Contents

EXECUTIVE SUMMARY................................................................................................. 2
INTRODUCTION........................................................................................................... 2
TIME SERIES ANALYSIS................................................................................................ 4
Modelling Approach 1: Winters Additive Method....................................................5
Modelling Approach 2: ARIMA Modelling.................................................................7
RESULT AND CONCLUSION........................................................................................ 11
APPENDIX................................................................................................................. 11
References................................................................................................................ 16

Figure
Figure
Figure
Figure
Figure
Figure
Figure
Figure
Figure
Figure
Figure

1 Time Series Plot of Model Building Data Generated in Minitab-------------------3

2 ACF, PACF and Variogram for the data---------------------------------------------------4
3 Spectral Density graph for the data.-----------------------------------------------------4
4 Error minimizing Discount factors for winters Additive method-----------------5
5 Results for Method with Discount factor as 0.2---------------------------------------6
6 Residual plots, winters Method------------------------------------------------------------7
7 Time series Model with forecast for ARIMA model-----------------------------------8
8 ARIMA (0, 1, 1) X (0, 1, 1)12 Model summary statistics-----------------------------8
9 Sample ACF for ARIMA (0, 1, 1) (0, 1, 1) 12----------------------------------------------9
10 Sample PACF for ARIMA (0, 1, 1) (0, 1, 1) 12-------------------------------------------9
11 Residual plot for ARIMA model----------------------------------------------------------10

Table 1 Actual v/s predicted values for winter's Method---------------------------------------6

Table 2 General ARIMA model parameters---------------------------------------------------------7
Table 3 Actual and Forecasted values of the ARIMA model----------------------------------10

EXECUTIVE SUMMARY
We have performed a time series analysis on the Global atmospheric CO 2 content in this term project. The
data obtained for the series is in terms of the parts per millions in the atmosphere for many different sites
around the world. We initially analyzed the data as a basic time series to find out its basic characteristics.
We used 80% of the available data for the Modelling part. The remaining data was used to check the
forecasting accuracy of the model. On realizing that the data had an increasing trend with seasonal
changes we used a winters additive method to model the data. We modeled the data with different values
for the smoothing constants. However, trying to fit an error minimizing model using JMP resulted in
smoothing values of 1 for the level and no trend or seasonal terms. This was strange as there was clearly a
trend and seasonal component apparent from the time series plot. The model also was not invertible for an
equivalent ARIMA model. Apart from this, the initial plot indicated that the data was not stationary. So
we needed differencing model for this data apart from an appropriate AR and MA terms. A general
ARIMA model with different number of AR and MA terms were fit using JMP. We selected ARIMA (0,
1, 1) X (0, 1, 1) 12 model from various options as this model offered better performance measurement
values. We forecasted the Global atmospheric CO 2 content for the remainder of the 20% data points to
check the performance of the models. The forecasted error was minimal showing a very good fit of the
model to the data.

INTRODUCTION
With increasing industrial development over the past century the effects of modern technology has started
showing its impact on the environment. The average global temperature has steadily increased over this
time period. Much of this temperature change or Global warming is attributed to the increased amounts of
Greenhouse gases in the atmosphere, specifically CO 2.
OBJECTIVE:
To analyze the Global monthly CO2 concentration in the air as a time series. The data used for model
building spans from January, 1980 to April, 2008 (data split in to 80% for model building, 20 % for
testing). We want to forecast the CO 2 concentrations after April, 2008 using the model that we build from
the previous data. We will be comparing these forecasted values to actual measured values for the same
time period.
DATA:
The data was obtained from the Earth System research Laboratory Website [1]. The sites that are
considered for this measurement have samples predominantly of Marine Boundary layer. These MLB

2
sites are usually located at remote marine sea level locations with prevailing onshore winds [2]. They
calculate the CO2 concentration by taking means of the values found from different MLB sites from all
over the world. The actual data is measured continuously at the sites and average values are taken over
the entire month. The link to the data is provided in the reference. As mentioned before, we have split the
data in to a model building data for modelling and a test data for comparing the forecasts.
INITIAL PLOT
We plotted the time series data for the test data in Figure 1. The plot shows an increasing trend which
looks linear and a seasonal cycle pattern. The season length seems to be, more or less 12 months which is
possible since the data is the monthly values of CO2 concentration.

