Investigating long range dependence in temperatures in Siberia
نویسندگان
چکیده
In this paper we examine monthly mean temperatures in 40 selected stations Siberia for the time period January 1937–December 2020 using long range dependence techniques. particular, use a fractionally integrated model that incorporates linear trend along with seasonal structure. Our results show first memory is present all significantly positive values differencing parameter, though, at same component seems to be important cases. Performing unit root tests, support nonstationary seasonality and working differenced data, differ depending on structure of error term: if errors are uncorrelated, present; however, allowing autocorrelation, feature disappears favor short pattern.
منابع مشابه
Long Range Dependence
The notion of long range dependence is discussed from a variety of points of view, and a new approach is suggested. A number of related topics is also discussed, including connections with non-stationary processes, with ergodic theory, self-similar processes and fractionally differenced processes, heavy tails and light tails, limit theorems and large deviations.
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ژورنال
عنوان ژورنال: Polar Science
سال: 2022
ISSN: ['1873-9652', '1876-4428']
DOI: https://doi.org/10.1016/j.polar.2022.100876