OLS Trend Analysis of CET Daily Mean Temperatures 1772-2016

23 Pages Posted: 12 Apr 2017

Date Written: April 12, 2017

Abstract

A month by month trend analysis at an annual time scale of the daily mean Central England Temperature (CET) series 1772-2016 shows a general warming trend for most autumn and winter months. These trends are usually described in terms of anthropogenic global warming (AGW). OLS diagnostics reveal anomalies in the data having to do with asymmetry, non-linearity, and serial Hurst dependence in the series of generational trends in a 30-year moving window. Therefore, the phenomena of nature that generated this temperature series are best understood in terms of nonlinear patterns within the sample period rather than a single linear OLS trend-line across the whole of the sample period.

Keywords: Global warming, climate change, station temperature data, trend analysis, trend profile, CET, Monte Carlo simulation, numerical methods, OLS assumptions, Hurst dependency, nonlinearity, OLS diagnostics

Suggested Citation

Munshi, Jamal, OLS Trend Analysis of CET Daily Mean Temperatures 1772-2016 (April 12, 2017). Available at SSRN: https://ssrn.com/abstract=2951507 or http://dx.doi.org/10.2139/ssrn.2951507

Jamal Munshi (Contact Author)

Sonoma State University ( email )

1801 East Cotati Avenue
Rohnert Park, CA 94928
United States

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