Working Paper

US Sea Level Data: Time Trends and Persistence

Guglielmo Maria Caporale, Luis A. Gil-Alana, Laura Sauci
CESifo, Munich, 2020

CESifo Working Paper No. 8274

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  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.

CESifo Category
Resources and Environment
Empirical and Theoretical Methods
Keywords: sea level, time trends, fractional integration
JEL Classification: C210, Q540