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Testing the Periodicity on the Swedish Varve Data

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Abstract

A glacial varve chronology from Sweden spanning the 2304–year period from -355 to 1979 A.D was analysed for evidence of climate variability during the last 2000 year. The data was analysed for significant broad band periodicities and narrow band periodicities. By using the F test based multitaper analysis, the band periodogram and wavelet Fisher tests we analyse the data and test for significant narrow and broad band cycles. The results show that we have a significant periodicity at 14, 11 and 2 year.

Suggested Citation

  • Almasri, Abdullah, 2009. "Testing the Periodicity on the Swedish Varve Data," CAFO Working Papers 2009:14, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
    • Handle: RePEc:hhs:vxcafo:2009_014
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    File URL: http://www.vxu.se/ehv/filer/forskning/cafo/wps/Nek_wp14_09.pdf
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    Keywords

    Wavelet; Periodicity;

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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