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Examples
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No mention of autocorrelation or pre-whitening which would address this.
More on Positive and Negative Responders « Climate Audit 2007
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This modified residual series, which results from application of this trend-free pre-whitening procedure, should be an independent series.
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There will nearly always be lags in the data and, while identifying lags between two series can be done after pre-whitening, with multiple series this is very difficult.
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The second one, as some of you have explained already, is that he used first differences of the original time series, thus actually pre-whitening the series.
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This is why Econometricians frequently use pre-whitening in Transfer Function causal modeling.
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Is the pre-whitening method Storch introduces p. 17 used widely in climatic trend analyses?
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Furthermore, it was shown that removal of a positive serial correlation component from time series by pre-whitening resulted in a reduction in the magnitude of the existing trend; and the removal of a trend component from a time series as a first step prior to pre-whitening eliminates the influence of the trend on the serial correlation and does not seriously affect the estimate of the true AR1.
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If the series are autocorrelated than you can use pre-whitening to remove the red. bender
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These results indicate that the commonly used pre-whitening procedure for eliminating the effect of serial correlation on the MK test leads to potentially inaccurate assessments of the significance of a trend; and certain procedures will be more appropriate for eliminating the impact of serial correlation on the MK test.
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(1/1000 Hz) and no pre-whitening to ensure linear drift removal while minimizing interference with low frequency brain activity fluctuations.
PLoS ONE Alerts: New Articles Guido Hesselmann et al. 2010
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