Exploring Granger causality between global average observed time series of carbon dioxide and temperature

Evan Kodra, Singdhansu B Chatterjee, Auroop R. Ganguly

Research output: Contribution to journalArticle

34 Citations (Scopus)

Abstract

Detection and attribution methodologies have been developed over the years to delineate anthropogenic from natural drivers of climate change and impacts. A majority of prior attribution studies, which have used climate model simulations and observations or reanalysis datasets, have found evidence for human-induced climate change. This papers tests the hypothesis that Granger causality can be extracted from the bivariate series of globally averaged land surface temperature (GT) observations and observed CO2 in the atmosphere using a reverse cumulative Granger causality test. This proposed extension of the classic Granger causality test is better suited to handle the multisource nature of the data and provides further statistical rigor. The results from this modified test show evidence for Granger causality from a proxy of total radiative forcing (RC), which in this case is a transformation of atmospheric CO2, to GT. Prior literature failed to extract these results via the standard Granger causality test. A forecasting test shows that a holdout set of GT can be better predicted with the addition of lagged RC as a predictor, lending further credibility to the Granger test results. However, since second-order-differenced RC is neither normally distributed nor variance stationary, caution should be exercised in the interpretation of our results.

Original languageEnglish (US)
Pages (from-to)325-335
Number of pages11
JournalTheoretical and Applied Climatology
Volume104
Issue number3-4
DOIs
StatePublished - Jan 1 2011

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Granger causality test
carbon dioxide
time series
temperature
climate change
climate effect
radiative forcing
land surface
climate modeling
surface temperature
methodology
test
atmosphere
simulation

Cite this

Exploring Granger causality between global average observed time series of carbon dioxide and temperature. / Kodra, Evan; Chatterjee, Singdhansu B; Ganguly, Auroop R.

In: Theoretical and Applied Climatology, Vol. 104, No. 3-4, 01.01.2011, p. 325-335.

Research output: Contribution to journalArticle

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