Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
长期月度温度序列与向量季节均值和协方差变动自回归模型
We consider a vector version of the Shifting Seasonal Mean Autoregressive model. The model is used for describing dynamic behaviour of and contemporaneous dependence between a number of long monthly temperature series for 20 cities in Europe, extending from the second half of the 18th century until mid-2010s. The results indicate strong warming in the winter months, February excluded, and cooling followed by warming during the summer months. Error variances are mostly…