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Testing for trends and causality in Swedish environmental data, using Wavelet analysis
Karlstad University.
Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
Linnaeus University, School of Business and Economics, Department of Economics and Statistics. Jönköping University.ORCID iD: 0000-0002-3416-5896
2013 (English)Conference paper, Oral presentation only (Refereed)
Abstract [en]

This paper utilizes Wavelet based methodology to estimate and test for trends and granger causality in temperature andprecipitation. We use quarterly data from Sweden for the period 1884 up to 2011. The analysis suggests that temperatureand precipitation in Sweden currently have a positive trend in 2011. Thus the recent lower levels of the variables 2009-2010are estimated to be temporary fluctuations or deviations from the trend. Moreover, in the short run there are feedbackeffects between the variables and over longer periods, 4-8 years, temperature granger cause precipitation.

Place, publisher, year, edition, pages
2013.
Keywords [en]
Granger causality, Wavelet, Mann Kendall test, Temperature and precipitation
National Category
Probability Theory and Statistics
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-30678OAI: oai:DiVA.org:lnu-30678DiVA, id: diva2:666540
Conference
1st Global Conference on Environmental Studies, Antalya, Turkey, April 24-26, 2013
Available from: 2013-11-22 Created: 2013-11-22 Last updated: 2016-12-14Bibliographically approved

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Locking, HåkanShukur, Ghazi

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • nn-NB
  • sv-SE
  • Other locale
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Output format
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  • asciidoc
  • rtf