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Testing the Periodicity on the Swedish Varve Data

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Author Info
Almasri, Abdullah () (Centre for Labour Market Policy Research (CAFO))
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.

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File URL: http://www.vxu.se/ehv/filer/forskning/cafo/wps/Nek_wp14_09.pdf
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Publisher Info
Paper provided by Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University in its series CAFO Working Papers with number 2009:14.

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Length: 10 pages
Date of creation: 06 Oct 2009
Date of revision:
Handle: RePEc:hhs:vxcafo:2009_014

Contact details of provider:
Postal: Centre for Labour Market Policy Research (CAFO), Dept of Economics and Statistics, School of Management and Economics, Växjö University, SE 351 95 Växjö, Sweden
Phone: +46 470 70 87 64
Web page: http://www.vxu.se/ehv/english/research/research_fields/cafo/
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Related research
Keywords: Wavelet; Periodicity;

Find related papers by JEL classification:
C01 - Mathematical and Quantitative Methods - - General - - - Econometrics

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This page was last updated on 2009-11-30.

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