Ecological Indicators 111 (2020) 105991

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Ecological Indicators
journal homepage: www.elsevier.com/locate/ecolind

Rainfed wheat (Triticum aestivum L.) yield prediction using economical, T

meteorological, and drought indicators through pooled panel data and
statistical downscaling
⁎
Nasrin Salehniaa,c, Narges Salehniab, , Ahmad Saradari Torshizib, Sohrab Kolsoumic
a
Faculty of Agriculture, Department of Water Engineering, Ferdowsi University of Mashhad, Mashhad, Iran
b
Department of Economics, Ferdowsi University of Mashhad, P.O. Box 9177-948951, Mashhad, Iran
c
AgriMetSoft, Roshd Center, Ferdowsi University of Mashhad, P.O. Box 9177-949207, Mashhad, Iran

A R T I C LE I N FO A B S T R A C T

Keywords: Agriculture productions play significant roles in economic development. Extreme weather events, especially
Precipitation drought under climate change conditions, can affect future crop production. Nowadays, researchers are trying to
SPEI apply modeling approaches for estimating future changes on amounts of crop yields. This study employed pooled
SPI panel data to simulate the most effective meteorological drought indices, economic and meteorological variables
Diurnal temperature
on rainfed wheat yield. The observation period was 1990–2016 for several meteorological data, besides SPI
Durbin Watson test
Chow test
(Standardized Precipitation Index) and SPEI (Standardized Precipitation Evapotranspiration Index) drought
indices in monthly and yearly scales. The available economic variables during the study period were yearly
guaranteed wheat prices (Rial/kg) and area under cultivation (ha). In this research, first, the most effective
variables were selected according to the efficiency criteria and stepwise regression. Then by using pooled panel
data, a relation was estimated between yield and the independent variables. Finally, with future downscaled
variables, the amount of wheat yield was determined for the next 20 years (2019–2038). The GFDL- ESM2M and
MIROC5 models under RCP45 and RCP85 were run, and MIROC5 under RCP45 was selected as the best model,
for the evaluation period. The results revealed that guaranteed wheat prices, yearly precipitation and sunshine
hours, the area under cultivation, and SPI of October were identified as the most effective variables on wheat
yield through the Panel model. By using the projection weather variables and the pooled panel model, we
achieved that the amount of rainfed wheat yield would be increased over two next decades at Mashhad,
Sabzevar, and Torbat H. locations.

1. Introduction
Climate change and global warming have significant impacts on
plant growth and crop yield productivity all over the world. One of the
most critical factors causing the yield variability is climate (Chaves,
2001), and climate change will shift growing conditions and thus im-
pact future crop production. Agriculture plays a crucial role in eco-
nomic development and poverty reduction (World Bank, 2005). Con-
siderable attention has been dedicated to agricultural effects of climate
change. As a consequence of climate change, drought usually issues
from precipitation deficit.
Drought is a severe and complicated natural hazard that sig-
nificantly impacts agricultural yields, and its occurrence will adversely
affect wheat yield at the critical growth stages of wheat such as til-
lering, jointing, anthesis, and grain filling (Xue et al., 2006; IPCC,
2007). Agriculture in the northeast of Iran has been usually affected by
drought events. Many researchers have assessed the possible impact of
them on crop yields using basic simulation models and statistical
methods, and most recent assessments have yielded that arid and semi-
arid regions are highly vulnerable to climate change (IPCC, 2014).
In arid and semi-arid areas, such as Iran which average annual
precipitation is approximately 250 mm, crops are mostly rainfed, and
the sowing date of plants depends on the rain; hence rainfall variability
is critical for agricultural yields. In this country, rainfed agriculture is
likely to be the most sensitive sector to climate change (Nassiri et al.,
2006). Wheat and rice are Iran’s two main food staples. Wheat is har-
vested on more than 6 million hectares; of these, about 2.170 million
hectares are irrigated, and approximately 3.830 million hectares are
rainfed (Agriculture Statistics, 2013).
Wheat has traditionally been one of the three most essential crops

⁎
Corresponding author.
E-mail addresses: salehnia61@gmail.com (N. Salehnia), n.salehnia@um.ac.ir (N. Salehnia).

