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Modelling trends in central England temperatures

Author

Listed:
  • Terence C. Mills

    (Loughborough University, UK)

  • David I. Harvey

    (Loughborough University, UK)

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.

Suggested Citation

  • Terence C. Mills & David I. Harvey, 2003. "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(1), pages 35-47.
    • Handle: RePEc:jof:jforec:v:22:y:2003:i:1:p:35-47
    DOI: 10.1002/for.857
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    References listed on IDEAS

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    1. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
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    4. 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.
    5. David Harvey & Terence Mills, 2002. "Unit roots and double smooth transitions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 675-683.
    6. Pollock, D. S. G., 2001. "Methodology for trend estimation," Economic Modelling, Elsevier, vol. 18(1), pages 75-96, January.
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    Cited by:

    1. C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
    2. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020. "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
    3. Jewson Stephen & Penzer Jeremy, 2006. "Estimating Trends in Weather Series: Consequences for Pricing Derivatives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-17, September.
    4. Terence C. Mills, 2012. "Semi-parametric modelling of temperature records," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 361-383, May.
    5. He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019. "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, vol. 12(C), pages 1-24.
    6. He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, vol. 239(1).
    7. Liudas Giraitis & Fulvia Marotta & Peter C B Phillips, 2024. "Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries," Cowles Foundation Discussion Papers 2409, Cowles Foundation for Research in Economics, Yale University.
    8. Tommaso Proietti & Eric Hillebrand, 2017. "Seasonal changes in central England temperatures," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(3), pages 769-791, June.

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