Temperature Anomalies, Long Memory, and Aggregation

Econometric studies for global heating have typically used regional or global temperature averages to study its long memory properties. One typical explanation behind the long memory properties of temperature averages is cross-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature data has been missing. Thus, this paper studies the long memory properties of individual grid temperatures and compares them against the long memory dynamics of global and regional averages. Our results show that the long memory parameters in individual grid observations are smaller than those from regional averages. Global and regional long memory estimates are greatly affected by temperature measurements at the Tropics, where the data is less reliable. Thus, this paper supports the notion that aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the bandwidth parameter, limit for station radius of influence, and sampling frequency.

• Publication year

  2021

• Venue

  Econometrics

• Publication date

  2021-03-03

• Fields of study

  Economics, Environmental Science

• Identifiers
  DOI 10.3390/ECONOMETRICS9010009
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Frequency-Domain Evidence for Climate Change

  2020cited by this paper
• Spurious multivariate regressions under fractionally integrated processes

  2020cited by this paper
• Temperature variability implies greater economic damages from climate change

  2020cited by this paper
• Detecting long-range dependence with truncated ratios of periodogram ordinates

  2020cited by this paper
• Improvements in the GISTEMP Uncertainty Model

  2019cited by this paper
• The VIX, the Variance Premium, and Expected Returns

  2019cited by this paper
• On long memory origins and forecast horizons

  2017cited by this paper
• Long memory, fractional integration, and cross-sectional aggregation

  2017influential reference
• Homogenization of Chinese daily surface air temperatures and analysis of trends in the extreme temperature indices

  2013cited by this paper
• GLOBAL SURFACE TEMPERATURE CHANGE

  2010influential reference
• Effects of site change and urbanisation in the Beijing temperature series 1977–2006

  2010cited by this paper
• EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND

  2009cited by this paper
• Can aggregation explain the persistence of inflation

  2009influential reference
• Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends?

  2007cited by this paper
• Land/sea warming ratio in response to climate change: IPCC AR4 model results and comparison with observations

  2007cited by this paper
• Statistical Modeling of the Temperatures in the Northern Hemisphere Using Fractional Integration Techniques

  2005cited by this paper
• Contemporaneous aggregation of linear dynamic models in large economies

  2004cited by this paper
• Local Whittle estimation in nonstationary and unit root cases

  2004cited by this paper
• Aggregation of random parameters Ornstein‐Uhlenbeck or AR processes: some convergence results

  2004cited by this paper
• Persistence in Inflation: Does Aggregation Cause Long Memory?

  2004cited by this paper
• On the typical spectral shape of an economic variable

  2003cited by this paper
• A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER

  2003cited by this paper
• Modeling and forecasting from trend-stationary long memory models with applications to climatology

  2002influential reference
• NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION

  2000cited by this paper
• The spurious regression of fractionally integrated processes

  2000cited by this paper
• Time series properties of aggregated AR(1) processes with uniformly distributed coefficients

  1999cited by this paper
• Non-stationary log-periodogram regression

  1999cited by this paper
• Gaussian Semiparametric Estimation of Non‐stationary Time Series

  1999cited by this paper
• Log-Periodogram Regression Of Time Series With Long Range Dependence

  1999cited by this paper
• The mean squared error of Geweke and Porter‐Hudak's estimator of the memory parameter of a long‐memory time series

  1998influential reference
• SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES

  1995cited by this paper
• Gaussian Semiparametric Estimation of Long Range Dependence

  1995cited by this paper
• Trends in global temperature

  1992cited by this paper
• Climate spectra and detecting climate change

  1992cited by this paper
• Statistical Aspects of Self-Similar Processes

  1986cited by this paper
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

  1983cited by this paper
• Long memory relationships and the aggregation of dynamic models

  1980influential reference
• AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

  1980influential reference
• Fractional Brownian Motions, Fractional Noises and Applications

  1968cited by this paper
• How Long Is the Coast of Britain? Statistical Self-Similarity and Fractional Dimension

  1967cited by this paper
• THE PROBLEM OF LONG-TERM STORAGE IN RESERVOIRS

  1956cited by this paper
• This material may be protected by copyrights (U.S.Title 17).An Overview of the Global Historical Climatology Network Temperature Database

  year unknowncited by this paper

• LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia

  2024cites this paper
• Analyzing Stationarity in World Coffee Prices

  2024cites this paper
• Trends in temperatures in Sub-Saharan Africa. Evidence of global warming

  2024cites this paper
• Breaching 1.5{\deg}C: Give me the odds

  2024cites this paper
• Multiple serial correlations in global air temperature anomaly time series

  2024cites this paper
• The incremental information in the yield curve about future interest rate risk

  2023cites this paper
• Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings

  2023cites this paper
• Long memory and trend in time series of precipitation in Mozambique

  2023cites this paper
• Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change

  2023cites this paper
• Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models

  2023cites this paper
• What Drives Migration to Germany? A Panel Data Analysis.

  2022cites this paper
• Pandemic episodes, CO2 emissions and global temperatures

  2022cites this paper
• Temperature and precipitation in the US states: long memory, persistence, and time trend

  2022cites this paper
• Properties of Long Memory in Return innovations from Emerging Agricultural Markets

  2021cites this paper
• Inference and forecasting for continuous-time integer-valued trawl processes

  2021cites this paper
• Modelling and Estimating Large Macroeconomic Shocks During the Pandemic

  2021cites this paper
• Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans

  2021cites this paper
• A Statistical Model of the Global Carbon Budget

  2020cites this paper