https://doi.org/10.1016/j.ecolind.2019.105991
Received 22 May 2019; Received in revised form 25 November 2019; Accepted 4 December 2019
Available online 16 December 2019
1470-160X/ © 2019 Published by Elsevier Ltd.
N. Salehnia, et al.
Fig. 1. The study area with three synoptic stations located in Khorasan-e Razavi province, northeastern Iran, Middle East, with an area of 118,851 km2.
(corn, rice, and wheat) used in the world (FAOSTAT, 2010; Zhou,
2010). It is crucial to simulate the yield of wheat under various stress
conditions like high air temperature and low precipitation to prepare
response strategies to future climate change. The issue of how to in-
crease wheat yields has been a critical research question for agrono-
mists and farmers. Crop yield is a function of weather variables and
economic factors (Cabas et al., 2010). To investigate the meteorological
and economic variables affecting rainfed wheat yield, different ap-
proaches, models, and methods have been applied. Several simulation
models have been developed for estimating wheat yield, such as BISm
model by Snyder et al. (2004), AquaCrop developed by FAO (FAO,
2012), WOFOST, and DSSAT by Jones et al., 2003. Different meth-
odologies for simulating impacts of climate change on crop production
were revealed by White et al. (2011), they reviewed 221 peer-reviewed
papers that used crop simulation models to examine diverse aspects of
how climate change might affect agricultural systems. Finally, they
could categorize 221 types of researches to six subject areas namely,
target crops and regions; the crop model(s) used and their character-
istics; sources and application of data on [CO2] and climate; impact
parameters evaluated; assessment of variability or risk; and adaptation
strategies.
Many other studies attempted to determine the most effective
weather variables on crop yields, and predicted the amount of crop
yields, under climate change conditions. We have summarized some of
these researches which have implemented in all different countries
around the world (Supplementary File 1).
The primary model used in this study was Panel data. Panel data
have become widely available in both the developed and developing
countries. Panel data refer to a data set containing observations of
various phenomena over multiple periods (Chen and Chang, 2005;
Hsiao, 2014). Unlike regression data, with panel data, we observe many
subjects over time, and unlike time-series, with panel data we find
many topics, therefore, it has two dimensions: spatial (cross-sectional)
and temporal (time series) (Darmofal, 2015). This concept is performed
in the various field of researches, especially in crop science. Coelli
(1996) used panel data on rice production in Vietnam to investigate the
total factor productivity (TFP) growth. The impact of weather on the
yields of seven major crops in Taiwan based on pooled panel data for 15
2
Ecological Indicators 111 (2020) 105991
prefectures over the 1977–1996 period, have been examined by Chen
and Chang (2005). The results of Chen and Chang (2005) not only il-
lustrated the sensitivity of crop yield distributions in response to
weather changes in this area but also identified the atmospheric con-
ditions, which control the yield distributions. The determinants of
wheat output per hectare in Ethiopia during 2011– 2013 by using a
panel data approach were explored. The model identified specific
contributors to wheat yields that include farm management techniques,
weather (e.g., rainfall), water availability, and policy intervention
(Mann and Warner, 2017).
This study focuses on determining the most effective meteorological
and economic variables on rainfed wheat yield. In this regards, three
specific goals were identified: 1) associations between drought indices,
meteorological-economic variables, and wheat yield in northeast of Iran
known as Khorasan-e Razavi province, through pooled panel data, 2)
comparison of the performance of statistical downscaling method over
two CMIP5 models under two RCPs scenarios during the evaluation
period (2006–2016), then selecting the best CMIP5 model under the
RCP scenario for each station and obtaining the future projections of
the selected weather variables, and 3) assessment future wheat yield
amount over the next decades through the selected CMIP5 model and
the chosen RCP scenario.
2. Materials and methods
2.1. Study sites and weather data
In this study, we examined the climate and economic variables af-
fecting wheat yield at three major agricultural locations (Mashhad,
Sabzevar, and Torbat Heydarieh (Torbat H.)) in Khorasan-e Razavi
province located in northeastern Iran (Fig. 1). This region has a semi-
arid climate and lies between 33° and 38°N latitude and 55° and 61°E
longitude, with an area of 118,851 km2. Table 1 presents the phy-
siocharacteristics of the study locations, during the baseline weather
record (1990–2016). The data were collected from the meteorological
station at each location. Homogenization and quality control of weather
data were performed by the national meteorological organization of
Iran (www.weather.ir) before the release of such data to users.
N. Salehnia, et al. Ecological Indicators 111 (2020) 105991

