Here are plots of the autocorrelation functions and time series for the 17 gridcells with the highest AR1 coefficients in an ARMA (1,1) model. The locations and patterns are a little curious.
Here is a plot of ARMA (1,1) coefficients for the CRU data set plotted up against a world map. I ‘ve not seen anything like this plotted up before. I think that the patterns are really quite pretty.
I tested some cells which were outliers under the ARMA(1,1) model. Here’s the result of the first cell that I looked at: the top panel shows the ACF – which has an unusual structure to say the least. The temperature anomaly plot is shown in the second panel and is also unusual to say the […]
I did an ARMA (1,1) on the CRU monthly (as opposed to the usual annual) global data set to see what it looked like. The ARMA (1,1) coefficients for the GL data for the second half of the data set were similar to those observed in the satellite data (AR1 +0.93; MA1 -0.46), but were […]
I’ve had a few references sent in to me on applications of arima to surface temperature series.
A couple of days ago, I pointed out that the satellite GLB series could be modeled very well as a ARMA (1,1) model with parameters of AR1 = 0.9215 and MA1= -0.3185. I’ve gotten increasingly interested in ARMA (1,1) models with very high (>0.9 AR1 coefficients.) Vogelsang [1998] has some tables showing some very unexpected […]
Here’s an interesting little graphic and analysis of the new satellite data. It’s hard not to scratch your head sometimes at this entire subject matter, when you see the effect of pretty simple alternatives. The satellite data is modelled very nicely as ARMA c(1,0,1), which would imply entirely different conclusions about this data set and […]
Spencer and Christy have amended their satellite algorithm. Here are some links and comments, courtesy of ukweatherworld. I anticipate that there will some huffing and puffing about this, but Hans Erren’s graph should keep matters in perspective.
A little while ago, I mentioned here the curious and very large adjustment to 19th century sea surface temperatures based on changing hypotheses about the relative use of wood and canvas buckets. It’s always worth checking whether there’s a hidden agenda for seemingly innocent adjustments. Sometimes my instincts are pretty good. Here’s Figure 3.20 from […]
While there has been a great deal of discussion in other locations about possible urban heat island effect, there has been relatively little discussion about SST (sea surface temperature) adjustments and NMAT (night marine air temperature) adjustments. This is too bad. I’m not going to get into this, but there are some handy sources which […]
Climate Audit 