Skip to main content

Advertisement

SpringerLink
Log in

Role of the natural and anthropogenic radiative forcings on global warming: evidence from cointegration–VECM analysis

  • Published:
Environmental and Ecological Statistics Aims and scope Submit manuscript

Abstract

Over the last few years there has been much debate about the hypothesis that anthropogenic emissions of CO2 and other greenhouse gases increase global temperature permanently. By using recent advances in time series econometrics, this paper tries to answer the question on how human activity affects Earth’s surface temperatures. Bearing in mind this goal, we estimated the long-run cointegration relations between global temperatures and changes in radiative forcings by a set of perturbing factors. We found that the temperature response to a doubling in radiative forcing of anthropogenic greenhouse gases is + 2.94 °C [95 % CI: + 1.91, + 3.97], in perfect accordance with prior research, and that the orthogonalized cumulated effect over a 100 year time period, in response to a unit increase of size of one standard deviation in greenhouse gas radiative forcing, is + 3.86 °C [95 % CI: + 0.03, + 6.54]. Conversely, the amplitude of solar irradiance variability is hardly sufficient to explain observed variations in the Earth’s climate. Our results show that the combined effect of stochastic trends attributable to anthropogenic radiative forcing variations are driving the Earth’s climate system toward an ongoing phase of global warming, and that such long-run movement is unlikely to be transient.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Andrews DWK (1993) Tests for parameter instability and structural change with unknown change point. Econometrica 61(4):821–856. http://www.jstor.org/stable/295176

    Google Scholar 

  • Beenstock M, Reingewertz Y (2010) Polynomial cointegration tests of the Anthropogenic theory of global warming. Technical report. http://economics.huji.ac.il/facultye/beenstock/papers.html

  • Benestad R, Schmidt G (2009) Solar trends and global warming. J Geophys Res 114(D14): D14–101. doi:10.1029/2008JD011639

    Article  Google Scholar 

  • Brohan P, Kennedy J, Harris I, Tett S, Jones P (2006) Uncertainty estimates in regional and global observed temperature changes: a new data set from 1850. J Geophys Res 111: D12–106. doi:10.1029/2005JD006548

    Article  Google Scholar 

  • Cavaliere G, Rahbek A, Taylor AR (2010) Testing for co-integration in vector autoregressions with non-stationary volatility. J Econom 158(1): 7–24. doi:10.1016/j.jeconom.2010.03.003

    Article  Google Scholar 

  • Cheung YW, Lai KS (1997) Bandwidth selection, prewhitening, and the power of the Phillips–Perron test. Econom Theory 13(5):679–691. http://www.jstor.org/stable/3532622

    Google Scholar 

  • Candelon B, Lütkepohl H (2001) On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. Econom Lett 73(2): 155–160. doi:10.1016/S0165-1765(01)00478-5

    Article  Google Scholar 

  • Collins W, Ramaswamy V, Schwarzkopf M, Sun Y, Portmann R, Fu Q, Casanova S, Dufresne J, Fillmore D, Forster P, Galin V, Gohar L, Ingram W, Kratz D, Lefebvre M, Li J, Marquet P, Oinas V, Tsushima Y, Uchiyama T, Zhong W (2006) Radiative forcing by well-mixed greenhouse gases: estimates from climate models in the Intergovernmental Panel on Climate Change (IPCC) Fourth Assessment Report (AR4). J Geophys Res 111(D14): D14–317. doi:10.1029/2005JD006713

    Article  Google Scholar 

  • Crutzen P (2002) Geology of mankind. Nature 415(6867): 23. doi:10.1038/415023a

    Article  PubMed  CAS  Google Scholar 

  • Demetrescu M, Lütkepohl H, Saikkonen P (2009) Testing for the cointegrating rank of a VAR process with uncertain deterministic trend term. Econom J 12(3): 414–435. doi:10.1111/j.1368-423X.2009.00297.x

    Article  Google Scholar 

  • Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. JASA 74(366):427–431. http://www.jstor.org/stable/2286348

    Google Scholar 

  • Dickey DA, Fuller WA (1981) Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49(4):1057–1072. http://www.jstor.org/stable/1912517

