A0791
Title: Modelling temperature persistence using seasonal quantile autoregressions
Authors: Barend Spanjers - Vrije Universitent and Tinbergen Institute (Netherlands) [presenting]
Abstract: A quantile autoregressive model is proposed that incorporates trends and seasonal components in both the quantile-specific constants and autoregressive coefficients to model temperature persistence. By allowing the quantile constant and persistence coefficient to vary over time, it is found that the persistence coefficients for the warmer quantiles are higher in summer (compared to the colder quantiles), while the lower quantiles show higher persistence in winter (compared to the warmer quantiles). This persistency ranking of the quantile-specific coefficients reverses in spring and again in autumn. Results show that the autoregressive coefficients of the median have not significantly changed, whereas the coefficients have significantly increased for the high quantiles and decreased for the low quantiles in western and northern Europe. These results are compared with changes in atmospheric circulation.
