Abstract
This paper deals with the analysis of monthly temperatures in 19 meteorological stations in Alaska during the last 50 years. For this purpose, we employ a procedure that permits us to examine in a single framework several features observed in climatological time series such as time trends, long-range persistence and seasonality. The results indicate that the highest degrees of persistence are observed in stations located in the southern regions and seasonality appears as a major issue in all cases. Removing the seasonal structure and focussing on the anomalies with respect to the monthly means, the time trend coefficients appear significantly positive in the majority of the cases, implying that temperatures have increased during the last 50 years.
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Notes
First-order stations are defined as those operated by certified observers and most often operated by the National Weather Service.
Though not displayed, the I(d) model also admits an infinite MA representation.
Note that we use subscripts in d and ρ (d s and ρ s ) when referring to the parameters in the seasonal processes.
Additionally, both models ((M1) and (M2)) can be expressed as infinite AR processes, implying that the present value can be expressed as a function of all its past observations.
Longer time periods are available at this website. However, we have only considered those data that do not contain missing values.
Note that though Robinson (1994) is a testing procedure, we may also use it as an estimation method by choosing the value of d (or d s ) that produces the lowest statistic in absolute value for a range of d–(d s ) values. Moreover, the estimation of the time trend coefficients is based on standard OLS/GLS methods since under the null hypothesis the model is supposed to be I(0) and thus well behaved. (See Robinson 1994). On the other hand, the series are long enough to justify the use of I(d) techniques.
That means that for these four series we cannot reject a deterministic trend model with seasonal AR(1) disturbances. However, for the remaining series, this model is decisively rejected in favour of a long memory specification.
That is, the increase in the temperatures ranges between 2.058°F (1.140°C) and 4.230°F (2.346°C) over the last 50 years.
Anti-persistence means that the series reverses itself more often than a random series would.
Note that (1 − L s)ds can be decomposed into (1 − L)ds and S(L)ds, where \( S(L) = \left( {1 + L + {L^2} + \ldots {L^{{s - 1}}}} \right) \) contains the seasonal frequencies.
Note that this way of removing the seasonality imposes that this is of a deterministic nature as opposed to the cases presented above where the seasonal structure was supposed to be stochastic.
This is consistent with the empirical results obtained in many other papers.
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Acknowledgement
Comments from the editor and two anonymous referees are gratefully acknowledged. The author gratefully acknowledges financial support from the Ministerio de Ciencia y Tecnología (ECO2008-03035 ECON Y FINANZAS, Spain) and from a PIUNA Project from the University of Navarra.
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Gil-Alana, L.A. Long memory, seasonality and time trends in the average monthly temperatures in Alaska. Theor Appl Climatol 108, 385–396 (2012). https://doi.org/10.1007/s00704-011-0539-0
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DOI: https://doi.org/10.1007/s00704-011-0539-0