Polynomial Cointegration Tests of the Anthropogenic Theory of Global Warming
Michael Beenstock and Yaniv Reingewertz – Department of Economics, The Hebrew University, Mount Scopus, Israel.
Abstract:
We use statistical methods designed for nonstationary time series to test the anthropogenic theory of global warming (AGW). This theory predicts that an increase in atmospheric greenhouse gas concentrations increases global temperature permanently. Specifically, the methodology of polynomial cointegration is used to test AGW when global temperature and solar irradiance are stationary in 1st differences, whereas greenhouse gas forcings (CO2, CH4 and N2O) are stationary in 2nd differences.
We show that although greenhouse gas forcings share a common stochastic trend, this trend is empirically independent of the stochastic trend in temperature and solar irradiance. Therefore, greenhouse gas forcings, global temperature and solar irradiance are not polynomially cointegrated, and AGW is refuted. Although we reject AGW, we find that greenhouse gas forcings have a temporary effect on global temperature. Because the greenhouse effect is temporary rather than permanent, predictions of significant global warming in the 21st century by IPCC are not supported by the data.
Paper here (PDF)
I can just see the headline in the Daily Mail
“Greenhouse gas forcings, global temperature and solar irradiance are not polynomially cointegrated!”
Bu like Hank I don’t see any indication the paper has been published in a journal.
“Tom P (14:05:38) :
This is certainly the first work to state “it is not the level of greenhouse gas forcings that matters, but the change in the level.” There is no physical basis for such a behaviour, and none is even suggested in this paper.”
May i help you. A given level of greenhouse gas forcings leads to a certain equilibrium temperature. If you want a higher temperature you need to add greenhouse gases (assuming there were no negative water vapour feedback, this could even work). Simple enough?
The link points to a PDF named Nature_Paper091209.pdf, so guess where it has been submitted…
You would probably need a Statistics expert to translate the details, but in page 10 it says: “During the second half of the 20th century greenhouse gas forcings accelerated due in particular to increased carbon emissions. Our model predicts that this effect will be temporary unless these forcing continue to accelerate. Since carbon emissions depend on the level of global economic activity, this continued acceleration would unreasonably imply faster economic growth in the 21st century than in the 20th. Our results also imply that cutting carbon emissions will only induce a short-term reduction in global temperature, leaving no long run effect.”
Ouch!
The conclusion is quiet direct too.
Tom P (14:05:38)
The physical basis would be that it takes a while for the neutralising process to catch up so there is only a measurable effect whilst the change in rate of emissions is still in progress.
It’s too foggy for me to be too confident about it at the moment though the results would be convenient.
Smokey (13:50:09) :
Viscount Monckton analyzes global warming numbers: click
After clicking:
Huh?
While I am not qualified to meaningfully critique this paper I would not discount mathematical methods entirely. The climate is thought to be deterministically chaotic and the various forcings and feedbacks are obviously deterministic.
From the paper, solar irradiance contributed 0.40°C (74%) of the 0.54°C warming from 1880-2000, and CO2 contributed .09°C (17%) (and note man-made CO2 emissions only constitute 3-4% of the atmospheric CO2- therefore the man-made CO2 contribution to temperature would be 0.0036°C):
Contributions to Global Warming in the 20th Century
1940-2000 1880-2000
Solar irradiance 0.17 0.40
rfCO2 0.20 0.09
rfCH4 0.11 0.03
rfN2O 0.002 0.03
Total 0.48 0.54
Change in temperature 0.43 0.54
If I understand this paper correctly, and I wouldn’t bet that I do, the part of global temperature influenced by GHG will remain fixed if the rate of increase of GHG is fixed. If the rate of increase is increased or reduced then the global temperature will go up or down, following the GHG trend. This seems a bit too simple which usually means I need to read it again.
R. Gates (13:53:54) :
From both a mathematical standpoint, and the very marginal “science” involved in this paper…it is pure crap.
Translation: I don’t understand the paper and it doesn’t agree with my worldview, so it “must” be a piece of crap.
BTW, I don’t understand the paper either, but I will await the opinion of those who do understand the statistics used.
I never cease to be amazed how credulous climate skeptics are. Constantly forgetting that the theory of AGW depends on an understanding of radiative physics, and hyping the most dubious of analyses. Like this paper. The findings of which are blatently aphysical. I defy anyone to come up with a reasonable physical mechanism to explain this “our results clearly indicate that it is not the level of greenhouse gas forcings that matters, but the change in the level”
Slightly off-topic but, I think, highly relevant.
I wonder if we would ever hear Beethoven’s symphonies if they were subject to the peer-review process? Some Salieri would opine that “from both a musicological standpoint, and the very marginal “harmony” involved in Beethoven’s scores…they are pure crap.” His peers would applaud, because, you see, they couldn’t hope to be Beethoven’s peers, could they?
I suspect that Mozart was peer-reviewed by Salieri and his peers. It is known that a second-rate composer Hasse remarked that “if Mozart is to live another 10 years, we all shall end up penniless.”
Franz Schubert was also peer-reviewed to oblivion during his life. He always submitted his compositions to all kinds of competitions, and never won. Anybody remembers the winners, by any chance? His namesake, professor Franz Schubert from Berlin, even threatened to sue him for the insult of attributing “that crap” to his noble, peer-reviewed name.
