29 Pages Posted: 17 Jun 2015
Date Written: June 15, 2015
The aim of this paper is to assess how climate change is reflected in the variation of the seasonal patterns of the monthly Central England Temperature time series between 1772 and 2013. In particular, we model changes in the amplitude and phase of the seasonal cycle. Starting from the seminal work by Thomson (“The Seasons, Global Temperature and Precession”, Science, 7 April 1995, vol 268, p. 59–68), a number of studies have documented a shift in the phase of the annual cycle implying an earlier onset of the spring season at various European locations. A significant reduction in the amplitude of the seasonal cycle is also documented. The literature so far has concentrated on the measurement of this phenomenon by various methods, among which complex demodulation and wavelet decompositions are prominent. We offer new insight by considering a model that allows for seasonally varying deterministic and stochastic trends, as well as seasonally varying autocorrelation and residual variances. The model can be summarized as containing a permanent and a transitory component, where global warming is captured in the permanent component, on which the seasons load differentially. The phase of the seasonal cycle, on the other hand, seems to follow Earth’s precession in a stable manner, and the reported fluctuations are identified as transitory.
Keywords: Global Warming, Seasonal Models, Structural Change, Amplitude and Phase Shifts
JEL Classification: C2
Suggested Citation: Suggested Citation
Proietti, Tommaso and Hillebrand, Eric T., Seasonal Changes in Central England Temperatures (June 15, 2015). CEIS Working Paper No. 347. Available at SSRN: https://ssrn.com/abstract=2618452 or http://dx.doi.org/10.2139/ssrn.2618452