Global CO2 Concenration in PPM

Average Global CO2 in PPM

390

380

370

360

350

340

330
Month Jan
Year 1980

Jan

Jan

Jan

Jan

Jan

Jan

Jan

1984

1988

1992

1996

2000

2004

2008

Figure 1 Time Series Plot of Model Building Data Generated in Minitab

The linear increase is attributed to industrialization, increased number of Vehicles,

flights and other factors usually related to global economic development. However,
the seasonal pattern may be due to very different reasons and is not very easy to
explain. Apart from these 2 characteristics the data seems to be very Clean with
very less variation over time and no apparent extreme values.

TIME SERIES ANALYSIS

There are few ways to model seasonal time series data. This can be decided from
the initial analysis of the timer series data. As seen in Figure 1, there is a trend and
seasonal component to the model. The ACF and PACF graphs can be used to judge
the nature of the data. These graphs along with the Variogram is shown in Figure 2.

Figure 2 ACF, PACF and Variogram for the data

The very slow decaying of the ACF plot, near unit value of PACF at lag 1 and nonstable Variogram plot indicate that the data is non-stationary. This suggests that
differencing will be required on the original data to model it using ARIMA technique.
The spectral density analysis shown in Figure 3 confirms the presence of 12 period
seasonal pattern in the data.

4
Figure 3 Spectral Density graph for the data.

Modelling Approach 1: Winters Additive Method

The text suggests winters method for modelling data with seasonal or cyclical
pattern. We performed winters Additive method on the data using JMP software.
The additive model was used since the amplitude of the seasonal pattern was
independent of the level of the data. The values of the discount factors for level,
trend and seasonal components were to be kept between 0 and 1 while minimizing
the squared sum of errors.
The estimates given by JMP is shown in Figure 4. It suggested that the level of
smoothing factor be set at 1 and that for trend and seasonality be set at 0.
However, the analysis of the linear fit on the model shown in the APPENDIX
AppTable I shows that there is significant linear trend in the model. The seasonal
cycle pattern can also not be overlooked looking at the Spectral density.

Figure 4 Error minimizing Discount factors for winters Additive method

JMP results also suggest that this model has a non-invertible MA component in the
equivalent ARIMA model which is troubling. Thus, we decided to fix all the discount
factors at 0.2 as suggested in the text [3]. The output of this model and the
summary statistics is shown in Figure 5. This model has a much higher sum of
squared errors and higher AIC and SBC values. This is expected as this model has
more parameters in it and AIC and SBC punishes models with more parameters to
estimate.

Figure 5 Results for Method with Discount factor as 0.2

The forecasted values for the next 12 months is shown in Table 1. We have also
forecasted the values for the remaining values for the data that we have in
AppTable II in the APPENDIX. The deterioration in the predictive capacity of the
model is very less as seen from the predicted and actual values for the latest data.

Date
2008-05
2008-06

2008-07

2008-08

2008-09

2008-10

2008-11

2008-12
2009-01

Upper CL
95%
386.7578
63

386.29

Forecast
ed
386.1996
7

385.35

385.3913
704

384.4451
006

383.82

383.8501
6

383.2256
437

382.50

382.6044
673

383.4559
582

382.29

382.8030
87

384.8787
61

383.43

384.1887
657

386.3367
259

384.92

385.6043
222

385.9654
144

387.3637
225
388.0895
898

Actual
Values

386.01
386.77

386.5838
487
387.2574
514

Err
or
0.0
9
0.0
4
0.0
3
0.1
0
0.5
1
0.7
6
0.6
8
0.5
7
0.4

Lower CL
95%
385.6414
769
384.8173
264
383.2552
194
381.9832
91
382.1502
158
383.4987
704
384.8719
184
385.8039
749
386.4253
13

2009-02

2009-03

2009-04

388.6497
004

387.21

387.7607
878

389.1599
587

387.43

388.2100
459

389.6241
52

387.73

388.6092
839

387.71

388.5939
278

389.7118
758

2009-05

9
0.5
5
0.7
8
0.8
8
0.8
8

386.8718
752
387.2601
332
387.5944
158
387.4759
798

Table 1 Actual v/s predicted values for winter's Method

From the forecast error values it seems that the model slightly overestimates the
value of CO2 concentration. We suggest using a constant term to offset this error to
improve the model. The residual plots for the model is shown in Figure 6 does not
imply any serious violation in the normality assumption, or the constant variance
assumption.

