Scandinavian Working Papers in Economics

CAFO Working Papers,
Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics

No 2009:14: Testing the Periodicity on the Swedish Varve Data

Abdullah Almasri ()
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Abdullah Almasri: Centre for Labour Market Policy Research (CAFO), Postal: Centre for Labour Market Policy Research (CAFO), Dept of Economics and Statistics, School of Management and Economics, Växjö University , SE 351 95 Växjö, Sweden

Abstract: A glacial varve chronology from Sweden spanning the 2304–year period from -355 to 1979 A.D was analysed for evidence of climate variability during the last 2000 year. The data was analysed for significant broad band periodicities and narrow band periodicities. By using the F test based multitaper analysis, the band periodogram and wavelet Fisher tests we analyse the data and test for significant narrow and broad band cycles. The results show that we have a significant periodicity at 14, 11 and 2 year.

Keywords: Wavelet; Periodicity

JEL-codes: C01

10 pages, October 6, 2009

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Nek_wp14_09.pdf PDF-file 

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