User: Paula Grosser

1 . reg hadgem2es1 year

Source SS df MS Number of obs = 95

F(1, 93) = 214.95
Model 3.18626198 1 3.18626198 Prob > F = 0.0000
Residual 1.37855196 93 .014823139 R-squared = 0.6980
Adj R-squared = 0.6948
Total 4.56481395 94 .048561851 Root MSE = .12175

hadgem2es1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

year -.0066784 .0004555 -14.66 0.000 -.0075829 -.0057738

_cons 149.477 .9352486 159.83 0.000 147.6198 151.3342

2 . reg ipslcm5amr1 year

Source SS df MS Number of obs = 95

F(1, 93) = 410.30
Model 46.4694253 1 46.4694253
Prob > F = 0.0000
Residual 10.5329828 93 .11325788
R-squared = 0.8152
Total 57.0024081 94 .606408597 Adj R-squared = 0.8132
Root MSE = .33654

ipslcm5amr1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

year -.0255043 .0012591 -20.26 0.000 -.0280046 -.0230039

_cons 181.1842 2.585182 70.09 0.000 176.0506 186.3179

3 . reg cnrmcm51 year

Source SS df MS
Number of obs = 95
Model 108.508681 1 108.508681 F(1, 93) = 351.48
Residual 28.7110768 93 .308721255 Prob > F = 0.0000
R-squared = 0.7908
Total 137.219758 94 1.45978466
Adj R-squared = 0.7885
Root MSE = .55563

cnrmcm51 Coef. Std. Err. t P>|t| [95% Conf. Interval]

year -.0389728 .0020788 -18.75 0.000 -.0431009 -.0348447

_cons 217.1965 4.268155 50.89 0.000 208.7208 225.6722

4.
5.
6 . reg mpiesmlr1 year

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User: Paula Grosser

Source SS df MS Number of obs = 95

F(1, 93) = 52.38
Model 71.3283562 1 71.3283562 Prob > F = 0.0000
Residual 126.646093 93 1.36178594 R-squared = 0.3603
Adj R-squared = 0.3534
Total 197.974449 94 2.10611116 Root MSE = 1.167

mpiesmlr1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

year -.0315981 .004366 -7.24 0.000 -.0402681 -.022928

_cons 194.7565 8.964197 21.73 0.000 176.9554 212.5576

7 .
8 .
9 . reg ecearth1 year

Source SS df MS
Number of obs = 95
F(1, 93) = 222.40
Model .000318203 1 .000318203
Prob > F = 0.0000
Residual .000133063 93 1.4308e-06
R-squared = 0.7051
Adj R-squared = 0.7020
Total .000451266 94 4.8007e-06
Root MSE = .0012

ecearth1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

year -.0000667 4.48e-06 -14.91 0.000 -.0000756 -.0000579

_cons 137.4922 .0091885 1.5e+04 0.000 137.474 137.5105

10 . sum hadgem2es1 ipslcm5amr1 cnrmcm51 mpiesmlr1 ecearth1 year

Variable Obs Mean Std. Dev. Min Max

hadgem2es1 95 135.7663 .2203675 135.1946 136.0962

ipslcm5amr1 95 128.824 .7787224 127.6374 130.1104
cnrmcm51 95 137.1854 1.208215 134.6064 138.9227
mpiesmlr1 95 129.8857 1.451245 127.2619 133.3426
ecearth1 95 137.3552 .0021911 137.3499 137.358

year 95 2053 27.5681 2006 2100

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User: Paula Grosser

1 . dfuller hadgem2es, regress trend

Dickey-Fuller test for unit root Number of obs = 93

Interpolated Dickey-Fuller
Test 1% Critical 5% Critical Critical
10%
Statistic Value Value Value

Z(t) -8.510 -4.055 -3.457 -3.154

MacKinnon approximate p-value for Z(t) = 0.0000

D.hadgem2es Coef. Std. Err. t P>|t| [95% Conf. Interval]

hadgem2es
L1. -.9091853 .1068327 -8.51 0.000 -1.121427 -.6969435
_trend -.0234944 .0203946 -1.15 0.252 -.0640118 .0170231
_cons 124.0316 14.63636 8.47 0.000 94.95395 153.1093

2 . reg d.hadgem2es l.hadgem2es

Source SS df MS Number of obs = 93

F(1, 91) = 70.92
Model 1928.26529 1 1928.26529 Prob > F = 0.0000
Residual 2474.10053 91 27.1879179 R-squared = 0.4380
Adj R-squared = 0.4318
Total 4402.36582 92 47.8518024
Root MSE = 5.2142

D.hadgem2es Coef. Std. Err. t P>|t| [95% Conf. Interval]

hadgem2es
L1. -.8885126 .1055038 -8.42 0.000 -1.098083 -.6789422

_cons 120.1342 14.26554 8.42 0.000 91.79744 148.4709

3 . predict reshad, r
(2 missing values generated)

4 . corrgram reshad

-1 0 1 -1 0 1
LAG AC PAC Q Prob>Q [Autocorrelation] [Partial Autocor]

1 -0.0075 -0.0082 .00536 0.9416

2 0.0598 0.0616 .35222 0.8385
3 -0.0076 -0.0088 .35785 0.9488
4 -0.1423 -0.1558 2.368 0.6684
5 -0.2381 -0.2716 8.0589 0.1530

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User: Paula Grosser

6 0.0287 0.0612 8.1423 0.2279

7 -0.0758 -0.0713 8.7322 0.2725
8 -0.1016 -0.1590 9.8057 0.2789
9 0.1207 0.0949 11.337 0.2533
10 0.0372 0.0081 11.484 0.3211
11 0.0047 -0.0062 11.486 0.4035
12 0.1433 0.1034 13.727 0.3185
13 0.0981 0.0946 14.789 0.3207
14 -0.1600 -0.1870 17.652 0.2231
15 0.0280 -0.0017 17.741 0.2765
16 -0.0422 -0.0407 17.945 0.3271
17 -0.1645 -0.1472 21.089 0.2223
18 -0.0676 -0.1864 21.628 0.2489
19 0.0150 -0.0393 21.654 0.3018
20 -0.0290 0.0677 21.756 0.3539
21 0.0135 -0.1151 21.779 0.4123
22 0.0548 -0.0815 22.152 0.4508
23 -0.1227 -0.1962 24.054 0.4008
24 0.1335 0.0736 26.336 0.3363
25 0.0879 0.0926 27.339 0.3391
26 0.0807 0.1580 28.199 0.3487
27 0.0900 0.1832 29.284 0.3473
28 0.0342 0.0553 29.443 0.3903
29 -0.0604 0.0896 29.945 0.4167
30 -0.0307 -0.0064 30.077 0.4617
31 -0.0732 -0.0059 30.84 0.4743
32 -0.1133 -0.2468 32.699 0.4325
33 0.0188 0.0908 32.751 0.4795
34 0.0127 -0.0172 32.775 0.5276
35 0.0409 0.1287 33.03 0.5635
36 0.0510 -0.1013 33.433 0.5913
37 0.0320 -0.1360 33.595 0.6295
38 -0.0821 -0.2150 34.679 0.6238
39 0.0735 0.0805 35.562 0.6275
40 -0.0403 0.0726 35.833 0.6583

5 . wntestq reshad

Portmanteau test for white noise

Portmanteau (Q) statistic = 35.8335

Prob > chi2(40) = 0.6583

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