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Linear and segmented trends in sea surface temperature data


  • Luis A. Gil-Alana


This paper deals with the analysis of the MET Office Hadley Centre's sea surface temperature data set (HadSST3) by using long-range dependence techniques. We incorporate linear and segmented trends using fractional integration, and thus permitting long memory behavior in the detrended series. The results indicate the existence of warming trends in the three series examined (Northern and Southern Hemispheres along with global temperatures), with orders of integration which are in the range (0.5, 1) and thus implying nonstationary long memory and mean reverting behavior. This is innovative compared with other works that assume short memory behavior in the detrended series. Allowing for segmented trends two features are observed: increasing values in the degree of dependence of the series across time and significant warming trends from 1940 onwards.

Suggested Citation

  • Luis A. Gil-Alana, 2015. "Linear and segmented trends in sea surface temperature data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(7), pages 1531-1546, July.
  • Handle: RePEc:taf:japsta:v:42:y:2015:i:7:p:1531-1546
    DOI: 10.1080/02664763.2014.1001328

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    References listed on IDEAS

    1. William Rea & Marco Reale & Jennifer Brown, 2011. "Long memory in temperature reconstructions," Climatic Change, Springer, vol. 107(3), pages 247-265, August.
    2. Granger, Clive W. J. & Hyung, Namwon, 2004. "Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 399-421, June.
    3. Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra.
    4. Diebold, Francis X. & Inoue, Atsushi, 2001. "Long memory and regime switching," Journal of Econometrics, Elsevier, vol. 105(1), pages 131-159, November.
    5. Craig Loehle, 2009. "Trend Analysis of Satellite Global Temperature Data," Energy & Environment, , vol. 20(7), pages 1087-1098, November.
    6. Terence C. Mills, 2007. "Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(1), pages 83-94.
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