Statistical analysis of rainfall and temperature (1901–2016) in south-east Asian countries

The present paper investigates the time-series properties of average rainfall and temperature readings of countries in Southeast Asia (Brunei, Cambodia, Indonesia, Laos, Malaysia, Myanmar, Philippines, Singapore, Thailand, Timor-Leste, and Vietnam) using monthly data, spanning from 1901 to 2016. Specifically, we analyze the time trend, persistence, and seasonality properties of the series using I(d) fractional integration framework, an approach that is found to be robust in dealing with climatological series. Antipersistence is observed in the rainfall series of Cambodia, Laos, Myanmar, and Vietnam while long memory is found in the rainfall series of the remaining countries. Thus, those countries with antipersistent rainfall are prone to erratic rainfall distribution which could lead to flooding or drought. Long memory is observed in the distribution of rainfall across all countries with increasing trend found in some cases. Both climatic variables display evidence supporting seasonality with stronger seasonality observed in Cambodia, Laos, Myanmar, Thailand, and Vietnam. Findings in the present paper are of policy relevance to climate monitoring agencies and the government.