Replication package for: "On the Estimation of Climate Normals and Anomalies"

The replication package for the manuscript "On the Estimation of Climate Normals and Anomalies" by Tommaso Proietti and Alessandro Giovannelli  contains data, MATLAB code, and Python code used to reproduce the tables and figures in the
main manuscript and in the online appendix. The empirical analysis estimates climate normals and anomalies using local trigonometric regression (LTR) filters, compares them with NOAA Climate Prediction Center (CPC) estimates, and carries out Monte Carlo and unobserved-components comparisons reported in the online appendix.