Description Usage Format Source References Examples
The data are the temperatures (in degrees Celsius) averaged for the northern hemisphere over a full year, for years 1880 to 1987. The 108-year average temperature has been subtracted, so each observation is the temperature difference from the series average.
1 |
A data frame with 108 observations on the following 2 variables.
Year
year in which yearly average temperature was computed, from 1880 to 1987
Temp
northern hemisphere temperature minus the 108-year average (degrees Celsius)
Ramsey, F.L. and Schafer, D.W. (2002). The Statistical Sleuth: A Course in Methods of Data Analysis (2nd ed), Duxbury.
Jones, P.D. (1988). Hemispheric Surface Air Temperature Variations—Recent Trends Plus an Update to 1987, Journal of Climatology 1: 654–660.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | str(case1502)
# Residuals from regression fit, ignoring autocorrelation
resids <- lm(Temp ~ Year, case1502)$res
# PACF plot shows evidence of 1st order auto correlation
acf(resids,type="partial")
# 1st autocorrelation coef.
acorr1 <- acf(resids,type="correlation",plot=FALSE)$acf[2]
# Fit regression with filtered response and explanatory variables:
n <- length(case1502$Temp)
y <- with(case1502, Temp [2:n] - acorr1* Temp [1:(n-1)])
x <- with(case1502, Year [2:n] - acorr1* Year [1:(n-1)])
fit <- lm(y ~ x)
summary(fit) # Interpret coefficient of x as coefficient of Year
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'data.frame': 108 obs. of 2 variables:
$ Year: num 1880 1881 1882 1883 1884 ...
$ Temp: num -0.31 -0.27 -0.31 -0.39 -0.48 ...
Call:
lm(formula = y ~ x)
Residuals:
Min 1Q Median 3Q Max
-0.229613 -0.074123 0.003482 0.068846 0.200045
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -4.9268069 0.6154922 -8.005 1.71e-12 ***
x 0.0046035 0.0005809 7.924 2.56e-12 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.1016 on 105 degrees of freedom
Multiple R-squared: 0.3742, Adjusted R-squared: 0.3683
F-statistic: 62.8 on 1 and 105 DF, p-value: 2.563e-12
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