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Cyclical long-range dependence and the warming effect in a long temperature time series

✍ Scribed by L. A. Gil-Alana

Publisher: John Wiley and Sons
Year: 2008
Tongue: English
Weight: 133 KB
Volume: 28
Category: Article
ISSN: 0899-8418
DOI: 10.1002/joc.1650

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✦ Synopsis

Abstract

In this paper, we propose a new approach for modelling a long temperature time series, using fractional cyclical integration. This model is based on the observation that the estimated spectrum of the series (the average annual temperature in Central England, 1659–2001) has its highest value at a frequency which is not zero, thus suggesting the existence of cycles at other frequencies. The results based on a fractional cyclical model show that there is a significant warming effect throughout the sample of about 0.22 °C/century. However, if we concentrate exclusively on the data corresponding to the 20th century that value increases to 0.64%. Moreover, the results in the paper show that a fractionally cyclically integrated model can be a competing alternative to other approaches based on fractional integration at the zero frequency. Copyright © 2007 Royal Meteorological Society

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