Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018-2020

Bermejo, L. (Lorenzo); Gil-Alana, L.A. (Luis A.); Río, M. (Marta) del

Authors:

Bermejo, L. (Lorenzo)

Gil-Alana, L.A. (Luis A.)

Río, M. (Marta) del

Keywords:

Fractional integration
Long memory
PM2.5
Particular matters
Time trends

Issue Date:

2022

Publisher:

Springer

Project:

info:eu-repo/grantAgreement/AEI/Proyectos I+D/PID2020-113691RB-I00/ES/INTEGRACION FRACCIONAL: AVANCES TEORICOS Y DESARROLLOS EMPIRICOS

ISSN:

1614-7499

Note:

This article is licensed under a Creative Commons Attribution 4.0 International License

Citation:

Bermejo, L. (Lorenzo); Gil-Alana, L.A. (Luis A.); Del-Río, M. (Marta). "Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018-2020". Environmental Science and Pollution Research. 30 (3), 2022, 5603 - 5620

Abstract

The degree of persistence in daily data for PM2.5 in 20 relevant megacities such as Bangkok, Beijing, Mumbai, Calcutta, Canton, Dhaka, Delhi, Jakarta, London, Los Angeles, Mexico City, Moscow, New York, Osaka. Paris, Sao Paulo, Seoul, Shanghai, Tientsin, and Tokyo is examined in this work. The analysis developed is based on fractional integration techniques. Specifically, the differentiation parameter is used to measure the degree of persistence in the series under study, which collects data on daily measurements carried out from January 1, 2018, to December 31, 2020. The results obtained show that the estimated values for the differentiation parameter are restricted to the interval (0, 1) in all cases, which allows us to conclude that there is a mean reverting pattern and, therefore, transitory effects of shocks.

URI:

https://hdl.handle.net/10171/65590

DOI:

10.1007/s11356-022-22512-z

Appears in Collections:

DA - Economía - Artículo de revista

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