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DOI | 10.1175/JCLI-D-17-0334.1 |
Memory Matters: A Case for Granger Causality in Climate Variability Studies | |
McGraw, Marie C.; Barnes, Elizabeth A. | |
2018-04-01 | |
发表期刊 | JOURNAL OF CLIMATE |
ISSN | 0894-8755 |
EISSN | 1520-0442 |
出版年 | 2018 |
卷号 | 31期号:8页码:3289-3300 |
文章类型 | Article |
语种 | 英语 |
国家 | USA |
英文摘要 | In climate variability studies, lagged linear regression is frequently used to infer causality. While lagged linear regression analysis can often provide valuable information about causal relationships, lagged regression is also susceptible to overreporting significant relationships when one or more of the variables has substantial memory (autocorrelation). Granger causality analysis takes into account the memory of the data and is therefore not susceptible to this issue. A simple Monte Carlo example highlights the advantages of Granger causality, compared to traditional lagged linear regression analysis in situations with one or more highly autocorrelated variables. Differences between the two approaches are further explored in two illustrative examples applicable to large-scale climate variability studies. Given that Granger causality is straightforward to calculate, Granger causality analysis may be preferable to traditional lagged regression analysis when one or more datasets has large memory. |
英文关键词 | Regression analysis Statistical techniques Statistics |
领域 | 气候变化 |
收录类别 | SCI-E |
WOS记录号 | WOS:000428694000018 |
WOS关键词 | SEA-ICE ; OSCILLATION ; COINTEGRATION ; FEEDBACK ; IMPACT ; ENSO |
WOS类目 | Meteorology & Atmospheric Sciences |
WOS研究方向 | Meteorology & Atmospheric Sciences |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://119.78.100.173/C666/handle/2XK7JSWQ/20766 |
专题 | 气候变化 |
作者单位 | Colorado State Univ, Dept Atmospher Sci, Ft Collins, CO 80523 USA |
推荐引用方式 GB/T 7714 | McGraw, Marie C.,Barnes, Elizabeth A.. Memory Matters: A Case for Granger Causality in Climate Variability Studies[J]. JOURNAL OF CLIMATE,2018,31(8):3289-3300. |
APA | McGraw, Marie C.,&Barnes, Elizabeth A..(2018).Memory Matters: A Case for Granger Causality in Climate Variability Studies.JOURNAL OF CLIMATE,31(8),3289-3300. |
MLA | McGraw, Marie C.,et al."Memory Matters: A Case for Granger Causality in Climate Variability Studies".JOURNAL OF CLIMATE 31.8(2018):3289-3300. |
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