2008
DOI: 10.1175/2007jtecha1025.1
|View full text |Cite
|
Sign up to set email alerts
|

Warming Break Trends and Fractional Integration in the Northern, Southern, and Global Temperature Anomaly Series

Abstract: This paper deals with the estimation of time trends in temperature anomaly series. However, instead of imposing that the estimated residuals from the time trends are covariance stationary processes with spectral density that is positive and finite at the zero frequency [I(0)], the author allows them to be fractionally integrated. In this context, a new procedure for testing fractional integration with segmented trends is applied to the northern, southern, and global temperature anomaly series. The results show… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

1
10
0

Year Published

2009
2009
2022
2022

Publication Types

Select...
8

Relationship

1
7

Authors

Journals

citations
Cited by 21 publications
(11 citation statements)
references
References 43 publications
1
10
0
Order By: Relevance
“…To a lesser extent, fractionally integration has also been advanced as a possible representation of the data generating process of global and hemispheric temperature series [29,30,55,74,75]. Nevertheless, it is important to note that the use of fractionally integrated models has been limited to the detection of climate change, and the notion of fractional cointegration has not yet been applied to investigate the attribution of climate change.…”
Section: Early Studies On the Detection And Attribution Of Climate Chmentioning
confidence: 99%
“…To a lesser extent, fractionally integration has also been advanced as a possible representation of the data generating process of global and hemispheric temperature series [29,30,55,74,75]. Nevertheless, it is important to note that the use of fractionally integrated models has been limited to the detection of climate change, and the notion of fractional cointegration has not yet been applied to investigate the attribution of climate change.…”
Section: Early Studies On the Detection And Attribution Of Climate Chmentioning
confidence: 99%
“…Conventionally, it is treated as a deterministic straight line, but a number of authors investigate this issue more profoundly. The results are contradictory and vary from purely deterministic through long-memory processes to a purely stochastic nature of the non-stationarity (Gordon, 1991;Woodward and Gray, 1995;Lanzante, 1996;Rodionov, 2004;Stern and Kaufmann, 1999;Zheng and Basher, 1999;Karl et al, 2000;Fomby and Vogelsang, 2002;Seidel and Lanzante, 2004;Tomé and Miranda, 2004;Cohn and Lins, 2005;Gao and Hawthorne, 2006;Mills, 2006Mills, , 2007Gil-Alana, 2008a, 2008b.…”
Section: Introductionmentioning
confidence: 99%
“…The SPI values were plotted against the years using Excel 2010 software. Regression analysis has been used in combination with other tools to analyze trends in climatic parameters in Nigeria (Amadi et al, 2014;Afangideh et al, 2010;Bibi et al, 2014) and across the globe (Durlo, 2006;Liu et al, 2006;Turkes et al, 2002;Gil-Alana 2008;Zhihua et al, 2013). The SPI is expressed as by McKee et al (1993):…”
Section: Spi Valuesmentioning
confidence: 99%