Residual Plots for Average Global CO2 in PPM

Normal Probability Plot

Versus Fits

99.9

90

Residual

Percent

99

50
10

0
-1

1
0.1

-2

-1

-2

340

350

360

370

Residual

Fitted Value

Histogram

Versus Order

380

80

Residual

Frequency

1
60
40
20
0

-1.80

-1.35 -0.90 -0.45

0.00

Residual

0.45

0.90

1.35

0
-1
-2

50

100

150

200

250

Observation Order

Figure 6 Residual plots, winters Method

300

Modelling Approach 2: ARIMA Modelling

The sample ACF and PACF plots shown in Figure 2 indicated the data is nonstationary. Thus differencing is necessary for ARIMA modelling. We performed
general ARIMA modelling using JMP with the differencing order set 1 for both the
non-seasonal and seasonal terms (the first difference removed some stationarity
but the Variogram plot suggests that a seasonal differencing might also be
required). The Autoregressive and Moving Average terms were varied over 0 and 1.

Table 2 General ARIMA model parameters

It is very difficult to find the order of the AR and MA terms of the time series from
the ACF and PACF plots shown in Figure 2. Which is why the order was not fixed by
us beforehand.
The top models suggested by JMP is shown in Table 2. The best model suggested is
a seasonal ARIMA model ARIMA (0, 1, 1) X (0, 1, 1) 12. This model has very low AIC and SBC
values which shows the model is very parsimonious. The variance, MAPE and MAE values are very low
as well.

Figure 7 Time series Model with forecast for ARIMA model

Figure 8 ARIMA (0, 1, 1) X (0, 1, 1)12 Model summary statistics

Error: Reference source not found shows the summary statistics for the ARIMA
model along with estimates for the seasonal and non-seasonal parameter for the
Moving average term.

ACF of Residuals for Average Global CO2 in PPM

(with 5% significance limits for the autocorrelations)
1.0
0.8

Autocorrelation

0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1

12

18

24

30

36

42

48

54

60

Lag

Figure 9 Sample ACF for ARIMA (0, 1, 1) (0, 1, 1) 12

PACF of Residuals for Average Global CO2 in PPM

(with 5% significance limits for the partial autocorrelations)
1.0

Partial Autocorrelation

0.8
0.6
0.4
0.2
0.0
-0.2
-0.4
-0.6
-0.8
-1.0
1

12

18

24

30

36

42

48

54

60

Lag

Figure 10 Sample PACF for ARIMA (0, 1, 1) (0, 1, 1)12

Figure 9 and Figure 10 show the sample ACF and PACF plot for the ARIMA model.
This model has successfully removed the non-stationarity of the data. The sample
PACF values is slightly high for some lags for the data, however, it is not very
serious. The values are very low at lags 12 and it is multiple which means that the
seasonality has been captured.

10

Figure 11 Residual plot for ARIMA model

The residual plots for the ARIMA model in Figure 11 does not show any apparent
problems with the normality and constant variance assumption of the data. The
comparison of the forecasted values for the next 12 months after the last month of
the modelling data set is shown in Table 3.

Date
2008-05
2008-06
2008-07
2008-08
2008-09
2008-10
2008-11
2008-12
2009-01

Lower CL
Actual
Predicted
Forecast
Upper CL
(0.95)
Values
Value
Error
(0.95)
386.091686
4
386.29
386.3313299
-0.04 386.5709733
385.027223
8
385.35
385.5237459
-0.17
386.020268
383.313875
1
383.82
383.9739049
-0.15 384.6339348
381.893606
7
382.50
382.6840146
-0.18 383.4744225
381.893868
8
382.29
382.7960051
-0.51 383.6981413
383.105731
3
383.43
384.1072078
-0.68 385.1086842
384.366797
5
384.92
385.4586126
-0.54 386.5504277
385.199780
2
386.01
386.3750102
-0.37 387.5502401
385.754637
386.77
387.0077417
-0.24 388.2608462

11

2009-02
2009-03
2009-04

3
386.165922
9
386.550258
386.902281
9

387.21
387.43

387.4923376
387.946138

-0.28
-0.52

388.8187523
389.3420181

387.73

388.3643306

-0.63

389.8263793

Table 3 Actual and Forecasted values of the ARIMA model

All the actual values fall within the upper and lower 95 % prediction intervals for this
model which indicated that the model is a very good predictive model. The
predicted values for the remainder of the available data is shown in AppTable IV in
the APPENDIX. The forecast errors for the latest months shown in AppTable IV is very
low and the model has not deteriorated much with values so far ahead in the future.

