Persistence and Time Trends in the Temperatures in Spain | Zendy

Luis A. Gil-Alaña | Zendy

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Persistence and Time Trends in the Temperatures in Spain

Author(s) -

Luis A. Gil-Alaña

Publication year - 2009

Publication title -

advances in meteorology

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.482

H-Index - 32

eISSN - 1687-9317

pISSN - 1687-9309

DOI - 10.1155/2009/415290

Subject(s) - persistence (discontinuity) , degree (music) , long memory , series (stratigraphy) , contrast (vision) , focus (optics) , geography , statistics , mathematics , econometrics , climatology , computer science , physics , geology , volatility (finance) , paleontology , geotechnical engineering , artificial intelligence , acoustics , optics

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.

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