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Modelling trends in central England temperatures

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Author Info

  • Terence C. Mills

    (Loughborough University, UK)

  • David I. Harvey

    (Loughborough University, UK)

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    Abstract

    Trends are extracted from the central England temperature (CET) data available from 1723, using both annual and seasonal averages. Attention is focused on fitting non-parametric trends and it is found that, while there is no compelling evidence of a trend increase in the CET, there have been three periods of cooling, stability, and warming, roughly associated with the beginning and the end of the Industrial Revolution. There does appear to have been an upward shift in trend spring temperatures, but forecasting of current trends is hazardous because of the statistical uncertainty surrounding them. Copyright © 2003 John Wiley & Sons, Ltd.

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    File URL: http://hdl.handle.net/10.1002/for.857
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    Bibliographic Info

    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

    Volume (Year): 22 (2003)
    Issue (Month): 1 ()
    Pages: 35-47

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    Handle: RePEc:jof:jforec:v:22:y:2003:i:1:p:35-47

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    Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

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    1. David Harvey & Terence Mills, 2002. "Unit roots and double smooth transitions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 675-683.
    2. Gomez, Victor, 2001. "The Use of Butterworth Filters for Trend and Cycle Estimation in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 365-73, July.
    3. Pollock, D. S. G., 2000. "Trend estimation and de-trending via rational square-wave filters," Journal of Econometrics, Elsevier, vol. 99(2), pages 317-334, December.
    4. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
    5. Marianne Baxter & Robert G. King, 1995. "Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series," NBER Working Papers 5022, National Bureau of Economic Research, Inc.
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