RESULT AND CONCLUSION

Comparing the two modules, winters method and ARIMA (0, 1, 1) X (0, 1, 1)12, shows that
the AIC and SBC values for the ARIMA model are much lower. The variance and standard deviation
values for the ARIMA model are lower as well. The forecast errors for ARIMA model for the latest
months are much lower compared to the winters method and show minimal deterioration. Looking at all
these parameters we suggest using the ARIMA (0, 1, 1) X (0, 1, 1) 12 model.

12

APPENDIX

AppTable I Analysis of Linear fit

Date
2009-06
2009-07
2009-08
2009-09
2009-10
2009-11
2009-12
2010-01
2010-02
2010-03
2010-04
2010-05
2010-06
2010-07
2010-08
2010-09
2010-10
2010-11
2010-12
2011-01
2011-02
2011-03
2011-04
2011-05
2011-06
2011-07
2011-08

Upper CL
388.9736
387.5058
386.3368
386.6152
388.0836
389.5846
390.6522
391.4164
392.0128
392.5574
393.0542
393.1672
392.4596
391.0211
389.8802
390.1857
391.6802
393.2064
394.2985
395.0865
395.7060
396.2732
396.7920
396.9222
396.2360
394.8186
393.6983

Actual
386.74
384.87
383.50
383.71
385.24
386.77
387.70
388.45
389.14
389.47
389.76
389.72
388.81
387.21
386.09
386.53
388.09
389.50
390.22
390.74
391.19
391.50
391.88
391.90
390.97
389.04
387.74

Forecast
387.7856
386.2444
384.9987
385.1973
386.5830
387.9985
388.9781
389.6517
390.1550
390.6043
391.0035
390.9881
390.1798
388.6386
387.3929
387.5916
388.9772
390.3928
391.3723
392.0459
392.5493
392.9985
393.3977
393.3824
392.5741
391.0329
389.7872

Err
-

Lower CL 95%
386.5976339
384.9829509
383.6605511
383.7794026
385.0824078
386.4125257
387.3039739
387.8869714
388.2972771
388.6511703
388.9527917
388.8090868
387.9001611
386.2561915
384.9056706
384.9974518
386.2743355
387.5791904
388.4461546
389.0053771
389.3925551
389.7239135
390.003545
389.8426015
388.9121932
387.2472156
385.8761273

13
2011-09
2011-10
2011-11
2011-12
2012-01
2012-02
2012-03
2012-04
2012-05
2012-06
2012-07
2012-08
2012-09
2012-10
2012-11
2012-12
2013-01
2013-02
2013-03
2013-04
2013-05
2013-06
2013-07
2013-08
2013-09
2013-10
2013-11
2013-12
2014-01
2014-02
2014-03
2014-04
2014-05
2014-06
2014-07
2014-08
2014-09
2014-10
2014-11
2014-12
2015-01
2015-02
2015-03
2015-04
2015-05
2015-06
2015-07

394.0239
395.5382
397.0838
398.1950
399.0018
399.6397
400.2251
400.7618
400.9068
400.2383
398.8383
397.7352
398.0778
399.6087
401.1710
402.2985
403.1214
403.7753
404.3765
404.9289
405.0873
404.4342
403.0495
401.9616
402.3191
403.8650
405.4420
406.5841
407.4214
408.0897
408.7051
409.2716
409.4424
408.8033
407.4325
406.3583
406.7295
408.2889
409.8793
411.0348
411.8854
412.5668
413.1952
413.7747
413.9572
413.3309
411.9729

388.15
389.73
391.10
391.90
392.42
393.02
393.54
393.80
393.69
392.66
390.88
389.77
390.37
391.96
393.37
394.19
394.90
395.51
396.07
396.52
396.58
395.80
394.28
393.08
393.07
394.34
395.77
396.72
397.43
397.85
398.11
398.43
398.49
397.52
395.90
394.79
394.90
396.18
397.69
398.62
399.26
399.85
400.34
400.94
400.99
399.76
398.17

