Data and Gauss programs accompanying Harvey & Mills, Modelling Global Temperature Trends Using Cointegration and Smooth Transitions

Data:
glann.txt    global average annual temperature 1856-1998
nhann.txt    northern hemisphere average annual temperature 1856-1998
shann.txt    southern hemisphere average annual temperature 1856-1998

Programs:
tests.gp     conducts ADF, single and double smooth transition unit root tests
nhmod.gp     estimates restricted double smooth transition model for northern hemisphere series
shmod.gp     estimates restricted double smooth transition model for southern hemisphere series
bivmod.gp    estimates restricted bivariate smooth transition dynamic model

Note programs require Gauss application modules:
Optimization
Maximum Likelihood
Constrained Maximum Likelihood
COINT
