ESD Earth System Dynamics ESD Earth Syst. Dynam. 2190-4987 Copernicus Publications Göttingen, Germany 10.5194/esd-3-173-2012 Polynomial cointegration tests of anthropogenic impact on global warming Beenstock M. 1 Reingewertz Y. 2 Paldor N. 3 Department of Economics, the Hebrew University of Jerusalem, Mount Scopus Campus, Jerusalem, Israel Department of Economics, the George Washington University, 2115 G St, Washington DC, USA Fredy and Nadine Herrmann Institute of Earth Sciences, the Hebrew University of Jerusalem, Edmond J. Safra Campus, Givat Ram, Jerusalem, Israel 21 11 2012 3 2 173 188 Copyright: © 2012 M. Beenstock et al. 2012 This work is licensed under the Creative Commons Attribution 3.0 Unported License. To view a copy of this licence, visit https://creativecommons.org/licenses/by/3.0/ This article is available from https://esd.copernicus.org/articles/3/173/2012/esd-3-173-2012.html The full text article is available as a PDF file from https://esd.copernicus.org/articles/3/173/2012/esd-3-173-2012.pdf

We use statistical methods for nonstationary time series to test the anthropogenic interpretation of global warming (AGW), according to which an increase in atmospheric greenhouse gas concentrations raised global temperature in the 20th century. Specifically, the methodology of polynomial cointegration is used to test AGW since during the observation period (1880–2007) global temperature and solar irradiance are stationary in 1st differences, whereas greenhouse gas and aerosol forcings are stationary in 2nd differences. We show that although these anthropogenic forcings share a common stochastic trend, this trend is empirically independent of the stochastic trend in temperature and solar irradiance. Therefore, greenhouse gas forcing, aerosols, solar irradiance and global temperature are not polynomially cointegrated, and the perceived relationship between these variables is a spurious regression phenomenon. On the other hand, we find that greenhouse gas forcings might have had a temporary effect on global temperature.

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