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Frequency-Domain Evidence for Climate Change

Department of Statistics and Operations Research, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna, Austria
Author to whom correspondence should be addressed.
Econometrics 2020, 8(3), 28;
Received: 13 February 2020 / Revised: 15 July 2020 / Accepted: 15 July 2020 / Published: 20 July 2020
(This article belongs to the Special Issue Econometric Analysis of Climate Change)
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since conventional tests of hypotheses about the memory parameter, which measures the degree of long-range dependence, are typically based on asymptotic arguments and are therefore of limited practical value in case of small or medium sample sizes, we employ a new small-sample test as well as a related estimator for the memory parameter. To safeguard against false positive findings, simulation studies are carried out to examine the suitability of the employed methods and hemispheric datasets are used to check the robustness of the empirical findings against low-frequency natural variability caused by oceanic cycles. Overall, our frequency-domain analysis provides strong evidence of non-stationarity, which is consistent with previous results obtained in the time domain with models allowing for stochastic or deterministic trends. View Full-Text
Keywords: global warming; fractionally integrated processes; stationarity test; frequency-domain test; frequency-domain estimators global warming; fractionally integrated processes; stationarity test; frequency-domain test; frequency-domain estimators
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MDPI and ACS Style

Mangat, M.K.; Reschenhofer, E. Frequency-Domain Evidence for Climate Change. Econometrics 2020, 8, 28.

AMA Style

Mangat MK, Reschenhofer E. Frequency-Domain Evidence for Climate Change. Econometrics. 2020; 8(3):28.

Chicago/Turabian Style

Mangat, Manveer K., and Erhard Reschenhofer. 2020. "Frequency-Domain Evidence for Climate Change" Econometrics 8, no. 3: 28.

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