Skip to main content
Log in

Breaks and unit roots in global and hemispheric temperatures: an updated analysis

  • Published:
Climatic Change Aims and scope Submit manuscript

Abstract

The unit root testing within a breaking trend framework for global and hemispheric temperatures of Gay-Garcia, Estrada and Sánchez Clim Chang 94:333–349, 2009 is extended in two directions: first, the extended HadCRUT3 temperature series from Brohan et al. J Geophys Res 111:D12106, 2006 are used and, second, new breaking trend estimators and unit root tests are employed, along with direct modelling of breaking trend and unit root processes for the series. Some differences to the results of Gay-Garcia et al. are found: break dates are shifted to 1976 for global and northern hemisphere temperatures and to 1964 for the southern hemisphere. Although the results are somewhat ambiguous, global and northern hemisphere temperatures are probably best modelled by unit root processes with a break in drift, while southern hemisphere temperatures follow a breaking trend process with stationary fluctuations about this trend. Irrespective of the models selected, there is little evidence of trend warming before the breaks, i.e., until the third quarter of the 20th century, and after the breaks northern hemisphere and global trend temperatures warm quicker than in the southern hemisphere, the range being between 0.01 and 0.02 °C per annum.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

Notes

  1. The new data are currently available at http://hadobs.metoffice.com/hadcrut3/diagnostics/index.html.

  2. David Harvey kindly provided the Gauss programs on which these calculations are based.

References

  • Brohan P, Kennedy JJ, Harris I, Tett SFB, Jones PD (2006) Uncertainty estimates in regional and global temperature changes: a new dataset from 1850. J Geophys Res 111:D12106

    Article  Google Scholar 

  • Cavaliere G, Georgiev I (2007) Testing for unit roots in autoregressions with multiple level shifts. Econ Theory 23:1162–1215

    Article  Google Scholar 

  • Cavaliere G, Harvey DI, Leybourne SJ, Taylor AMR (2011) Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. Econ Theory 27:957–991

    Article  Google Scholar 

  • Elliott G, Rothenberg TJ, Stock JH (1996) Efficient tests for an autoregressive unit root. Econometrica 64:813–836

    Article  Google Scholar 

  • Estrada F, Gay C, Sànchez A (2010) A reply to “Does temperature contain a stochastic trend? Evaluating conflicting statistical results” by Kaufmann et al. Clim Chang 101:407–414

    Article  Google Scholar 

  • Gay-Garcia C, Estrada F, Sànchez A (2009) Global and hemispheric temperatures revisited. Clim Chang 94:333–349

    Article  Google Scholar 

  • Harris D, Harvey DI, Leybourne SJ, Taylor AMR (2009) Testing for a unit root in the presence of a possible break in trend. Econ Theory 25:1545–1588

    Article  Google Scholar 

  • Harvey DI, Mills TC (2001) Modelling global temperature trends using cointegration and smooth transitions. Stat Model 1:143–159

    Article  Google Scholar 

  • Harvey DI, Leybourne SJ, Taylor AMR (2010) The impact of the initial condition on robust tests of a linear trend. J Time Ser Anal 31:292–302

    Article  Google Scholar 

  • Kapetanios G (2005) Unit-root testing against the alternative hypothesis of up to m structural breaks. J Time Ser Anal 26:123–133

    Article  Google Scholar 

  • Kaufmann RK, Stern DI (1997) Evidence for human influence on climate from hemispheric temperature relations. Nature 388:39–44

    Article  Google Scholar 

  • Kaufmann RK, Kauppi H, Stock JH (2010) Does temperature contain a stochastic trend? Evaluating conflicting statistical results. Clim Chang 101:395–495

    Article  Google Scholar 

  • Kim D, Perron P (2009) Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses. J Econ 148:1–13

    Google Scholar 

  • Mills TC (2010) Skinning a cat: alternative models of representing temperature trends. Clim Chang 101:415–426

    Article  Google Scholar 

  • Perron P (1997) Further evidence of breaking trend functions in macroeconomic variables. J Econ 80:355–385

    Google Scholar 

  • Perron P, Qu Z (2007) A simple modification to improve the finite sample properties of Ng and Perron’s unit root tests. Econ Lett 94:12–19

    Article  Google Scholar 

  • Perron P, Rodriguez G (2003) GLS detrending, efficient unit root tests and structural change. J Econ 115:1–27

    Google Scholar 

  • Perron P, Yabu T (2009) Testing for shifts in trend with an integrated stationary noise component. J Bus Econ Stat 27:369–396

    Article  Google Scholar 

  • Perron P, Zhu X (2005) Structural breaks with deterministic and stochastic trends. J Econ 129:65–119

    Google Scholar 

  • Vogelsang TJ, Perron P (1998) Additional tests for a unit root allowing the possibility of breaks in the trend function. Int Econ Rev 39:1073–1100

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Terence C. Mills.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mills, T.C. Breaks and unit roots in global and hemispheric temperatures: an updated analysis. Climatic Change 118, 745–755 (2013). https://doi.org/10.1007/s10584-012-0672-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10584-012-0672-5

Keywords

Navigation