In this paper we apply time-series analysis to study the association between dengue incidence and climate variables such as temperature, humidity and precipitation while taking into account the delayed effects and further discussing the differences between using short term data (each year) and long term data from 2000 to 2010. Time-lag correlation method is employed to determine the time delay between incidence of dengue and climate variables. The result is not only consistent with previous results of other researchers, it also provides new findings. After analyzing the data in each year (short term time series data) and 10-year data (long term time series data), We find that using the short term data and the long term data can provide complementary insights into the relationship between dengue incidence and climate variables.