Table 1 amount was obtained as Eq. (1):

The annual average of weather variables during the baseline period
0.408 × Δ × (Rn − G ) + γ × [(890 T + 273)] × U2 × VPD
(1990–2016) for the study sites (http://www.irimo.ir/). ETO =
Δ + γ × (1 + 0.34 × U2) (1)
Location LA LN Elev. Total Ave. Ave. Ave.
(m) Pre. (mm) Tmean Wind Humidity where ETO is the reference crop evapotranspiration (mm/day). Δ shows
(°C) speed (%) the slope of the vapor pressure curve (kPa°C−1), Rn is the net radiation
(m/s)
at the crop surface (MJM−2d−1). The variable G is the soil heat flux
Mashhad 36°16′ N 59°38′ E 999 246 15.1 1.2 51 density (MJM−2d−1), γ is the psychometric constant (kPa°C−1), 890
Sabzevar 36°12′ N 57°43′ E 972 191 17.7 1.6 40 refers to the conversion factor, T is the average air temperature at 2 m
Torbat H. 35°16′ N 59°13′ E 1451 257 14.1 1.2 45 height (°C), U2 presents the wind speed measured at a 2 m height
(ms−1), and VPD is the vapor pressure deficit (kPa).
LA: latitude, LN: longitude, Elev.: elevation, Ave.: Average, Tmean: mean
For computing SPEI, we used the classical approximation of
temperature (°C), Pre.: Precipitation.
Abramowitz and Stegun (1965) and also Vicente-Serrano et al. (2010).
This index is accumulated at different time scales. The SPEI is based on
Historical wheat yield (kg/ha), the area under cultivation (ha), and
a monthly climatic water balance (precipitation minus ETO), which is
guaranteed wheat prices (Rial/kg) which are produced under rainfed
adjusted using a three-parameter log-logistic distribution. The deficit or
conditions during 1990–2016, for the three locations were obtained
surplus accumulation of a climate water balance (D) at different time
from Iran’s Ministry of Agriculture (https://www.maj.ir/). According to
scales is determined by the difference between the precipitation (P) and
the climate of the case study, the past reviewed researches
ETO for the day i:
(Supplementary File 1), and available reports of meteorology organi-
zation of Iran (http://www.irimo.ir/), some weather variables play an Di = Pi − EToi (2)
essential role in the amount of wheat yield, so in this research we
The probability density function of a three-parameter log-logistic
collected these data, namely monthly weather data included the max-
distributed variable is expressed as Eq. (3):
imum and minimum temperature (◦C), diurnal temperature range (DTR
−2
(◦C)), sunshine hours (Nhour) (h), yearly total precipitation (mm), as β x − γ β−1 ⎡ x − γ β⎤
f (x ) = ⎛ ⎞ × 1+⎛ ⎞
well the monthly amount of precipitation (mm), relative humidity (%), α⎝ α ⎠ ⎢ ⎝ α ⎠ ⎥
⎣ ⎦ (3)
wind speed (m/h), and mean temperature (◦C) for Jan, May, and Oct
during 1990–2016. where α , β , and γ are scale, shape, and origin parameters, respectively,
The DTR is the difference between the daily maximum and for D values in the range (γ > D < ∞). The parameters of the Pearson
minimum temperatures (DTR = Tmax-Tmin). It is often used in climate III distribution can be obtained as Eqs. (4)–(7):
studies since the only use of mean temperature cannot reveal very 2w1 − w0
significant temperature change patterns by averaging the trends β=
6w1 − w0 − 6w2 (4)
(Holder et al., 2006). The SPI (Standardized Precipitation Index) was
calculated over Jan, May, and Oct and SPEI (Standardized Precipitation (w0 − 2w1) β
α=
Evapotranspiration Index) was estimated at a yearly scale. For calcu- Γ(1 + 1 β )Γ(1 − 1 β ) (5)
lating the SPEI, we used ETo (reference crop evapotranspiration).
Therefore the FAO Penman-Monteith method (Allen et al., 1998) was 1 + 1⎞ ⎛1 − 1⎞
γ = w0 − α Γ ⎛⎜ ⎟Γ⎜ ⎟
used (see description below). All the input variables are presented in ⎝ β ⎠ ⎝ β ⎠ (6)
Table 2. To analyze future wheat yield, the period 2019–2038 was di-
vided in two decades, namely 2019–2028, and 2029–2038. where Γ (β ) is the gamma function of β . The probability distribution
function of the D series is presented by:
β −1
⎡ α ⎞ ⎤
2.2. Calculation of the SPEI, SPI, and evapotranspiration F (x ) = ⎢1 + ⎜⎛
γ⎠ ⎥
⎟

