Testing for climate warming in Sweden during 1850-1999, using wavelets analysis
Håkan Locking () and
Journal of Applied Statistics, 2008, vol. 35, issue 4, 431-443
This paper describes an alternative approach for testing for the existence of trend among time series. The test method has been constructed using wavelet analysis which has the ability of decomposing a time series into low frequencies (trend) and high-frequency (noise) components. Under the normality assumption, the test is distributed as F. However, using generated empirical critical values, the properties of the test statistic have been investigated under different conditions and different types of wavelet. The Harr wavelet has shown to exhibit the highest power among the other wavelet types. The methodology here has been applied to real temperature data in Sweden for the period 1850-1999. The results indicate a significant increasing trend which agrees with the 'global warming' hypothesis during the last 100 years.
Keywords: wavelet analysis; trend; global warming (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:35:y:2008:i:4:p:431-443
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