US Sea Level Data: Time Trends and Persistence
23 Pages Posted: 14 May 2020
Date Written: 2020
Abstract
This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which  implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.
Keywords: sea level, time trends, fractional integration
JEL Classification: C210, Q540
Suggested Citation: Suggested Citation