⎝ x − (7)
⎣ ⎦
SPEI is a meteorological drought index that consists of the pre-
In the last step, with the value of F(x), the SPEI can be estimated as
cipitation data (mm) and the evapotranspiration data (mm/day). The
the standardized values of F(x). The SPEI equation is calculated by Eq.
evapotranspiration rate from a reference surface is called the reference
(8):
crop evapotranspiration or reference evapotranspiration and is denoted
as ETo. We followed the FAO Penman-Monteith approach to calculate C0 + C1 W + C2 W 2
SPEI = W −
the reference evapotranspiration (ETO) (Allen et al., 1998). The ETo 1 + d1 W + d2 W 2 + d3 W 3 (8)
where W = −2Ln (P ) for P ≤ 0.5 and P is the probability of exceeding
Table 2
All the input variables at three stations. a determined D value. The constants are C0 = 2.515517,
C1 = 0.802853, C2 = 0.010328, d1 = 1.432788, d2 = 0.189269 and
Variable Scale Period d3 = 0.001308.
Precipitation (mm) Monthly (May, Jun., and Oct.) 1990–2016 The SPI is widely used as a meteorological drought index (Angelidis
-Yearly et al., 2012). Since continuous long-term data of at least 30 years is
Wind speed (m/s) Monthly (May, Jun., and Oct.) 1990–2016 required to compute SPI (Mckee et al., 1993), therefore we used
Relative Humidity (%) Monthly (May, Jun., and Oct.) 1990–2016 30 years (1987–2016) of precipitation over case study area for calcu-
Mean of temperature (°C) Monthly (May, Jun., and Oct.) 1990–2016
SPI Monthly (May, Jun., and Oct.) 1990–2016
lating it, then we have separated the monthly SPI data over 1990–2016.
DTR (°C) Yearly 1990–2016 SPI is usually computed by fitting the gamma probability distribution
Nhour (hour) Yearly 1990–2016 (Edwards and McKee, 1997) to the observed precipitation data, as
SPEI Yearly 1990–2016 follows:
The area under cultivation (ha) Yearly 1990–2016
Guaranteed wheat prices (Rial/ Yearly 1990–2016 1
G (x ) = x α − 1e−x β (x > 0)
kg) β α Γ(α ) (9)
DTR: Diurnal Temperature Range. where x > 0 is the amount of precipitation, α > 0 is a shape

3
N. Salehnia, et al. Ecological Indicators 111 (2020) 105991

parameter, β > 0 is a scale parameter, and, Γ(α) is the gamma func-

The related information, the details of characteristics of each model, and the processes for downloading original models are available at: http://www.ipcc-data.org/sim/gcm_monthly/AR5/Reference-Archive.html.
tion, and α, β, and Γ(α) computed as following (Eqs. (10) and (11)),
where n is the number of observations:

Horizontal resolution
−
1 ⎛ 4A ⎞ x − ∑ ln(x )
α= ⎜1 + 1+ ⎟, β = , whereA = ln(x ) −
4A ⎝ 3 ⎠ α n (10)

(lat × lon)

1.40*1.40
∞

2.5*2.0
Γ(α ) = ∫0 y α − 1e−ydy (11)
SPI values range from −2 (extremely dry) to +2.0 (extremely wet),

Grid size

256*128
also SPI is in “normal condition” when 0.99 > SPI > −0.99. Details

144*90
about the SPI computation can be found in McKee et al. (1993), and
Guttman (1999). For computing the drought indices, the Drought

Model abbreviation
Monitor and Prediction (DMAP) software tool (AgriMetSoft, 2018a,b)
was used.

