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US Sea Level Data: Time Trends and Persistence

Author

Listed:
  • Guglielmo Maria Caporale
  • Luis A. Gil-Alana
  • Laura Sauci

Abstract

This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.

Suggested Citation

  • Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020. "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series 8274, CESifo.
    • Handle: RePEc:ces:ceswps:_8274
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    References listed on IDEAS

    as
    1. 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.
    2. Sönke Dangendorf & Marta Marcos & Alfred Müller & Eduardo Zorita & Riccardo Riva & Kevin Berk & Jürgen Jensen, 2015. "Detecting anthropogenic footprints in sea level rise," Nature Communications, Nature, vol. 6(1), pages 1-9, November.
    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. Aimée B. A. Slangen & John A. Church & Cecile Agosta & Xavier Fettweis & Ben Marzeion & Kristin Richter, 2016. "Anthropogenic forcing dominates global mean sea-level rise since 1970," Nature Climate Change, Nature, vol. 6(7), pages 701-705, July.
    5. C. W. J. Granger & Roselyne Joyeux, 1980. "An Introduction To Long‐Memory Time Series Models And Fractional Differencing," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 15-29, January.
    6. Kantelhardt, Jan W & Koscielny-Bunde, Eva & Rego, Henio H.A & Havlin, Shlomo & Bunde, Armin, 2001. "Detecting long-range correlations with detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 295(3), pages 441-454.
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    More about this item

    Keywords

    sea level; time trends; fractional integration;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming

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