Comments on: The New “IPCC Test” for Long-Term Persistence http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/ by Steve McIntyre Mon, 28 May 2012 07:56:05 +0000 hourly 1 http://wordpress.com/ By: The FOI Myth #2 « Climate Audit http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-213413 Wed, 30 Dec 2009 01:37:01 +0000 http://www.climateaudit.org/?p=1793#comment-213413 [...] Statistics In May 2007, also arising out of AR4, I submitted a second FOI request to CRU (see post here) regarding the calculation of Durbin-Watson statistics in IPCC AR4, then hot off the [...]

]]> By: UC http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93746 Wed, 25 Jul 2007 14:54:21 +0000 http://www.climateaudit.org/?p=1793#comment-93746 tex almost worked, simpler quote:

With V estimated as below, hatbeta=0.00448, with SE(hatbeta)=0.0022. An immediate implication is that there is evidence, not overwhelming, of a positive trend. We remark that there is in fact literature on alternative models (see Bloomfield (1992), Smith (1993) and Haslett (1997)), and given that, as we have seen from our model hatbeta/SE(hatbeta) is ‘borderline’ there is a real issue in addressing such alternatives.

]]> By: UC http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93745 Wed, 25 Jul 2007 14:52:11 +0000 http://www.climateaudit.org/?p=1793#comment-93745 Here’s something related (found this article by chance) ,
<em>Residuals For the Linear Model With General Covariance Structure</em> John Haslett; Kevin Hayes Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 60, No. 1. (1998), pp. 201-215.
They use Jones and Briffa (1992) global temperature data, and fit a trend.
<blockquote>With V estimated as below, \hat{\beta}=0.00448 , with SE(\hat{\beta})=0.0022. An immediate implication is that there is evidence, not overwhelming, of a positive trend. We remark that there is in fact literature on alternative models (see Bloomfield (1992), Smith (1993) and Haslett (1997)), and given that, as we have seen from our model latex \hat{\beta}\SE(\hat{\beta}) $ is ‘borderline’ there is a real issue in addressing such alternatives. </blockquote>
It is all about how you model the covariance matrix of the noise term (V in the quote).. Gavin uses a bit naive model in the above, and IMO trend with CI is quite useless in such data where the generating model is almost completely unknown.

]]> By: Bob Weber http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93744 Thu, 12 Jul 2007 23:23:18 +0000 http://www.climateaudit.org/?p=1793#comment-93744 Thanks John. Just to confirm I’ll try once more.
(1-\alpha)F_{o}=\epsilon\sigma4T^4

Bob

]]> By: John A http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93743 Wed, 11 Jul 2007 07:00:49 +0000 http://www.climateaudit.org/?p=1793#comment-93743 Bob,

In order to use LaTeX, you need to put the expressions between [tex ][/ tex] tags (except without the spaces) and not use the $$ commands.

Thus your test would be

[tex ](1-\alpha)F_{o}=\epsilon\sigma4T^4[/ tex]

which will render to

(1-\alpha)F_{o}=\epsilon\sigma4T^4

]]> By: Bob Weber http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93742 Wed, 11 Jul 2007 06:05:25 +0000 http://www.climateaudit.org/?p=1793#comment-93742 Quick latex test.
$$(1-\alpha)F_{o}=\epsilon\sigma4T^4$$

]]> By: UC http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93741 Sun, 08 Jul 2007 15:38:03 +0000 http://www.climateaudit.org/?p=1793#comment-93741

He shows that very significantly e(t) is not i.i.d,

Ooops, meant Y(t), but probably e(t) is neither,

[P,dw]=dwtest(res,X)

P =

0.0107977427341995

dw =

1.52406604865248

]]> By: UC http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93740 Sun, 08 Jul 2007 15:24:11 +0000 http://www.climateaudit.org/?p=1793#comment-93740 Comment #67, RC UHI discussion , gavin computes CIs using

\hat{\sigma}^2(X^TX)^{-1}

and i.i.d Gaussian e(t). He shows that very significantly e(t) is not i.i.d, funny guy.

]]> By: UC http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93739 Sat, 07 Jul 2007 08:45:14 +0000 http://www.climateaudit.org/?p=1793#comment-93739 #2

I think what they are saying is that they regressed Y(t)=a+bt+e(t) where Y(t) is the temperature series and e(t) are the residuals, modeled e(t) = rho.e(t-1)+u(t), ie an AR1 process for e(t), computed a DW stat for u(t), and instead of using the tables based on T-2 degrees of freedom, computed the “effective degrees of freedom” concept, which is a formula involving rho.

With model Y(t) = a +bt + e(t), and unknown covariance matrix of e(t), where can you go?? Maybe they, for some reason, know that structure of that covariance matrix is the one of AR1 process, but still the variance and rho remains to be estimated. How to deal with the case b = 0? That yields completely different estimate of covariance matrix.

One answer to my question in #15 seems to be the exponential function, or integrated RW, cumsum(cumsum(white noise)). Hopefully we’ll see the exact code soon, maybe it makes sense, I’d be happy to learn new stuff.

]]> By: Sam Urbinto http://climateaudit.org/2007/07/04/the-new-ipcc-test-for-long-term-persistence/#comment-93738 Fri, 06 Jul 2007 15:34:29 +0000 http://www.climateaudit.org/?p=1793#comment-93738 There’s an old Lambert post from 2004 on Mckitrick 2002 Global Average Temperature Series graphs, and it’s funny seeing everyone misunderstand the point, at least as far as I got it. It seemed to me the point Steve was making was that we have to know the methods you used to calculate your results, because there are different ways of doing things, ways that will give improper answers. They seemed to have been convinced he was saying any method of calculation is as good as any other. I suppose that’s because that’s how they do a number of things themselves…..

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