Sunspots and Agricultural Production (William Herschel does a driveby)

As promised in yesterday's "Risk: "Here Are the U.S. Regions Most Vulnerable to Solar Storms":

The author of this study, Jeffrey Love, did some work on sun - agriculture interactions that we were going to post last year. While I descend into the link-vault to see if we still have it, here's some stuff that is potentially scarier than covid-19.....

We have quite a few posts on the observations posted by Herschel in the Royal Society's blog Philosophical Transactions (just kidding Professor Ramakrishnan, please don't cut-off access).
Some links below, TL;dr : I couldn't figure out how to make money off what Herschel and other sharp cookies have thought about.

With that longer than usual introduction here's Dr. Love via the American Geophysical Union's Geophysical Research Letters volume 40:
Received 23 June 2013; revised 8 August 2013; accepted 9 August 2013; published 27 August 2013

On the insignificance of Herschel's sunspot correlation

Abstract

[1] We examine William Herschel's hypothesis that solar‐cycle variation of the Sun's irradiance has a modulating effect on the Earth's climate and that this is, specifically, manifested as an anticorrelation between sunspot number and the market price of wheat. Since Herschel first proposed his hypothesis in 1801, it has been regarded with both interest and skepticism. Recently, reports have been published that either support Herschel's hypothesis or rely on its validity. As a test of Herschel's hypothesis, we seek to reject a null hypothesis of a statistically random correlation between historical sunspot numbers, wheat prices in London and the United States, and wheat farm yields in the United States. We employ binary‐correlation, Pearson‐correlation, and frequency‐domain methods. We test our methods using a historical geomagnetic activity index, well known to be causally correlated with sunspot number. As expected, the measured correlation between sunspot number and geomagnetic activity would be an unlikely realization of random data; the correlation is “statistically significant.” On the other hand, measured correlations between sunspot number and wheat price and wheat yield data would be very likely realizations of random data; these correlations are “insignificant.” Therefore, Herschel's hypothesis must be regarded with skepticism. We compare and contrast our results with those of other researchers. We discuss procedures for evaluating hypotheses that are formulated from historical data.

1 Introduction

[2] William Herschel [1801] interpreted telescopic observations of the Sun in terms of solar meteorology. The photosphere, he believed, was the top of luminous clouds and sunspots were openings in the clouds. Therefore, variations in sunspots would correspond to variations in solar irradiance which might affect the heating of the Earth's atmosphere and the Earth's weather. Riccioli (Almagestum Novum, 1651) and others had proposed similar hypotheses, but Herschel took the idea one important step further: he sought quantitative evidence, even if scarce and indirect, that might support the hypothesis. The problem was that Herschel was contemplating all of this decades before Schwabe [1844] discovered the ∼11‐year solar‐cycle waxing and waning of sunspots and before Wolf took up his ambitious compilation of historical sunspot numbers. Still, Herschel [1801] knew that sometimes the Sun had relatively few or no spots and that this condition could persist for several years: Flamsteed saw “no spot in the Sun” from 1677 to 1684; Cassini saw “no spot” from 1686 to 1688; etc., while at other times, sunspots were clearly seen. As for terrestrial meteorological data, Herschel lacked reliable measurements, and so he considered a proxy. Reasoning that farm crop yields would be correlated with temperature and that market prices for crop products would be anticorrelated with yields, he chose to analyze the London wheat price data compiled in Adam Smith's Wealth of Nations. Herschel found that wheat prices during five durations of time with few sunspots were high (inflated), while prices during five other durations were low (deflated). From this, he suggested that diminished sunspot number might correspond to a “deficiency of the solar beams.” In publishing his ideas, Herschel hoped to motivate a broader discussion on the role played by the Sun in affecting phenomena on the Earth.[3]

Subsequent analyses by reputable nineteenth century scientists did not convincingly confirm the existence of a correlation (or anticorrelation) between sunspots and wheat prices [e.g., Carrington, 1863; Poynting, 1884]. Still, the idea persisted, partly because of Herschel's enormous reputation, partly because a rigorous philosophy for statistical hypothesis testing had yet to be developed, and partly because it was simply so enticing. A correlation, if demonstrated, would enable the prediction of crop yields and product prices, possibly for financial gain. It is, therefore, not surprising that the next influential proponent of a hypothesis similar to Herschel's was an economist: William Stanley Jevons [1879] reported a correlation between sunspots and wheat prices in India, to which he assigned elaborate interpretations. But Jevons's evident lack of objectivity was soon ridiculed [e.g., Proctor, 1880], and today, while economists sometimes discuss a “sunspot effect,” it is usually as an abstraction of the extrinsic variables that contribute to a “market psychology” of uncertainty [e.g., Cass and Shell, 1983].[4]

The first clear evidence that specific terrestrial phenomena can be affected by sunspots was obtained by Edward Sabine [1856], who found a correlation between the solar cycle and the occurrence of magnetic storms recorded at ground‐based observatories. Magnetic storms result from the dynamic interaction of the solar wind with the coupled magnetospheric‐ionospheric system. Many storms are caused by coronal mass ejections from active regions defined by sunspots, but they can also be driven by high‐speed streams of plasma flowing from coronal holes that develop during the declining phase of each solar cycle. While the physics of the solar cycle and magnetic storms remains the subject of active research, there is no doubt about the reality of the causal relationship. Indeed, Sabine's statistical correlation has held up over the 14 solar cycles since he discovered it [e.g., Chapman and Bartels, 1962, chapter 11], and it is one of the foundational principles of modern operational “space weather” forecasting.[5] 

