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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
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    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.
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