This paper focuses on the analysis of the time series behaviour of the air quality in the 50 US states by looking at the statistical properties of the particulate matter (PM10 and PM2.5) datasets. We use long daily time series of outdoor air quality indices to examine issues such as the degree of persistence as well as the existence of time trends in data. For this purpose, we use a long memory fractionally integrated framework. The results show significant negative time trend coefficients in a number of states and evidence of long memory in the majority of the cases. In general, we observe heterogeneous results across counties though we notice higher degrees of persistence in the states on the West with respect to those on the East, where there is a general decreasing trend. It is hoped that the findings in the paper will continue to assist in quantitative evidence-based air quality regulation and policies.