389.9858
391.3715
392.7870
393.7666
394.4402
394.9435
395.3928
395.7920
395.7767
394.9684
393.4271
392.1814
392.3801
393.7657
395.1813
396.1608
396.8344
397.3378
397.7870
398.1863
398.1709
397.3626
395.8214
394.5757
394.7743
396.1600
397.5756
398.5551
399.2287
399.7320
400.1813
400.5805
400.5652
399.7569
398.2157
396.9700
397.1686
398.5543
399.9698
400.9493
401.6229
402.1263
402.5755
402.9748
402.9594
402.1511
400.6099

385.9477512
387.2048606
388.4902996
389.3381842
389.8786432
390.2473559
390.5605307
390.8222453
390.6465213
389.6984442
388.0160457
386.6277721
386.6824351
387.9227979
389.1916947
390.0232331
390.5475336
390.9002677
391.197637
391.4437126
391.2545888
390.2910429
388.5933338
387.1899023
387.2295548
388.4550491
389.7092152
390.5261557
391.0359873
391.3743775
391.657524
391.8894944
391.6879603
390.7104415
388.9988728
387.5816913
387.6077007
388.8196559
390.060384
390.8639852
391.3605736
391.6858142
391.9559026
392.1749041
391.9617396
390.9713608
389.2470183

AppTable II Actual v/s predicted values for winter's Method.

14

AppTable III First difference model Wt = (1-B)Yt

Date
200805
200806
200807
200808
200809
200810
200811
200812
200901

Lower CL
Actual
Predicted
Forecast
Upper CL
(0.95)
Values
Value
Error
(0.95)
386.091686
4
386.29
386.3313299
-0.04
386.5709733
385.027223
8
385.35
385.5237459
-0.17
386.020268
383.313875
1
383.82
383.9739049
-0.15
384.6339348
381.893606
7
382.50
382.6840146
-0.18
383.4744225
381.893868
8
382.29
382.7960051
-0.51
383.6981413
383.105731
3
383.43
384.1072078
-0.68
385.1086842
384.366797
5
384.92
385.4586126
-0.54
386.5504277
385.199780
2
386.01
386.3750102
-0.37
387.5502401
385.754637
386.77
387.0077417
-0.24
388.2608462

15

200902
200903
200904
200905
200906
200907
200908
200909
200910
200911
200912
201001
201002
201003
201004
201005
201006
201007
201008
201009
201010
201011
201012
201101

3
386.165922
9

387.21

387.4923376

-0.28

388.8187523

386.550258
386.902281
9
386.850718
4
385.972518
8
384.355209
4
383.000620
9
383.050376
2
384.301552
7
385.594926
9
386.455108
4
387.033283
3
387.464847
5
387.867024
3
388.234898
4
388.199295
4
387.336713
3
385.733339
6
384.391277
8
384.452365
8
385.713852
8
387.016654
8
387.885496
2

387.43

387.946138

-0.52

389.3420181

387.73

388.3643306

-0.63

389.8263793

387.71

388.3828992

-0.67

389.9150801

386.74

387.577322

-0.84

389.1821252

384.87

386.0294878

-1.16

387.7037662

383.50

384.7416043

-1.24

386.4825877

383.71

384.8556015

-1.15

386.6608267

385.24

386.1688109

-0.93

388.0360692

386.77

387.5222225

-0.75

389.4495181

387.70

388.4406268

-0.74

390.4261452

388.45

389.0753651

-0.63

391.117447

389.14

389.5619678

-0.42

391.659088

389.47

390.0177749

-0.55

392.1685256

389.76

390.4379743

-0.68

392.6410502

389.72

390.4585497

-0.74

392.717804

388.81

389.6549792

-0.84

391.9732451

387.21

388.1091517

-0.90

390.4849639

386.09

386.8232749

-0.73

389.2552721

386.53

386.9392789

-0.41

389.426192

388.09

388.2544951

-0.16

390.7951375

389.50

389.6099134

-0.11

392.203172

390.22

390.5303245

-0.31

393.1751529

388.471658

390.74

391.1670696

-0.43

393.8624812

16
201102
201103
201104
201105
201106
201107
201108
201109
201110
201111
201112
201201
201202
201203
201204
201205
201206
201207
201208
201209
201210
201211
201212
201301
201302

388.910616
1
389.319660
9
389.693934
8

391.19

391.655679

-0.47

394.4007419

391.50

392.1134929

-0.61

394.9073249

391.88

392.535699

-0.66

395.3774632

389.665081
388.809405
5
387.212448
8
385.876367
5
385.943045
1
387.209770
2
388.517493
1

