US Sea Level Data: Time Trends and Persistence
23 Pages Posted: 14 May 2020
Date Written: 2020
This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which Â implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the East Coast and the Gulf of Mexico, and negative ones in the case 4 stations on the North West Coast, but none for the remaining 8 on the West Coast. The highest degree of persistence is found for the West Coast and the lowest for the East Coast.
Keywords: sea level, time trends, fractional integration
JEL Classification: C210, Q540
Suggested Citation: Suggested Citation