Breaks and unit roots in global and hemispheric temperatures: an updated analysis |
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| Authors: | Terence C Mills |
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| Institution: | 1. School of Business and Economics, Loughborough University, Loughborough, Leics, UK, LE11 3TU
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| Abstract: | The unit root testing within a breaking trend framework for global and hemispheric temperatures of Gay-Garcia, Estrada and Sánchez Clim Chang 94:333–349, 2009 is extended in two directions: first, the extended HadCRUT3 temperature series from Brohan et al. J Geophys Res 111:D12106, 2006 are used and, second, new breaking trend estimators and unit root tests are employed, along with direct modelling of breaking trend and unit root processes for the series. Some differences to the results of Gay-Garcia et al. are found: break dates are shifted to 1976 for global and northern hemisphere temperatures and to 1964 for the southern hemisphere. Although the results are somewhat ambiguous, global and northern hemisphere temperatures are probably best modelled by unit root processes with a break in drift, while southern hemisphere temperatures follow a breaking trend process with stationary fluctuations about this trend. Irrespective of the models selected, there is little evidence of trend warming before the breaks, i.e., until the third quarter of the 20th century, and after the breaks northern hemisphere and global trend temperatures warm quicker than in the southern hemisphere, the range being between 0.01 and 0.02 °C per annum. |
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