Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data
研究了两个时间序列之间线性趋势斜率比的估计和推断方法,考虑了序列相关,并针对全球温度数据中的对流层增温比率问题给出了实践建议。
We examine estimation and inference of the ratio of linear trend slopes between two time series. Our methodological results are motivated by recent empirical climate papers that estimate and test hypotheses about the relative warming rate in the lower‐troposphere relative to surface warming, i.e. the amplification ratio. We analyze statistical properties of several estimators and test statistics that allow serial correlation. Relative merits of the estimators and test statistics depend on the magnitude of the trend slopes relative to the noise in the data. We make specific recommendations for practitioners. We revisit the empirical findings of Klotzbach et al . (2009, 2010) and obtain similar results using our recommended approach.