Tuesday, November 29, 2011

"The reconstructions clearly show a ‘hockey-stick’ trend."

Therefore, I thought I’d play around with some randomly generated time-series and see if I could ‘reconstruct’ northern hemisphere temperatures.

I first generated 1000 random time-series in Excel – I did not try and approximate the persistence structure in tree-ring data. The autocorrelation therefore of the time-series was close to zero, although it did vary between each time-series.

Playing around therefore with the AR persistent structure of these time-series would make a difference. However, as these series are generally random white noise processes, I thought this would be a conservative test of any potential bias.

The reconstructions clearly show a ‘hockey-stick’ trend. I guess this is precisely the phenomenon that Macintyre has been going on about.

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