Does sunspot numbers cause global temperatures? A reconsideration using non-parametric causality tests

dc.contributor.authorHassani, Hossein
dc.contributor.authorHuang, Xu
dc.contributor.authorGupta, Rangan
dc.contributor.authorGhodsi, Mansi
dc.contributor.emailrangan.gupta@up.ac.zaen_ZA
dc.date.accessioned2016-06-15T07:51:15Z
dc.date.issued2016-10
dc.description.abstractIn a recent paper, Gupta et al., (2015), analyzed whether sunspot numbers cause global temperatures based on monthly data covering the period 1880:1-2013:9. The authors find that standard time domain Granger causality test fails to reject the null hypothesis that sunspot numbers does not cause global temperatures for both full and sub-samples, namely 1880:1-1936:2, 1936:3-1986:11 and 1986:12-2013:9 (identified based on tests of structural breaks). However, frequency domain causality test detects predictability for the full-sample at short (2 to 2.6 months) cycle lengths, but not the sub-samples. But since, full-sample causality cannot be relied upon due to structural breaks, Gupta et al., (2015) concludes that the evidence of causality running from sunspot numbers to global temperatures is weak and inconclusive. Given the importance of the issue of global warming, our current paper aims to revisit this issue of whether sunspot numbers cause global temperatures, using the same data set and sub-samples used by Gupta et al., (2015), based on an nonparametric Singular Spectrum Analysis (SSA)-based causality test. Based on this test, we however, show that sunspot numbers have predictive ability for global temperatures for the three sub-samples, over and above the full-sample. Thus, generally speaking, our non-parametric SSA-based causality test outperformed both time domain and frequency domain causality tests and highlighted that sunspot numbers have always been important in predicting global temperatures.en_ZA
dc.description.departmentEconomicsen_ZA
dc.description.embargo2017-10-31
dc.description.librarianhb2016en_ZA
dc.description.urihttp://www.elsevier.com/locate/physaen_ZA
dc.identifier.citationHassani, H, Huang, X, Gupta, R & Ghodsi, M 2016, 'Does sunspot numbers cause global temperatures? - a reconsideration using non-parametric causality tests', Physica A : Statistical Mechanics and its Applications, vol. 460, pp. 54-56.en_ZA
dc.identifier.issn0378-4371 (print)
dc.identifier.issn1873-2119 (online)
dc.identifier.other10.1016/j.physa.2016.04.013
dc.identifier.urihttp://hdl.handle.net/2263/53237
dc.language.isoenen_ZA
dc.publisherElsevieren_ZA
dc.rights© 2016 Elsevier B.V. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Physica A : Statistical Mechanics and its Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Physica A : Statistical Mechanics and its Applications, vol. 460, pp. 54-65, 2016. doi : 10.1016/j.physa.2016.04.013.en_ZA
dc.subjectCausalityen_ZA
dc.subjectSingular spectrum analysisen_ZA
dc.subjectFrequency domainen_ZA
dc.subjectGlobal temperatures predictabilityen_ZA
dc.subjectSunspot numbersen_ZA
dc.titleDoes sunspot numbers cause global temperatures? A reconsideration using non-parametric causality testsen_ZA
dc.typePostprint Articleen_ZA

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