact. It is now clear that the model of the relationship between prehistoric people and indigenous Pleistocene fauna, proposed 30 years ago and hitherto accepted as valid, cannot be sustained in the light of recent research.