 In contrast, a relationship between the sunspot solar cycle and terrestrial weather has been much more difficult to detect [e.g., Meadows, 1975]. Herschel's analysis on this subject, if not exactly meeting modern standards, is certainly important in the historical evolution of ideas [e.g., Hoyt and Schatten, 1997; Bard and Frank, 2006; Benestad, 2006; Eddy, 2009]. Still, we know of only one recent critical analysis of Herschel's hypothesis [Krut, 2008], while numerous publications report what are seemingly statistically significant correlations (or, sometimes, anticorrelations) between sunspots and agricultural prices and crop yields [e.g., King et al., 1974; Harrison, 1976; Vines, 1977; Legrand, 1977, 1978; Currie et al., 1993; Stanhill and Cohen, 2001; Pustil'nik and Yom Din, 2004a, 2004b; Garnett et al., 2006; Pustil'nik and Yom Din, 2009, 2013]. Herschel's hypothesis is also often depicted as being essentially factual in the popular literature [e.g., Clark, 2007; Cohen, 2011]. Given the present situation, we are motivated to conduct our own significance tests of Herschel's hypothesis. Results inform the wider and controversial subject of the role played by the Sun and solar‐terrestrial interaction in affecting global climate change [e.g., Moore et al., 2006; Gray et al., 2010; Love et al., 2011; Lockwood, 2012].

 

2 The Data and Their Preparation[6] 

As Herschel understood it, sunspot number might be used as a proxy measure of solar irradiance; for review of this and other proxies, see Gray et al. [2010]. We use annual mean international (Zurich or Wolf) relative sunspot number R_Z, covering years 1700–2012, or more than 28 solar cycles up to the present rise phase of cycle 24. We obtained R_Z from the Royal Observatory of Belgium [e.g., Clette et al., 2007]. Prior to 1700 and during the Maunder Minimum in sunspot number when systematic counts were not always made, we use a list of year dates of solar‐cycle minima and maxima estimated from monthly sunspot numbers and records of days with and without sunspots [Eddy, 1976], obtained from NOAA's National Geophysical Data Center.[7]

We compare sunspot numbers with the terrestrial data summarized in Table 1. Of these, the most straightforward comparison is between sunspots and geomagnetic activity. The aa index [e.g., Mayaud, 1980], 1868–2012, measures magnetic storm intensity and lower levels of global magnetic field disturbance. Although geomagnetic activity is not the type of solar‐terrestrial effect that Herschel was contemplating in 1801, there is, today, a reasonably well‐established understanding of the relationship between sunspots and geomagnetic activity and, as such, a correlational analysis of R_Z and aa serves as a qualitative check of our analysis methods. The aa index is derived from British and Australian magnetic observatory data; it can be obtained from the British Geological Survey. We average the 3‐h aa index values into annual means....

....MUCH MORE.

Here's Herschel:
Philosophical Transactions of the Royal Society of London, Volume 91, pp. 265-318
January 1, 1801
Observations tending to investigate the nature of the sun, in order to find the causes or symptoms of its variable emission of light and heat; with remarks on the use that may possibly be drawn from solar observations

The wheat bit starts on page 313 (page 49 of the 56 page PDF)

Here's me:
"Wheat Market Gone Wild and "Do We All Die in 2027?":

During a misspent youth one of my follies was following in William Herschel's footsteps....

...And Herschel? In 1801 he announced** he had spotted a correlation between sunspots and wheat prices. Here's a mention in the Edinburgh Philosophical Journal, 1823.
The question has been argued for 200 years and Herschel has, off and on, been the subject of ridicule***. Here's a headline from the New York Times in 1903:

SUN SPOTS NO PROPHETS; Science Destroys Theories That Disasters Follow Their Appearance. Interesting as Solar Curiosities with Possible Relation to Electrical Conditions of Earth....Source

Here's the cached version

A while later I came on the scene, couldn't figure out how to make money out of Herschel's idea and having the attention span of a gnat, moved on. So why bring it up? Since I first looked at the matter there's been a lot of research and it appears the correlation may not be as spurious as I thought. The wheat price series is one of the longest we have, it extends back to 1250, I've got a paper chart that starts in 1300 (although some of the prices are dubious).

The CBOT has a wheat chart that starts in 1477.
Google Scholar has 285 ref's to Herschel and wheat prices. Gregory Yom Din of the Israel Cosmic Ray Center, Tel Aviv University and Israel Space Agency, seems particularly interested, here, here, here, and note below.

Or:
"Herschel and Me (Sunspots and Wheat)"

You can also peruse the work of William Stanley Jevons (he of the paradox):
 "The Solar Period and the Price of Corn" (1875)
"The Periodicity of Commercial Crises and Its Physical Explanation" (1878)
“Commercial crises and sun-spots”, Nature xix

You may want to dip into the big daddy of price series:
"A History Of Agriculture And Prices In England, From The Year After The Oxford Parliament (1259) To The Commencement Of The Continental War (1793)"
by J. E. Thorold‐Rogers, 7 volumes, 1866-1887 which probably influenced Jevons.

Here's another bit o'price series scholarship:

The Price History of English Agriculture, 1209-1914

The paper constructs an annual price series for English net agricultural output in

the years 1200-1914 using 26 component series: wheat, barley, oats, rye, peas,

beans, potatoes, hops, straw, mustard seed, saffron, hay, beef, mutton, pork,

bacon, tallow, eggs, milk, cheese, butter, wool, firewood, timber, cider, and

honey. I also construct sub-series for arable, pasture and wood products. The

main innovation is in using a consistent method to form series from existing

published sources. But fresh archival data is also incorporated. The implications

of the movements of these series for agrarian history are explored.

Here's Mudvayne covering The Police: