This is a very pretty example, though the problem is endemic as Mann et al 2008 uses Mannomatic methods for industrial strength voodoo correlations.
This one came up from trying to replicate Mannian confidence intervals from original data – an effort which promptly foundered because my CPS emulation, which, after much effort, finally worked on the 1850-1995 period, immediately foundered when I tried with the “late-miss” (1850-1949) and “early-miss” (1896-1995) calibrations. So back to step by step reconciliation, obviously a lot easier since a lot of modules are working. UC saved the Matlab intermediates so we had something to work with.
Here’s what happened.
In making my “late-miss” emulation for AD1000, I got all the “right” proxies and the calculations all worked (with a little editing.) But the orientation of the Socotra dO18 speleothem was inverted in the late-miss version (this is the speleothem series that we looked at in some detail a month ago, but that’s just a coincidence.)
Huh?? Why would the orientation be right in one emulation and wrong in another emulation? The answer was very timely in terms of “voodoo correlations”.
The “low-frequency” correlation was 0.476 for the 1850-1995 period: a “significant” correlation. The “low-frequency” correlation for the subperiod 1850-1949 was also “significant”: but it was -0.580.
In my initial attempt to emulate Mann’s “late-miss” recon, I had oriented the series using the sign of the correlation for the 1850-1995 period. Silly me. It appears that Mann’s alignment is so opportunistic that the same series is used in different orientations depending on whether it is a “late miss” or “early miss” version. Industrial strength Mannomatic.