Abstract
The HadCRUT4 time series of 166 annual values of global average temperature was analysed both deterministically and stochastically and the results compared. The deterministic model comprised the sum of a linear trend and a multi-decadal oscillation fitted by ordinary least squares regression. The stochastic model was an ARMA(1,2) model with a drift term included. The deterministic model showed a linear trend of 0.5℃ per century while the stochastic model showed no significant drift. In both cases, the residuals were tested for self-correlation using standard statistical tests. The residuals from the deterministic model were significantly self-correlated whereas those from the stochastic model were not. We conclude that the stochastic model was a much better fit to the data and that the apparent linear trend of the deterministic model was spurious and a consequence of performing a regression in which time was the explanatory variable.
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