TITLE:
HAC-Robust Measurement of the Duration of a Trendless Subsample in a Global Climate Time Series
AUTHORS:
Ross R. McKitrick
KEYWORDS:
Global Warming, Trend, HAC-Robust, Trendless Subsample
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.7,
August
28,
2014
ABSTRACT: The IPCC has drawn attention to an apparent
leveling-off of globally-averaged temperatures over the past 15 years or so.
Measuring the duration of the hiatus has implications for determining if the
underlying trend has changed, and for evaluating climate models. Here, I
propose a method for estimating the duration of the hiatus that is robust to
unknown forms of heteroskedasticity and autocorrelation (HAC) in the
temperature series and to cherry-picking of endpoints. For the specific case of
global average temperatures I also add the requirement of spatial consistency between
hemispheres. The method makes use of the Vogelsang-Franses (2005) HAC-robust
trend variance estimator which is valid as long as the underlying series is
trend stationary, which is the case for the data used herein. Application of
the method shows that there is now a trendless interval of 19 years duration at
the end of the HadCRUT4 surface temperature series, and of 16 - 26 years in the
lower troposphere. Use of a simple AR1 trend model suggests a shorter hiatus of
14 - 20 years but is likely unreliable.