Abstract
The present paper investigates the time-series properties of average rainfall and temperature readings of countries in Southeast Asia (Brunei, Cambodia, Indonesia, Laos, Malaysia, Myanmar, Philippines, Singapore, Thailand, Timor-Leste, and Vietnam) using monthly data, spanning from 1901 to 2016. Specifically, we analyze the time trend, persistence, and seasonality properties of the series using I(d) fractional integration framework, an approach that is found to be robust in dealing with climatological series. Antipersistence is observed in the rainfall series of Cambodia, Laos, Myanmar, and Vietnam while long memory is found in the rainfall series of the remaining countries. Thus, those countries with antipersistent rainfall are prone to erratic rainfall distribution which could lead to flooding or drought. Long memory is observed in the distribution of rainfall across all countries with increasing trend found in some cases. Both climatic variables display evidence supporting seasonality with stronger seasonality observed in Cambodia, Laos, Myanmar, Thailand, and Vietnam. Findings in the present paper are of policy relevance to climate monitoring agencies and the government.
Similar content being viewed by others
Notes
A tropical climate has a mean temperature above 18 °C, and the temperature is almost constant throughout the year. The climate is characterized by wet and dry seasons with rainfall throughout the year.
Monsoon is a seasonal reversing wind that causes changes in atmospheric circulation and precipitation associated with the asymmetric heating of land and sea.
Himalayas is a range of mountains in Asia separating the plains of the Indian subcontinent from the Tibetan Plateau.
See Bloomfield and Nychka (1992).
Hurst (1951) applied the approach in modeling the River Nile overflows.
Note, the SARMA model becomes the SFI model (otherwise called seasonal fractional noise process) when none of the AR and MA parameters is significant.
The factorizations for Yit are given in detail in Beaulieu and Miron (1993).
References
Adenstedt RK (1974) On large sample estimation for the mean of a stationary random sequence. Ann Stat 2:259–272
Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econ 18:1–22
Beaulieu JJ, Miron JA (1993) Seasonal unit roots in aggregate US data. J Econ 55:305–328
Beran J (1995) Maximum likelihood estimation of the differencing parameter for invertible short and long memory ARIMA models. J R Stat Soc Series B, 57:659–672
Bhattacharya RN, Gupta VK, Waymire E (1983) The Hurst effect under trends. J Appl Probab 20:649–662
Bloomfield P, Nychka D (1992) Climate spectra and detecting climate change. Clim Chang 21:275–287
Box GEP, Jenkins GM, Reinsel GC (2008) Time series analysis: forecasting and control, 4th edn. Hoboken, Wiley
Dahlhaus R (1989) Efficient parameter estimation for self-similar processes. Ann Stat 17(4):1749–1766
Dickey DA, Fuller WA (1979) Distributions of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74:427–431
Diebold FX, Inoue A (2001) Long memory and regime switching. J Econ 105:131–159
Doornik JA, Ooms M (2006) A package for estimating, forecasting and simulating ARFIMA models: ARFIMA package 1.04 for Ox. Nuffield College, Oxford, pp 1–30
Franses PH, Hobijn B (1997) Numbers from all the tables in critical values for unit root tests in seasonal time series. J Appl Stat 24:25–46
Gil-Alana LA (2003) An application of fractional integration to a long temperature time series. Int J Climatol 23:1699–1710
Gil-Alana LA (2012) Long memory, seasonality and time trends in the average monthly temperatures in Alaska. Theor Appl Climatol 108:385–396
Granger CWJ (1980) Long memory relationships and the aggregation of dynamic models. J Econ 14(2):227–238
Granger CWJ, Joyeux R (1980) An introduction to long memory time series models and fractional differencing. J Time Ser Anal 1:15–29
Hamilton JD (1994) Time series analysis. Princeton University Press, Princeton, 820 pages
Hassler U, Wolters J (1994) On the power of unit root tests against fractional alternatives. Econ Lett 45:1–5
Hosking JRM (1981) Fractional differencing. Biometrika 68:165–176
Hulme M, Doherty R, Ngara T, New M (2005) Global warming and African climate change. In: Low PS (ed) Climate change and Africa. Cambridge University Press, Cambridge, pp 29–40
Hurst H (1951) The long-term storage capacity of reservoirs. Trans Am Soc Civ Eng 116:770–799
Hylleberg S, Engle RF, Granger CWJ, Yoo BS (1990) Seasonal integration and cointegration. J Econ 44:215–238
IPCC (2001). Intergovernmental Panel on Climate Change. Third Assessment Report: Climate Change 2001. WG1: The scientific basis, summary for policymakers, Q2:4–5, pp 4–6 Geneva, Switzerland.
