IDEAS home Printed from https://ideas.repec.org/p/han/dpaper/dp-751.html

Modeling Long Memory in 67 Million Years of Cyclical Climate Trends: Anticipating Future Cycles

Author

Listed:
  • Özer, Yeliz
  • del Barrio Castro, Tomás
  • Escribano, Álvaro
  • Sibbertsen, Philipp

Abstract

Deep-time climate records contain deterministic orbital signals and persistent stochastic variation, but how these components jointly affect predictability across climate states remains unclear. We analyze the Cenozoic Global Reference benthic foraminifer oxygen and carbon isotope record spanning 67.1 million years. This very long period is divided into seven climate-state segments. For each segment, we estimate deterministic contemporaneous long-run components combining linear trends, eccentricity, obliquity, climatic precession, and identified harmonic frequencies. The remaining variation is modeled with a bivariate vector autoregressive forecasting framework conditioned on astronomical forcing. The selected deterministic and dynamic structures differ substantially across climate states. Obliquity is the most recurrent orbital predictor, whereas squared obliquity, eccentricity, climatic precession, and harmonic components contribute only in particular segments and differ between the two proxies. Forecast accuracy likewise varies across the record, although observed and predicted values agree closely in several segments. A projection for the next 100,000 years provides a baseline implied by natural astronomical forcing and continued Icehouse dynamics. Overall, the results show that orbital responsiveness, proxy interactions, and statistical predictability are state dependent. Deep-time climate variability therefore cannot be represented by a single common combination of deterministic forcing and stochastic dynamics across the complete Cenozoic.

Suggested Citation

  • Özer, Yeliz & del Barrio Castro, Tomás & Escribano, Álvaro & Sibbertsen, Philipp, 2026. "Modeling Long Memory in 67 Million Years of Cyclical Climate Trends: Anticipating Future Cycles," Hannover Economic Papers (HEP) dp-751, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Handle: RePEc:han:dpaper:dp-751
    as

    Download full text from publisher

    File URL: https://diskussionspapiere.wiwi.uni-hannover.de/pdf_bib/dp-751.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

    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:han:dpaper:dp-751. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Heidrich, Christian (email available below). General contact details of provider: https://edirc.repec.org/data/fwhande.html .

    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.