I'm not a statistician, but I have been hanging around with statisticians for several years now and I have picked up a certain amount along the way. I was therefore intrigued by the paper by Lohmann et al, which Luning et al discussed at WUWT a couple of days ago. The Lohmann paper is a comparison of climate model output with proxy sea surface temperature reconstructions for the Holocene and concludes that the correlation between the two is poor.
I had a leaf through the paper and was struck by the fact that they seem to have calculated a simple R2 for the correlation. Can any of my statistically qualified readers tell me if this is right? I had thought that both series would be highly autocorrelated and that any correlation measure would therefore be inflated. Shouldn't they correct for autocorrelation?