391.90

392.5582811

-0.66

395.4514812

390.97

391.7567174

-0.79

394.7040292

389.04

390.2128967

-1.17

393.2133446

387.74

388.9290267

-1.19

391.9816858

388.15

389.0470373

-0.90

392.1510296

389.73

390.3642603

-0.63

393.5187505

391.10

391.7216854

-0.62

394.9258777

389.390968
389.981502
5
390.424595
4
390.837557
8
391.215550
4
391.190685
4
390.339164
3
388.746137
5
387.413780
7
387.483994
7
388.754083
3
390.065010
8
390.941543
6
391.535000
3
391.980889

391.90

392.6441032

-0.74

395.8972384

392.42

393.2828551

-0.86

396.5842077

393.02

393.7734712

-0.75

397.122347

393.54

394.2332919

-0.69

397.6290259

393.80

394.6575047

-0.86

398.0994591

393.69

394.6820936

-0.99

398.1735018

392.66

393.8825366

-1.22

397.4259089

390.88

392.3407227

-1.46

395.9353079

389.77

391.0588594

-1.29

394.7039381

390.37

391.1788768

-0.81

394.873759

391.96

392.4981066

-0.54

396.2421298

393.37

393.8575384

-0.49

397.650066

394.19

394.781963

-0.59

398.6223824

394.90
395.51

395.4227216
395.9153444

-0.52
-0.41

399.3104428
399.849799

17

201303
201304
201305
201306
201307
201308
201309
201310
201311
201312
201401
201402
201403
201404
201405
201406
201407
201408
201409
201410
201411
201412
201501
201502

9
392.396532
7
392.777097
4
392.755011
5
391.906409
9
390.316175
2
388.986492
9
389.059271
9

396.07

396.3771719

-0.31

400.357811

396.52

396.8033915

-0.28

400.8296855

396.58

396.8299871

-0.25

400.9049627

395.80

396.0324369

-0.23

400.1584639

394.28

394.4926297

-0.21

398.6690841

393.08

393.2127731

-0.13

397.4390534

393.07

393.3347973

-0.26

397.6103228

390.331824
391.645120
2
392.523933
5
393.119588
4
393.567599
3
393.985291
3
394.367837
7
394.347897
5
393.501558
4

394.34

394.6560338

-0.32

398.9802437

395.77

396.0174724

-0.25

400.3898246

396.72

396.9439037

-0.22

401.363874

397.43

397.5866691

-0.16

402.0537497

397.85

398.0812987

-0.23

402.5949982

398.11

398.5451329

-0.44

403.1049745

398.43

398.9733592

-0.54

403.5788808

398.49

399.0019616

-0.51

403.6560257

397.52

398.2064182

-0.69

402.9112779

391.913505
390.585927
7
390.660740
6
391.935259
9
393.250460
7
394.131119
9
394.728565
4

395.90

396.6686177

-0.77

401.4237305

394.79

395.3907679

-0.60

400.1956081

394.90

395.5147989

-0.61

400.3688571

396.18

396.8380421

-0.66

401.7408244

397.69

398.2014874

-0.51

403.1525142

398.62

399.1299255

-0.51

404.1287312

399.26

399.7746976

-0.51

404.8208298

395.178315

399.85

400.271334

-0.42

405.364353

18
201503
201504
201505
201506
201507

395.597696
9
395.981887
2
395.963725
395.119262
6
393.533029
3

400.34

400.7371749

-0.40

405.876653

400.94

401.167408

-0.23

406.3529289

400.99

401.1980172

-0.21

406.4323094

399.76

400.4044805

-0.64

405.6896983

398.17

398.8686868

-0.70

404.2043443

AppTable IV Actual v/s predicted values for ARIMA Method.

References
[1 "Global Mean Atmospheric CO2 Data," Earth System Research laboratory,
] [Online]. Available: ftp://aftp.cmdl.noaa.gov/products/trends/co2/co2_mm_gl.txt.
[2 "NOAA/ESRL calculation of global means," Earth System Research laboratory,
] [Online]. Available:
http://www.esrl.noaa.gov/gmd/ccgg/about/global_means.html.
[3 D. C. Montgomery, C. L. Jennings and M. Kulahci, Introduction to TIme Series
] Analysis and Forecasting, New Jersey: John Wiley & Sons, Inc., 2015.