Measuring persistence in time series of temperature anomalies

Studies on persistence are important for the clarification of statistical properties of the analyzed time series and for understanding the dynamics of the systems which create these series. In climatology, the analysis of the autocorrelation function has been the main tool to investigate the persistence of a time series. In this paper, we propose to use a more sophisticated econometric instrument. Using this tool, we obtain an estimate of the persistence in global land and ocean and hemispheric temperature time series.