Warming Break Trends and Fractional Integration in the Northern, Southern, and Global Temperature Anomaly Series

Abstract

This paper deals with the estimation of time trends in temperature anomaly series. However, instead of imposing that the estimated residuals from the time trends are covariance stationary processes with spectral density that is positive and finite at the zero frequency [I(0)], the author allows them to be fractionally integrated. In this context, a new procedure for testing fractional integration with segmented trends is applied to the northern, southern, and global temperature anomaly series. The results show that the three series are fractionally integrated, and the warming effects are substantially higher after the break in all cases.