Persistence and Time Trends in the Temperatures in Spain

Luis A Gil-Alana

doi:10.1155/2009/415290

Abstract

This paper deals with the analysis of the temperatures in several locations in Spain during the last 50 years. We focus on the degree of persistence of the series, measured through a fractional differencing parameter. This is crucial to properly estimate the parameters of the time trend coefficients in order to determine the degree of warming in the area. The results indicate that all series are fractionally integrated with orders of integration ranging between 0 and 0.5. Moreover, the time trend coefficients are all positive though they are statistically insignificant, which is in contrast with the results based on nonfractional integration.

Highlights

Modelling climatological time series is an issue that still remains controversial
We have examined the monthly mean maximum and minimum temperature (Tmax and Tmin) time series in six Spanish locations, analysing the degree of dependence of the series in order to obtain estimates of the time trend coefficients in a much more precise way than when ignoring the time dependence across the data
The results indicate that all series are fractionally integrated, the orders of integration ranging between 0.166 and 0.478 in case of Tmax, and between 0.155 and 0.384 in case of Tmin

Summary

Introduction

Modelling climatological time series is an issue that still remains controversial. the evidence supporting the existence of climate change is well established throughout the world, the statistical methods employed to determine the precise magnitude of the change are an unresolved topic. Speaking, an integration of order 0 process (denoted by I(0)) is defined as a covariance stationary process with a spectral density function that is positive and finite at the zero frequency In plain words, it means that the process must be relatively stable across time, and it includes a wide number of mathematical models, like the white noise, stationary autoregressive (AR), moving averages (MAs), stationary ARMA, and so forth. Brunet et al [25] examined long-term (1850–2003) Spanish temperatures by employing a new daily adjusted record of daily mean temperature collected by the European Community (EC-) funded project EMULATE Their results indicate a highly significant warming over the entire period, with a pronounce increase in temperature since 1973 [26].

The Statistical Framework

Data and Results

Concluding Comments