Análisis temporal y pronóstico de la temperatura del aire superficial utilizando modelos SARIMA y SVAR: estudio de caso en Bogotá, Colombia

Abstract

In this work, we study the short term dynamics of the Surface Air Temperature (SAT) using data obtained from a meteorological station in Bogotá from 2009 to 2019 and using time series. The data that we used correspond to the monthly mean of the historical registers of SAT and three pollutants. A descriptive analysis of the data follows. Then, some predictions are obtained from two different approaches: (i) a univariate analysis of SAT through a SARIMA model, which shows a good fit; and (ii) a multivariate analysis of SAT and pollutants using a SVAR model. Suitable transformations were first applied on the original dataset to work with stationary time series. Subsequently, A SARIMA model and a VAR(2) with its associated SVAR model are estimated. Furthermore, we obtain one year forecasts for the logarithm of SAT in both models. Our forecasts simulate the natural fluctuation of SAT, presenting peaks and valleys in months when SAT is high and low, respectively. The SVAR model allows us to identify certain shocks that affect the instant relationships among variables. These relations were studied by the impulse response function and the VAR model variance decomposition. The results are consistent with environmental theories.