Is the North Atlantic Oscillation a random walk?

The North Atlantic Oscillation (NAO) is a major mode of large-scale climate variability which contains a broad spectrum of variations. There are subst antial contributions from short-term 2-5 year variations, which have clearl y marked teleconnections. Decadal trends are also apparent in the historica l record of the NAO and may be due to either stochastic or deterministic pr ocesses. Evidence is presented that suggests the NAO exhibits 'long-range' dependence having winter values residually correlated over many years. Seve ral simple stochastic models have been used to fit the NAO SLP (sea-level p ressure) wintertime index over the period 1864-1998, and their performance at predicting the following year has been assessed. Long-range fractionally integrated noise provides a better fit than does either stationary red noi se or a non-stationary random walk. Copyright (C) 2000 Royal Meteorological Society.