Time Series Modelling of Trends in Northern Hemispheric Average Temperature Series

Terence C. Mills
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Terence C. Mills: Department of Economics, Loughborough University, Loughborough U.K. LE11 3TU

Energy & Environment, 2004, vol. 15, issue 5, 743-753

Abstract: The competing indices of Northern Hemispheric average temperatures for 1400–1980 provided by Mann, Bradley and Hughes (1998) and McIntyre and McKitrick (2003) are analysed within a structural time series model framework to extract trend components that, unlike the arbitrary moving averages used by these authors, are tailored to the time series properties of the indices and are available up to the end of the sample period. While the general features of the underlying movements in the indices are confirmed, the trend components extracted here are typically smoother, increase at a steadier rate during the 20th century, and show evidence of a further upturn in the last years of the 1970s.

Keywords: hockey stick; climate change; time series analysis; trends; structural time series models (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:sae:engenv:v:15:y:2004:i:5:p:743-753

DOI: 10.1260/0958305042886741

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