美国海平面数据:时间趋势和持久性

G. Caporale, L. Gil‐Alana, L. Sauci
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引用次数: 0

摘要

本文采用长记忆法和分数积分法对美国海平面数据进行了分析。所有级数在(0,1)范围内都表现出积分的阶数,这暗示了长程相关性;另外,东海岸和墨西哥湾29个台站的时间趋势为显著正趋势,西北海岸4个台站的时间趋势为显著负趋势,而西海岸8个台站的时间趋势均为显著负趋势。西海岸的持久性最高,东海岸的持久性最低。
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US Sea Level Data: Time Trends and Persistence
This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.
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