    Google Scholar 

  • Dickey DA, Pantula SG (1987) Determining the order of differencing in autoregressive processes. J Bus Econ Stat 5(4):455–461. http://www.jstor.org/stable/1391997

    Google Scholar 

  • Dolado JJ, Jenkinson T, Sosvilla-Rivero S (1990) Cointegration and unit roots. J Econom Surv 4(3): 249–273. doi:10.1111/j.1467-6419.1990.tb00088.x

    Article  Google Scholar 

  • Enders W (2004) Applied time series econometrics. Cambridge University Press, Cambridge

    Google Scholar 

  • Engle RF, Granger CWJ (1987) Co-integration and error correction: representation, estimation and testing. Econometrica 55(2):251–276. http://www.jstor.org/stable/1913236

  • Fuller WA (1995) Introduction to statistical time series, 2nd edn. Wiley, London. doi:10.1002/9780470316917.fmatter

  • Gay-Garcia C, Estrada F, Sánchez A (2009) Global and hemispheric temperatures revisited. Clim Chang 94(3): 333–349. doi:10.1007/s10584-008-9524-8

    Article  Google Scholar 

  • Gonzalo J, Lee T (1998) Pitfalls in testing for long-run relationship. J Econom 84: 129–154. doi:10.1016/S0304-4076(97)00111-5

    Article  Google Scholar 

  • Haldrup N (1998) An econometric analysis of I(2) variables. J Econom Surv 12(5): 595–650. doi:10.1111/1467-6419.00069

    Article  Google Scholar 

  • Hamilton JD (1994) Time series analysis. Princeton University Press, Princeton, NJ

    Google Scholar 

  • Hansen J, Sato M, Ruedy R, Kharecha P, Lacis A, Miller R, Nazarenko L, Lo K, Schmidt G, Russell G, Aleinov I, Bauer S, Baum E, Cairns B, Canuto V, Chandler M, Cheng Y, Cohen A, Del Genio A, Faluvegi G, Fleming E, Friend A, Hall T, Jackman C, Jonas J, Kelley M, Kiang N, Koch D, Labow G, Lerner J, Menon S, Novakov T, Oinas V, Perlwitz J, Perlwitz J, Rind D, Romanou A, Schmunk R, Shindell D, Stone P, Sun S, Streets D, Tausnev N, Thresher D, Unger N, Yao M, Zhang S (2007) Climate simulations for 1880–2003 with GISS modele. Clim Dyn 29(7): 661–696. doi:10.1007/s00382-007-0255-8

    Article  Google Scholar 

  • Hansen J, Ruedy R, Sato M, Lo K (2010) Global surface temperature change. Rev Geophys 48(4): RG4004. doi:10.1029/2010RG000345

    Article  Google Scholar 

  • Harvey DI, Leybourne SJ, Taylor AMR (2009) Unit root testing in practice: dealing with uncertainty over the trend and initial conditions. Econom Theory 25: 587–636. doi:10.107/S026646660809018X

    Article  Google Scholar 

  • Hjelm G, Johansson MW (2005) A Monte Carlo study on the pitfalls in determining deterministic components in cointegrating models. J Macroecon 27: 691–703. doi:10.1016/j.jmacro.2004.03.005

    Article  Google Scholar 

  • IPCC and Core Writing Team (2007) Climate change 2007: synthesis report. IPCC, Geneva, Switzerland

  • Johansen S (1995) Likelihood-based inference on cointegrated vector autoregressive models (advanced texts in econometrics). Oxford University Press, Oxford

    Book  Google Scholar 

  • Jones P, Parker D, Osborn T, Briffa K (2011) Global and hemispheric temperature anomalies–land and marine instrumental records. In: Trends: a compendium of data on global change. Carbon Dioxide Information Analysis Center, Oak Ridge National Laboratory, US Department of Energy, Oak Ridge, TN, USA. doi:10.3334/CDIAC/cli.002

  • Kaufmann R, Stern D (2002) Cointegration analysis of hemispheric temperature relations. J Geophys Res 107(D2): 4012. doi:10.1029/2000JD000174

    Article  Google Scholar 

  • Kaufmann R, Kauppi H, Stock J (2006) The relationship between radiative forcing and temperature: what do statistical analyses of the instrumental temperature record measure?. Clim Chang 77: 279–289. doi:10.1007/s10584-006-9063-0

