Title: US sea level data: Time trends and persistence
Authors: Luis Alberiko Gil-Alana - University of Navarra (Spain) [presenting]
Guglielmo Maria Caporale - Brunel University London (United Kingdom)
Abstract: US sea level data are analyzed by 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.