IPCC (2007) Intergovernmental Panel on Climate change. Fourth Assessment Report: Climate Change 2007. Summary for policy makers: understanding and attributing climate change. Cambridge University Press, Cambridge, pp 10–13
Kim I-W, Oh J, Woo S, Kripalani RH (2018) Evaluation of precipitation extremes over the Asian domain: observation and modelling studies. Clim Dyn 52:1317–1342
Kripalani RH, Kulkarni A (1997) Rainfall variability over South-east Asia-connections with Indian monsoon and ENSO extremes: new perspectives. Int J Climatol 17(11):1155–1168
Kruger AC, Shongwe S (2004) Temperature trends in South Africa: 1960–2003. Int J Climatol 24:1929–1945
Lee D, Schmidt P (1996) On the power of the KPSS test of stationarity against fractionally integrated alternatives. J Econ 73(1):285–302
Lo AW (1991) Long term memory in stock market prices. Econometrica 59:1279–1313
Manton MJ et al (2001) Trends in extreme daily rainfall and temperature in Southeast Asia and the South Pacific: 1961–1998. Int Climatol 21:269–284
Moreno, M., (2000). Riding the temp: Weather Derivatives, FOW Special Supplement.
Ohanissian A, Russell JR, Tsay RS (2008) True or spurious long memory? A new test. J Bus Econ Stat 26:161–175
Park RE, Mitchell BM (1980) Estimating the autocorrelated error model with trended data. J Econ 13:185–201
Prais SJ, Winsten CB (1954) Trend estimators and serial correlation. Cowles Commission Monograph, No. 23. Yale University Press, New Haven
Raghavan SV, Liu J, Nguyen NS, Vu MT, Liong S-Y (2018) Assessment of CMIP5 historical simulations of rainfall over Southeast Asia. Theor Appl Climatol 132(3–4):989–1002
Robinson PM (1978) Statistical inference for a random coefficient autoregressive model. Scand J Stat 5:163–168
Robinson PM (1994) Efficient tests of nonstationary hypotheses. J Am Stat Assoc 89:1420–1437
Roxy MK, Ghosh S, Pathak A, Athulya E, Mujumdar M, Murtugudde R, Terray P, Rajeevan M (2017) A threefold rise in widespread extreme rain events over central India. Nat Commun 8(1):708. https://doi.org/10.1038/s41467017-00744-9
Singh V, Xiaosheng Q (2019) Data assimilation for constructing long-term gridded daily rainfall time series over Southeast Asia. Clim Dyn 53(5–6):3289–3313
Sowell F (1992) Modelling long run behaviour with the fractional ARIMA model. J Monet Econ 29:277–302
Suepa T, Qi J, Lawawirojwong S, Messina JP (2016) Understanding spatio-temporal variation of vegetation phenology and rainfall seasonality in the monsoon Southeast Asia. Environ Res 147:621–629
Thirumalai K, DiNezio PN, Okumura Y, Deser C (2017) Extreme temperatures in Southeast Asia caused by El Nino and worsened by global warming. Nat Commun 8(1):1–8
Vellore RK, Krishnan R, Pendharkar J, Choudhary AD, Sabin TP (2014) On the anomalous precipitation enhancement over the Himalayan foothills during monsoon breaks. Clim Dyn 43:2009–2031
Vellore RK, Kaplan ML, Krishnan R, Lewis JM, Sabade SS, Deshpande NR, Singh BB, Madhura RK, Rama-Rao MVS (2016) Monsoon-extratropical circulation interactions in Himalayan extreme rainfall. Clim Dyn 46:3517–3546
Wakaura M, Ogata Y (2007) A time series analysis on the seasonality of air temperature anomalies. Meteorol Appl 14:425–434
Woodward WA, Gray HL (1993) Global warming and the problem of testing for trend in time series data. J Clim 6:953–962
Yaya OS, Fashae OA (2015) Seasonal fractional integrated time series models for rainfall data in Nigeria. Theor Appl Climatol 120:99–108
Zveryaev II, Aleksandrova MP (2004) Differences in rainfall variability in the South and Southeast Asian summer monsoons. Int J Climatol 24(9):1091–1107
Acknowledgments
Comments from the Editor and anonymous reviewers are gratefully acknowledged.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Yaya, O.S., Vo, X.V. Statistical analysis of rainfall and temperature (1901–2016) in south-east Asian countries. Theor Appl Climatol 142, 287–303 (2020). https://doi.org/10.1007/s00704-020-03307-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00704-020-03307-z