HAC-Robust Measurement of the Duration of a Trendless Subsample in a Global Climate Time Series


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.

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McKitrick, R. (2014) HAC-Robust Measurement of the Duration of a Trendless Subsample in a Global Climate Time Series. Open Journal of Statistics, 4, 527-535. doi: 10.4236/ojs.2014.47050.

Conflicts of Interest

The authors declare no conflicts of interest.


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