US Sea Level Data: Time Trends and Persistence

Guglielmo Maria Caporale, Luis Gil-Alana and Laura Sauci

No 8274, CESifo Working Paper Series from CESifo

Abstract: This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.

Keywords: sea level; time trends; fractional integration (search for similar items in EconPapers)
JEL-codes: C21 Q54 (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-ets and nep-ore
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_8274

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