There is no significant trend in global average temperature

John Reid

Energy & Environment, 2017, vol. 28, issue 3, 302-315

Abstract: The HadCRUT4 time series of 166 annual values of global average temperature was analysed both deterministically and stochastically and the results compared. The deterministic model comprised the sum of a linear trend and a multi-decadal oscillation fitted by ordinary least squares regression. The stochastic model was an ARMA(1,2) model with a drift term included. The deterministic model showed a linear trend of 0.5℃ per century while the stochastic model showed no significant drift. In both cases, the residuals were tested for self-correlation using standard statistical tests. The residuals from the deterministic model were significantly self-correlated whereas those from the stochastic model were not. We conclude that the stochastic model was a much better fit to the data and that the apparent linear trend of the deterministic model was spurious and a consequence of performing a regression in which time was the explanatory variable.

Keywords: Global average temperature; trend; deterministic; stochastic; false drift; spurious regression; centrally biased random walk; red spectra (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:sae:engenv:v:28:y:2017:i:3:p:302-315

DOI: 10.1177/0958305X16686447

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