U.K. Rainfall Data: A Long-Term Persistence Approach

Luis A. Gil-Alana University of Navarra, Faculty of Economics, Pamplona, Spain

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Abstract

This paper looks at the analysis of U.K. monthly rainfall data from a long-term persistence viewpoint. Different modeling approaches are considered, taking into account the strong dependence and the seasonality in the data. The results indicate that the most appropriate model is the one that presents cyclical long-run dependence with the order of integration being positive though small, and the cycles having a periodicity of about a year.

Corresponding author address: Luis A. Gil-Alana, University of Navarra, Faculty of Economics, Edificio Biblioteca, Entrada Este, E-31080 Pamplona, Spain. E-mail: alana@unav.es

Abstract

This paper looks at the analysis of U.K. monthly rainfall data from a long-term persistence viewpoint. Different modeling approaches are considered, taking into account the strong dependence and the seasonality in the data. The results indicate that the most appropriate model is the one that presents cyclical long-run dependence with the order of integration being positive though small, and the cycles having a periodicity of about a year.

Corresponding author address: Luis A. Gil-Alana, University of Navarra, Faculty of Economics, Edificio Biblioteca, Entrada Este, E-31080 Pamplona, Spain. E-mail: alana@unav.es
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