GFDL-ESM2M

MIROC5
2.3. GCMs and statistical downscaling method

We applied statistical downscaling for finer resolution of the

NOAA GFDL
models. In this study, we used the Delta method (Bennett et al., 2014).

Institute ID
The Delta technique was selected because it is widely used for down-

MIROC
scaling GCMs outputs (Maraun et al. 2010; Themeßl et al. 2011). Delta
method was calculated through Eqs. (12) and (13), as follows:

The Model for Interdisciplinary Research on Climate

μ (PObs )
PPr . = PGCMrcp ×

NOAA/Geophysical Fluid Dynamics Laboratory

μ (PGCMhist ) (12)

Model with MOM4 ocean component (USA)

TPr . = TGCMrcp + μ (TObs ) − μ (TGCMhist ) (13)
where T and P are the values of temperature and precipitation, re-
spectively. The subscript rcp refers to the GCM’s RCP outputs over the
future period, and subscript Obs represents the observed values of the
synoptic station. GCMhist represents the data of historical run of the
CMIP5 used model. Subscripts Obs, and Pr. refer to observation, and
prediction data, respectively, and μ is the mean of data during the in-
Earth System

tent period (Yazd et al., 2019).

Model name

The used CMIP5 models in this study were GFDL-ESM2M

(2.02° × 2.5°) and MIROC5 (1.4008° × 1.4062°). The GCMs models
under different RCP scenarios can download from http://www.ipcc-
data.org/sim/gcm_monthly/AR5/Reference-Archive.html. The brief
The University of Tokyo, National Institute for Environmental Studies, and Japan Agency for Marine-
National Oceanic and Atmospheric Administration (NOAA) Geophysical Fluid Dynamics Laboratory

information’s models are presented in Table 3. The models were run

under the Representative Concentration Pathway (RCP) scenarios,
RCP4.5 and RCP8.5, which refer to radiative forcing in 2100 of 4.5 and
8.5 Wm−2, and CO2 equivalent mixing ratios of 650 and 1370 ppm,
respectively (Moss et al., 2010).

2.4. Panel data and stepwise method

The model for rainfed wheat yield is specified with a logarithmic

functional (Lobell and Burke, 2010) form as Eq. (14):

lnYit = β0 + β1 lnx1it + β2 lnx 2it + β3 lnx 3it + ⋯+βn lnxnit + Uit i

= 1.0. 3; and t = 1990⋯2016 (14)
where the dependent variable for estimation rainfed wheat yield for
each station, in the panel data model is Yit . Explanatory variables are
x1it , x2it , x3it (refer to all the independent variables), i is the number of
stations, and a constant value as Uit . The random disturbance term, Uit
Earth Science and Technology

has mean 0 and is assumed uncorrelated with the independent vari-

Defined details of used GCMs.

ables. Parameters β1, β2, β3, and βn are to be estimated, and β0 re-
presents the model intercept. Data for three stations covering the
Modeling center (group)

1990–2016 period results in 81 (3 (number of stations) * 27 (number of

years)) observations.
In this research, all the variables were assessed through stepwise
regression (Salehnia et al., 2019) for identifying the ones with greater
importance. Then selected variables were analyzed by Panel data
Table 3

