Articles | Volume 12, issue 1
https://doi.org/10.5194/ascmo-12-73-2026
https://doi.org/10.5194/ascmo-12-73-2026
23 Mar 2026
 | 23 Mar 2026

Comparing climate time series – Part 6: Testing equality of autoregressive parameters without assuming equality of noise variances

Timothy DelSole and Michael K. Tippett

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Comparison of climate time series – Part 5: Multivariate annual cycles
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Adv. Stat. Clim. Meteorol. Oceanogr., 10, 1–27, https://doi.org/10.5194/ascmo-10-1-2024,https://doi.org/10.5194/ascmo-10-1-2024, 2024
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Comparing climate time series – Part 4: Annual cycles
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Adv. Stat. Clim. Meteorol. Oceanogr., 8, 187–203, https://doi.org/10.5194/ascmo-8-187-2022,https://doi.org/10.5194/ascmo-8-187-2022, 2022
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Comparing climate time series – Part 3: Discriminant analysis
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Adv. Stat. Clim. Meteorol. Oceanogr., 8, 97–115, https://doi.org/10.5194/ascmo-8-97-2022,https://doi.org/10.5194/ascmo-8-97-2022, 2022
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Cited articles

Anderson, T. W.: An Introduction to Multivariate Statistical Analysis, Wiley-Interscience, ISBN 978-0-471-36091-9, 2003. a
Bartlett, M. S.: Properties of sufficiency and statistical tests, P. Roy. Soc. Lond. Ser. A, 160, 268–282, https://doi.org/10.1098/rspa.1937.0109, 1937. a
Bartlett, M. S.: Multivariate Analysis, Supplement to the Journal of the Royal Statistical Society, 9, 176–197, https://doi.org/10.2307/2984113 1947. a
Box, G. E. P., Jenkins, G. M., and Reinsel, G. C.: Time Series Analysis: Forecasting and Control, Wiley-Interscience, 4th Edn., ISBN 978-1-118-67502-1, 2008. a, b
Brockwell, P. J. and Davis, R. A.: Time Series: Theory and Methods, Springer Verlag, 2nd Edn., ISBN 0-387-97482-2, 1991. a
Short summary
We derived a new statistical test that can compare climate models and observations more broadly than before, while allowing for both natural fluctuations and human influences. Tests on global temperature data show that most climate models differ from observations in important ways.
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