Statistical analysis of global surface air temperature and sea level using cointegration methods

Torben Schmith (), Soren Johansen and Peter Thejll ()
Additional contact information
Torben Schmith: Danish Meteorological Institute, Postal: Lyngbyvej 100, DK-2100 Copenhagen Ø, Denmark
Peter Thejll: Danish Meteorological Institute, Postal: Lyngbyvej 100, DK-2100 Copenhagen Ø, Denmark

CREATES Research Papers from Department of Economics and Business Economics, Aarhus University

Abstract: Global sea levels are rising which is widely understood as a consequence of thermal expansion and melting of glaciers and land-based ice caps. Due to physically-based models being unable to simulate observed sea level trends, semi-empirical models have been applied as an alternative for projecting of future sea levels. There is in this, however, potential pitfalls due to the trending nature of the time series. We apply a statistical method called cointegration analysis to observed global sea level and surface air temperature, capable of handling such peculiarities. We find a relationship between sea level and temperature and find that temperature causally depends on the sea level, which can be understood as a consequence of the large heat capacity of the ocean. We further find that the warming episode in the 1940s is exceptional in the sense that sea level and warming deviates from the expected relationship. This suggests that this warming episode is mainly due to internal dynamics of the ocean rather than external radiative forcing. On the other hand, the present warming follows the expected relationship, suggesting that it is mainly due to radiative forcing. In a second step, we use the total radiative forcing as an explanatory variable, but unexpectedly find that the sea level does not depend on the forcing. We hypothesize that this is due to a long adjustment time scale of the ocean and show that the number of years of data needed to build statistical models that have the relationship expected from physics exceeds what is currently available by a factor of almost ten.

Keywords: Sea level; mean annual temperature; forcing variables; cointegration. (search for similar items in EconPapers)
JEL-codes: C32 (search for similar items in EconPapers)
Pages: 35
Date: 2011-10-14
New Economics Papers: this item is included in nep-env
References: Add references at CitEc
Citations:

Downloads: (external link)
https://repec.econ.au.dk/repec/creates/rp/11/rp11_39.pdf (application/pdf)

Related works:
Working Paper: Statistical analysis of global surface air temperature and sea level using cointegration methods (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aah:create:2011-39

Access Statistics for this paper

More papers in CREATES Research Papers from Department of Economics and Business Economics, Aarhus University
Bibliographic data for series maintained by ().