    Article  CAS  Google Scholar 

  • Kaufmann R, Kauppi H, Stock J (2010) Does temperature contain a stochastic trend? Evaluating conflicting statistical results. Clim Chang 101(3): 395–405. doi:10.1007/s10584-009-9711-2

    Article  CAS  Google Scholar 

  • Krivova N, Solanki S, Unruh Y (2009) Towards a long-term record of solar total and spectral irradiance. J Atmos Sol-Terr Phys 73(2–3): 223–234. doi:10.1016/j.jastp.2009.11.013

    Google Scholar 

  • Kwiatkowski D, Phillips PCB, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root. J Econom 54(1–3): 159–178

    Article  Google Scholar 

  • Lean J (2000) Evolution of the sun’s spectral irradiance since the maunder minimum. Geophys Res Lett 27(16): 2425–2428. doi:10.1029/2000GL000043

    Article  CAS  Google Scholar 

  • Leybourne SJ, Newbold P (2003) Spurious rejections by cointegration test induced by structural breaks. Appl Econom 35: 1117–1121. doi:10.1080/0203684032000082068

    Article  Google Scholar 

  • Liu H, Rodríguez G (2005) Human activities and global warming: a cointegration analysis. Environ Model Softw 20(6): 761–773. doi:10.1016/j.envsoft.2004.03.017

    Article  Google Scholar 

  • Lütkepohl H (2007) New introduction to multiple time series analysis, Corr. 2nd printing 2007 edn. Springer, Berlin

    Google Scholar 

  • Lütkepohl H, Saikkonen P, Trenkler C (2004) Testing for the cointegrating rank of a VAR process with level shift at unknown time. Econometrica 72(2): 647–662. doi:10.1111/j.1468-0262.2004.00505.x

    Article  Google Scholar 

  • Luthi D, Le Floch M, Bereiter B, Blunier T, Barnola JM, Siegenthaler U, Raynaud D, Jouzel J, Fischer H, Kawamura K, Stocker TF (2008) High-resolution carbon dioxide concentration record 650,000–800,000 years before present. Nature 453(7193): 379–382. doi:10.1038/nature06949

    Article  PubMed  Google Scholar 

  • MacKinnon JG (1996) Numerical distribution functions for unit root and cointegration tests. J Appl Econom 11(6):601–618. http://www.jstor.org/stable/2285154

  • Mills T (2009) How robust is the long-run relationship between temperature and radiative forcing?. Clim Chang 94: 351–361. doi:10.1007/s10584-008-9525-7

    Article  Google Scholar 

  • Muggeo V (2003) Estimating regression models with unknown break-points. Stat Med 22(19): 3055–3071. doi:10.1002/sim.1545

    Article  PubMed  Google Scholar 

  • National Research Council—Board on Atmospheric Sciences and Climate: (2006) Surface Temperature Reconstructions for the Last 2,000 Years. National Academies Press, Washington, DC

    Google Scholar 

  • Ng S, Perron P (1995) Unit root tests in arma models with data-dependent methods for the selection of the truncation lag. JASA 90(429):268–281. http://www.jstor.org/stable/2291151

  • Olivier JGJ, Van Aardenne JA, Dentener FJ, Pagliari V, Ganzeveld LN, Peters JAHW (2005) Recent trends in global greenhouse gas emissions: regional trends 1970–2000 and spatial distribution of key sources in 2000. Environ Sci 2(2): 81–99. doi:10.1080/15693430500400345

    Article  Google Scholar 

  • Perron P (1989) The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57(6):1361–1401. http://www.jstor.org/stable/1913712

    Google Scholar 

  • Pesaran MH, Shin Y (1998) Generalized impulse response analysis in linear multivariate models. Econ Lett 58: 17–29. doi:10.1016/S0165-1765(97)00214-0

    Article  Google Scholar 

  • Pfaff B (2008) Analysis of integrated and cointegrated time series with R, 1st edn. Springer, Berlin

    Book  Google Scholar 

  • Phillips PCB, Perron P (1988) Testing for a unit root in time series regression. Biometrika 75(2):335–346. http://www.jstor.org/stable/2336182

