IDEAS home Printed from https://ideas.repec.org/a/sae/engenv/v15y2004i5p743-753.html
   My bibliography  Save this article

Time Series Modelling of Trends in Northern Hemispheric Average Temperature Series

Author

Listed:
  • Terence C. Mills

    (Department of Economics, Loughborough University, Loughborough U.K. LE11 3TU)

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.

Suggested Citation

  • Terence C. Mills, 2004. "Time Series Modelling of Trends in Northern Hemispheric Average Temperature Series," Energy & Environment, , vol. 15(5), pages 743-753, September.
  • Handle: RePEc:sae:engenv:v:15:y:2004:i:5:p:743-753
    DOI: 10.1260/0958305042886741
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1260/0958305042886741
    Download Restriction: no

    File URL: https://libkey.io/10.1260/0958305042886741?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Stephen McIntyre & Ross McKitrick, 2003. "Corrections to the Mann et. al. (1998) Proxy Data Base and Northern Hemispheric Average Temperature Series," Energy & Environment, , vol. 14(6), pages 751-771, November.
    2. Michael E. Mann & Raymond S. Bradley & Malcolm K. Hughes, 1998. "Global-scale temperature patterns and climate forcing over the past six centuries," Nature, Nature, vol. 392(6678), pages 779-787, April.
    3. Harvey, Andrew, 1997. "Trends, Cycles and Autoregressions," Economic Journal, Royal Economic Society, vol. 107(440), pages 192-201, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zbigniew Jaworowski, 2005. "Nature Rules the Climate," Energy & Environment, , vol. 16(1), pages 131-147, January.
    2. Stephen McIntyre & Ross McKitrick, 2005. "The M&M Critique of the MBH98 Northern Hemisphere Climate Index: Update and Implications," Energy & Environment, , vol. 16(1), pages 69-100, January.
    3. Brian R. Copeland & M. Scott Taylor, 2017. "Environmental and resource economics: A Canadian retrospective," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1381-1413, December.
    4. Garud, Raghu & Gehman, Joel & Karunakaran, Arvind, 2014. "Boundaries, breaches, and bridges: The case of Climategate," Research Policy, Elsevier, vol. 43(1), pages 60-73.
    5. Arsenault Morin, Alex & Geloso, Vincent & Kufenko, Vadim, 2017. "The heights of French-Canadian convicts, 1780s–1820s," Economics & Human Biology, Elsevier, vol. 26(C), pages 126-136.
    6. Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
    7. Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2019. "Long-term swings and seasonality in energy markets," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1011-1023.
    8. Fabien Candau & Tchapo Gbandi, 2023. "When Climate Change Determines International Agreements: Evidence from Water Treaties," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 85(3), pages 587-614, August.
    9. Suzanne McCoskey & Chihwa Kao, 1997. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Econometrics 9712002, University Library of Munich, Germany.
    10. Zietz, Joachim A. & Penn, David A., 2008. "An Unobserved Components Forecasting Model of Non-Farm Employment for the Nashville MSA," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 38(1), pages 1-10.
    11. Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
    12. Bruno Chiarini, 1998. "Cyclicality of real wages and adjustment costs," Applied Economics, Taylor & Francis Journals, vol. 30(9), pages 1239-1250.
    13. Pierre Perron & Francisco Estrada & Carlos Gay-García & Benjamín Martínez-López, 2011. "A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4," Boston University - Department of Economics - Working Papers Series WP2011-051, Boston University - Department of Economics.
    14. Hunt, Lester C. & Judge, Guy & Ninomiya, Yasushi, 2003. "Underlying trends and seasonality in UK energy demand: a sectoral analysis," Energy Economics, Elsevier, vol. 25(1), pages 93-118, January.
    15. B. Bhaskara Rao, 2010. "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, vol. 42(17), pages 2193-2202.
    16. Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Cointegration and the demand for gasoline," Energy Policy, Elsevier, vol. 37(10), pages 3978-3983, October.
    17. Liang Yi & Hongjun Yu & Junyi Ge & Zhongping Lai & Xingyong Xu & Li Qin & Shuzhen Peng, 2012. "Reconstructions of annual summer precipitation and temperature in north-central China since 1470 AD based on drought/flood index and tree-ring records," Climatic Change, Springer, vol. 110(1), pages 469-498, January.
    18. Luis A. Barboza & Julien Emile-Geay & Bo Li & Wan He, 2019. "Efficient Reconstructions of Common Era Climate via Integrated Nested Laplace Approximations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(3), pages 535-554, September.
    19. Tehreem Fatima & Enjun Xia & Muhammad Ahad, 2019. "Oil demand forecasting for China: a fresh evidence from structural time series analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 21(3), pages 1205-1224, June.
    20. Maxim Ogurtsov & Markus Lindholm, 2006. "Uncertainties in Assessing Global Warming during the 20th Century: Disagreement between Key Data Sources," Energy & Environment, , vol. 17(5), pages 685-706, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:engenv:v:15:y:2004:i:5:p:743-753. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.