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Predictive models for ground ozone and nitrogen dioxide time series

✍ Scribed by Monique Graf-Jaccottet; Marc-Henri Jaunin


Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
241 KB
Volume
9
Category
Article
ISSN
1180-4009

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✦ Synopsis


Predictive models are built for the mean ground concentration of ozone and nitrogen dioxide on data consisting of 5 years of daily averages. We ®nd the smallest averaging time over which a model with a deterministic trend and an autoregressive error distribution passes a number of statistical tests. Such a model implies that the error variance conditioned on the past observations is constant. The ®t is good for the series of weekly averages, but a model with heteroscedastic conditional variance has to be used for daily averages. The application of a generalized autoregressive heteroscedasticity model leads both to a satisfactory ®t and a good predictive power for daily average data.


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