Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin
Abstract
:1. Introduction
2. Materials and Methods
2.1. Study Area
2.2. Principle of TVP-SV-VAR Model
2.3. TVP-SV-VAR Model of Runoff Response to Meteorological Factors
- (1)
- Sample β
- (2)
- Sample a
- (3)
- Sample h
3. Results
3.1. Parameter Estimation and Model Verification
3.2. A Posteriori Estimation of Stochastic Volatility and Simultaneous Impulse Response Analysis
4. Discussion
4.1. Pulse Response Analysis with Different Delays
4.2. Pulse Response Analysis with Different Time Points
4.3. Implications of TVP-SV-VAR Model
4.4. Limitations of TVP-SV-VAR Model
5. Conclusions
- (1)
- The posterior estimates of the stochastic volatility of runoff, precipitation, temperature, and evaporation vary significantly with time, and the variance fluctuations of runoff and precipitation have strong synchronicity.
- (2)
- The impact of precipitation and evaporation on the simultaneous pulse of runoff is close to 0. The simultaneous impulse response between temperature and evaporation is the largest.
- (3)
- Runoff has a positive impulse response to precipitation, which decreases with the increase in lag time. It has a negative impulse response to temperature and evaporation, which fluctuates greatly. The response speed is precipitation > evaporation > temperature.
- (4)
- When the runoff has different statistical values, the response curves to precipitation and evaporation are similar, and the response to temperature variability is more complex.
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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Variable | ADF | 5% Critical Value | Logical Value | Conclusion |
---|---|---|---|---|
Runoff | −6.801 | −1.942 | 1 | stable |
Precipitation | −9.947 | −1.942 | 1 | stable |
Temperature | −3.588 | −1.942 | 1 | stable |
Evaporation | −6.623 | −1.942 | 1 | stable |
Parameter | Mean | Std | 95% Interval | Geweke | Inefficiency |
---|---|---|---|---|---|
0.0041 | 0.0012 | (0.0025, 0.0070) | 0.384 | 41.65 | |
0.0041 | 0.0012 | (0.0024, 0.0071) | 0.609 | 36.97 | |
0.0056 | 0.0014 | (0.0036, 0.0090) | 0.000 | 61.45 | |
0.0056 | 0.0016 | (0.0034, 0.0098) | 0.235 | 44.10 | |
1.0629 | 0.1051 | (0.8813, 1.2879) | 0.600 | 29.34 | |
3.9061 | 0.2497 | (3.4574, 4.4399) | 0.000 | 75.99 |
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Zeng, W.; Song, S.; Kang, Y.; Gao, X.; Ma, R. Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin. Sustainability 2022, 14, 6989. https://doi.org/10.3390/su14126989
Zeng W, Song S, Kang Y, Gao X, Ma R. Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin. Sustainability. 2022; 14(12):6989. https://doi.org/10.3390/su14126989
Chicago/Turabian StyleZeng, Wenying, Songbai Song, Yan Kang, Xuan Gao, and Rui Ma. 2022. "Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin" Sustainability 14, no. 12: 6989. https://doi.org/10.3390/su14126989