Definitions
from Wiktionary, Creative Commons Attribution/ShareAlike License.
 verb Simple past tense and past participle of autocorrelate.
 adjective
correlated viaautocorrelation
Etymologies
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Examples

Is Ritson making the precise point that VS introduced autocorrelated noise, whereas the real data series do not show short term autocorrelated noise ?

Income is fairly persistent (autocorrelated) while civil wars are not, so taking all cross country information out of the mix is going to inflate the standard errors on the persistent variables (by reducing the variance of the independent variable).

Income is fairly persistent (autocorrelated) while civil wars are not, so taking all cross country information out of the mix is going to inflate the standard errors on the persistent variables (by reducing the variance of the independent variable).

I take your point about autocorrelated data, however CUSUM, presumes neither normal distribution nor stability.
John Terry’s sacking as England captain tells us something interesting...

I would remind commenter Forlornehope that climate data time series are highly autocorrelated, so that simple linear regression isn't really appropriate.
John Terry’s sacking as England captain tells us something interesting...

One explanation can be autocorrelated noise, but I have something else in my mind:

If the residuals are autocorrelated that is surely prima facie evidence that the relationship estimated has left out important variables.

In general, what you really ought to do is start with a statistical model for the data y(t) as the sum of a smooth trend function m(t) selected from some probability space and zeromean errors e(t) (which may be autocorrelated) and then work out what weights give you the best estimate of the trend function from the data – linear regression being a good starting point.

The trees correlate much better with regional temp averages e.g., the CRU gridded data because temp tends to be more spatially autocorrelated than ppt and the regional averages reduce the effects of individual station anomalies.

Define residuals as r=pT, where p is proxybased reconstruction and T instrumental temperature, and observe that residuals are autocorrelated.
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