IDEAS home Printed from https://ideas.repec.org/a/sae/engenv/v15y2004i5p743-753.html

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
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1260/0958305042886741
    Download Restriction: no
    File URL: https://libkey.io/10.1260/0958305042886741?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zbigniew Jaworowski, 2005. "Nature Rules the Climate," Energy & Environment, , vol. 16(1), pages 131-147, January.
    2. Stephen McIntyre & Ross McKitrick, 2005. "The M&M Critique of the MBH98 Northern Hemisphere Climate Index: Update and Implications," Energy & Environment, , vol. 16(1), pages 69-100, January.
    3. Brian R. Copeland & M. Scott Taylor, 2017. "Environmental and resource economics: A Canadian retrospective," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1381-1413, December.
    4. Garud, Raghu & Gehman, Joel & Karunakaran, Arvind, 2014. "Boundaries, breaches, and bridges: The case of Climategate," Research Policy, Elsevier, vol. 43(1), pages 60-73.
    5. Arsenault Morin, Alex & Geloso, Vincent & Kufenko, Vadim, 2017. "The heights of French-Canadian convicts, 1780s–1820s," Economics & Human Biology, Elsevier, vol. 26(C), pages 126-136.
    6. Joël Cariolle & Michaël Goujon, 2015. "Measuring Macroeconomic Instability: A Critical Survey Illustrated With Exports Series," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 1-26, February.
    7. Marco A. Aquino-López & Lysanna Anderson & Joan-Albert Sanchez-Cabeza & Ana Carolina Ruiz-Fernández & J. Andrés Christen, 2026. "Bayesian Approaches to Proxy Uncertainty Quantification in Paleoecology: A Mathematical Justification and Practical Integration," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 31(1), pages 162-175, March.
    8. Maravall, A. & del Rio, A., 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
    9. Hall, Viv B & Thomson, Peter, 2022. "A boosted HP filter for business cycle analysis: evidence from New Zealand’s small open economy," Working Paper Series 9473, Victoria University of Wellington, School of Economics and Finance.
    10. Fabien Candau & Tchapo Gbandi, 2023. "When Climate Change Determines International Agreements: Evidence from Water Treaties," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 85(3), pages 587-614, August.
    11. Aaron Smith, 2005. "Forecasting in the presence of level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(8), pages 557-574.
    12. Ishmael Ackah, 2014. "Determinants of natural gas demand in Ghana," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 38(3), pages 272-295, September.
    13. Suzanne McCoskey & Chihwa Kao, 1997. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Econometrics 9712002, University Library of Munich, Germany.
    14. Zietz, Joachim A. & Penn, David A., 2008. "An Unobserved Components Forecasting Model of Non-Farm Employment for the Nashville MSA," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 38(01), pages 1-10.
    15. Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
    16. Gustavo Bussinger, 2004. "El canal de crédito como mecanismo de transmisión de la política monetaria en Brasil," Monetaria, CEMLA, vol. 0(3), pages 243-262, julio-sep.
    17. Moreno, Manuel & Novales, Alfonso & Platania, Federico, 2019. "Long-term swings and seasonality in energy markets," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1011-1023.
    18. Giannellis, Nikolaos & Koukouritakis, Minoas, 2013. "Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 202-218.
    19. Bruno Chiarini, 1998. "Cyclicality of real wages and adjustment costs," Applied Economics, Taylor & Francis Journals, vol. 30(9), pages 1239-1250.
    20. Atul Anand & L. Suganthi, 2017. "Forecasting of Electricity Demand by Hybrid ANN-PSO Models," International Journal of Energy Optimization and Engineering (IJEOE), IGI Global Scientific Publishing, vol. 6(4), pages 66-83, October.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:engenv:v:15:y:2004:i:5:p:743-753. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.