Exploring Granger causality between global average observed time series of carbon dioxide and temperature

Abstract

Detection and attribution methodologies have been developed over the years to delineate anthropogenic from natural drivers of climate change and impacts. A majority of prior attribution studies, which have used climate model simulations and observations or reanalysis datasets, have found evidence for human-induced climate change. This papers tests the hypothesis that Granger causality can be extracted from the bivariate series of globally averaged land surface temperature (GT) observations and observed CO₂ in the atmosphere using a reverse cumulative Granger causality test. This proposed extension of the classic Granger causality test is better suited to handle the multisource nature of the data and provides further statistical rigor. The results from this modified test show evidence for Granger causality from a proxy of total radiative forcing (RC), which in this case is a transformation of atmospheric CO₂, to GT. Prior literature failed to extract these results via the standard Granger causality test. A forecasting test shows that a holdout set of GT can be better predicted with the addition of lagged RC as a predictor, lending further credibility to the Granger test results. However, since second-order-differenced RC is neither normally distributed nor variance stationary, caution should be exercised in the interpretation of our results.