    Google Scholar 

  • Pittock B (2009) Can solar variations explain variations in the earth’s climate?. Clim Chang 96(4): 483–487. doi:10.1007/s10584-009-9645-8

    Article  Google Scholar 

  • Ramaswamy V, Boucher O, Haigh J, Hauglustaine D, Haywood J, Myhre G, Nakajima T, Shi G, Solomon S, Betts RE, et al (2001) Radiative forcing of climate change. In: Houghton J, Ding Y, Griggs D, Noguer M, van der Linden P, Dai X, Maskell K, Johnson C (eds) Climate change 2001: the scientific basis. Contribution of working group I to the third assessment report on the Intergovernmental Panel on Climate Change, 2001

  • Said S, Dickey DA (1984) Testing for unit roots in autoregressive moving-average models of unknown order. Biometrika 71: 599–607

    Article  Google Scholar 

  • Sato M, Hansen JE, McCormick MP, Pollack JB (1993) Stratospheric aerosol optical depths, 1850. J Geophys Res 98(D12):22987–22994. doi:10.1029/93JD02553

    Google Scholar 

  • Scafetta N, West B (2007) Phenomenological reconstructions of the solar signature in the northern hemisphere surface temperature records since 1600. J Geophys Res 112: D24S03. doi:10.1029/2007JD008437

    Article  Google Scholar 

  • Scafetta N, West B (2008) Is climate sensitive to solar variability?. Phys Today 61(3): 50–51

    Article  Google Scholar 

  • Schwert WG (1989) Test for unit roots: a Monte Carlo investigation. J Bus Econ Stat 7(2):147–159. http://www.jstor.org/stable/1392146

  • Seth A (2010) A MATLAB toolbox for Granger causal connectivity analysis. J Neurosci Method 186(2):262–273. doi:10.1016/j.jneumeth.2009.11.020

    Google Scholar 

  • Solomon S, Qin D, Manning M, Chen Z, Marquis M, Averyt K, Tignor M, Miller H (2007) Climate Change 2007: the physical science basis. Contribution of working group i to the fourth assessment report on the Intergovernmental Panel on Climate Change. IPCC, Geneva, Switzerland

    Google Scholar 

  • Stern DI (2006) An atmosphere–ocean time series model of global climate change. Comput Stat Data Anal 51(2): 1330–1346. doi:10.1016/j.csda.2005.09.016

    Article  Google Scholar 

  • Stern DI, Kaufmann RK (1997) Time series properties of global climate variables: detection and attribution of climate change. Working papers in ecological economics 9702. Australian National University, Centre for Resource and Environmental Studies, Ecological Economics. http://econpapers.repec.org/paper/anuwpieep/9702.htm

  • Stern DI, Kaufmann RK (1999) Econometric analysis of global climate change. Environ Model Softw 14(6): 597–605. doi:10.1016/S1364-8152(98)00094-2

    Article  Google Scholar 

  • Stern D, Kaufmann R (2000) Detecting a global warming signal in hemispheric temperature series: a structural time series analysis. Clim Chang 47(4): 411–438. doi:10.1023/A:1005672231474

    Article  Google Scholar 

  • Zivot E, Andrews DWK (1992) Further evidence on the great crash, the oil-price shock and the unit-root hypothesis. J Bus Econ Stat 20(1):25–45. http://www.jstor.org/stable/1392148

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Agricultural Research Council, Research Unit for Cropping Systems in Dry Environments, Via C. Ulpiani 5, 70125, Bari, Italy

    Domenico Vitale

  2. Department of Informatics, University of Bari Aldo Moro, Via E. Orabona 4, 70125, Bari, Italy

    Massimo Bilancia

Authors
  1. Domenico Vitale
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Massimo Bilancia
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Domenico Vitale.

Additional information

Handling Editor: Ashis SenGupta.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Vitale, D., Bilancia, M. Role of the natural and anthropogenic radiative forcings on global warming: evidence from cointegration–VECM analysis. Environ Ecol Stat 20, 413–444 (2013). https://doi.org/10.1007/s10651-012-0226-z

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10651-012-0226-z

Keywords

Search

Navigation