Wonderful thing, this peer-review process! It eradicates talent and daring thought in embryo, and perpetually protects the well-being of the well-connected mediocrity. You want to kill something — science, music, art, culture, education, anything? Institutionalize it, make it dependent on government subsidies, and make any publication subject to peer review.
Et voila! It’s dead.
Richard M
Central Canada (manitoba) has been moslty extremely cold or extremely warm this winter. Recently it has been about seasonal, but Nov was very warm, Dec very cold, then Jan half and half (of the extremes). iirc.
Jean Parisot (14:15:07) :
Maybe it just fell out of the sky.
Maybe the heat didn’t?
Now, we have moved the problem from the area stated to the area blocking.
The question was not what caused the warmer winter anomaly in Central Canada, but how the colder winter anomaly got down to the Central US without a clear path.
Heat, when it comes to depicting anomalies, is extremely misleading.
If (for example) the temperatures in Central Canada were -10F (normally -20F)
and the Central US was -10F (normally 1F) the anomaly picture is misleading.
Which is why I really don’t care to see them without the accompanying real temp maps.
The current forced heat agenda wants to beat the world up with a “look only at the HOT anomaly, and pay no attention to the man behind the anomaly curtain.
“Who dares come before the Great and Terrible C0z?”
Richard Telford: who is being “credulous”? Most of the posts commenting on the paper are questioning its status or disputing its claims. Methinks you’re seeing what you want to see.
Tom P (14:05:38) : “I take it the authors are economists, not scientists.”
What?! Not members of the high priesthood? This is fully in accord with the established traditions of climatology. The primary qualification is to be politically correct. Otherwise, why would the head of the IPCC be a transportation engineer and author of smutty books?
Where are the data tables?
Richard Telford:
“Blatently aphysical”? It seems to me that your remarks are, first of all, “blatantly illiterate.”
I “read” the paper, but please don’t ask me!
JDN,
Looks like you’ll need to go through references i (which was a Nature article), v, and vi.
Not heretics? Or deviants better not discussed. Abominations?
Well, as some one said, they are still economists. So they have not defected, sinned, or mutated into beasts.
They must be “ignorant beyond belief” instead.
We shall see. The PDF doesn’t seem to tell enough about the code used or the data. I don’t see that as reason for concern it will show up. Or not.
I look forward to what the experts will tell us.
“Finally, we have estimated equation (2) using revised and extended (to 2006) data for solar irradiance.xx Prior to 1980 these data were based on various proxy measures. Data since 1980 are based on instrumental measures from satellites. Whereas the data in NASA GISS used 15 years of satellite data, the revised data use 26 years. We note that the revised data behave differently to the original in that the ratio of revised to original decreases during 1850 to 1950 but increases subsequently. Also, surprisingly, the revised series is not cointegrated with the original. We have focused on the original data since these were used by others who claimed that global temperature is cointegrated with solar irradiance and greenhouse gas forcings.
When we use the revised data, equation (2) ceases to be cointegrated. This happens because, as noted, the revised data are quite different to the original. The revised data confirm that greenhouse gas forcing do not polynomially cointegrate with global temperature. However, they also reject the hypothesis that global temperature varies directly with the change in greenhouse gas forcings, and indeed, that solar irradiance is a driver of climate change. ”
What do the authors mean when they say that “the revised series is not cointegrated with the original” ? What is being implied here about the quality of the two data sets?
Mike Ramsey
Frederick Davies:
And accepted?
A Google scholar search shows nothing, and a Nature.com search shows nothing.
In his resume webpage – http://economics.huji.ac.il/facultye/beenstock/cv.pdf – it is listed under “current working papers”.
JDN (14:13:26) : “Where the hell do these guys get off using “nonstationary time series” and “methodology of polynomial cointegration”? Looking through their paper, they say things like “The method of cointegration is designed to test hypotheses with time series data that are non-stationary to the same order, and to avoid the pitfall of spurious regression….” I condemn their efforts and have zero confidence in their conclusions until the put forward a convincing argument that other people can follow.”
Part of the risk of visiting science blogs is that you may run into terminology peculiar to areas of science of which you are partly or totally ignorant. Most people either look it up or let it go, instead of flaunting their ignorance in public.
I’m reading it now… so far so good. I’ve been saying the same thing about polynomial cointegration for years but no one would listen (okay, not really). However, this looks like a draft. Was it really accepted by Nature? If so, has hell frozen over?
Before people get too excited about the methods involved you should be aware that there is a huge literature in econometrics on co-integration, and Granger was given the Nobel prize in econometrics for introducing the concept. The basic idea is that if time series are not stationary then the standard regression techniques will often give good-looking but spurious relationships. Granger and Newbold found, for example, that two random walks would often give high and apparently significant R2 if correlated with each other, even though there was no no real relationship. What Granger showed was that it was sensible to try and explain stationary variables with a combination of non-stationary variables provided that the combination of non-stationary variables was itself stationary. There is a nice light hearted explanation by Michael Murray, originally in the American statistician, I think here
http://www.ulrich-fritsche.net/Material/murray1994.pdf
The first thing any econometrician does these days is to examine any time series to see whether it is stationary or not. The jargon is no worse than in any other field. It’s just a bit unfamiliar.