method for choosing the most effective ones. Stepwise regression is a

method of regression modeling which can be applied to predict a

4
N. Salehnia, et al.
dependent variable, using a set of independent variables (Lobell and
Burke, 2010; Das et al., 2018) (21 variables in Table 2). Linear re-
gression is performed by adding or removing independent variables on
each iteration. Stepwise regression procedure was used for the selection
of significant variables (O’Gorman and Woolson, 1991).
2.5. Statistical tests
2.5.1. Significance test for coefficient
To perform significant test, we compute the t-statistic for each of the
coefficients that derive from the ratio of the coefficient to its standard
deviation, and its value was compared with t(α, n-k), where α is the
confidence level.
βk
tn − k =
se (β ) k (15)
2.5.2. Chow test
The Chow test determines if the regression coefficients are different
for split data sets. It tests whether one regression line or two separate
regression lines best fit a split set of data. If the two parts can be re-
presented by one single regression line, we say that the regression can
be pooled (Chow, 1960). With two sets of observations: group1 and
group2, consider two regression equations (Eqs. (16) and (17)) as fol-
lows:
Group1(samplesizeofn1): y = α1 + β11 x1 + β12 x2 + ⋯+β1k xk + u (16)
Group2(samplesizeofn2): y = α2 + β21 x1 + β22 x2 + ⋯+β2k xk + v (17)
The null hypothesis of the model is
H0: β11 = β21, β12 = β22, ⋯, β1k = β2k , α1 = α2 . The residual sums of
squares for Group1 and Group2 respectively refer to RSS1 and RSS2,
RSS1 + RSS2 = URSS, and k is the number of regressors, n1 and n2 are
respectively the numbers of observations in the first of the two sub-
samples, and the other sub-samples. The restricted Residual Sums of
Squares (RRSS) being that of the OLS (ordinary least squares) on the
pooled model and the Unrestricted Residual Sums of Squares (URSS)
being that of the LSDV (Least Squares Dummy Variable) regression.
When the null hypothesis is correct, the F-ratio was performed ac-
cording to the Eq. (18), as Chow-test (Chow, 1960):
(RRSS − URSS ) (k + 1)
Chow =
URSS (n1 + n2 − 2k − 2) (18)
2.5.3. Breusch-Pagan (BP) test
The BP (Breusch and Pagan) test is used to check for hetero-
scedasticity in a linear regression model (Breusch and Pagan, 1979). It
is based on models of the type Eq. (19) for the variances of the ob-
servations, wherez rt explain the difference in the variances. The null
hypothesis is equivalent to the (p − 1) parameter restrictions
δ1 = ⋯=δr = 0 , and α is the confidence level.
δt2 = E (ut2) = h (α 0 + α1 z1t +⋯+αr z rt ) (19)
2.5.4. Durbin Watson test
The Durbin Watson is a test where the residuals from a linear re-
gression or multiple regression are independent. The test statistic is
presented in Eq. (20), as following, where n is the number of observa-
tions et are residuals from an ordinary least squares regression:
n
∑t = 2 (et − et − 1)2
d= n
∑t = 2 (et )2 (20)
2.5.5. Efficiency criteria
For selecting the best model and scenario during the evaluation
5
Ecological Indicators 111 (2020) 105991
period (2006–2016), the prediction performance of the models was
compared based on the mean absolute error (MAE) (MacLean, 2005),
and Nash–Sutcliffe efficiency (NSE), as defined in Eqs. (21) and (22).
The mean absolute error (MAE) Nash–Sutcliffe efficiency (NSE),
n
1
MAE =
n
× ∑ |Oi − Pi|
i=1 (21)
n
∑i = 1 (Oi − Pi )2
NSE = 1 − −
n
∑i = 1 (Oi − O )2 (22)
where n is the number of samples, P is the predicted weather value, and
O is the observed weather data value. The MAE is the average of all
absolute errors and represents the average differences between the
model predicted and observed values. The NSE is a normalized statistic
that shows the proportion of explained variance relative to the 1:1 line
in a comparison of two estimates of the same variable. The range of NSE
lies between 1.0 (perfect fit) and −∞.
Also, we applied the Taylor diagram, which can represent three
different statistics simultaneously (i.e., the centered RMS (Root Mean
Square) difference, the Pearson correlation, and the standard devia-
tion). Taylor diagrams (Taylor, 2001) provide a way of graphically
summarizing how closely a model matches observations. Through the
Taylor diagram, we can decide which of the models and scenarios are
the proper one. Besides Taylor diagrams, we utilized boxplot. Boxplot
presents future data versus the observation data. This type of graphical
representation was selected because, in addition to the median, the
boxplot depicts the extreme values (minimum and maximum) of data.
In the boxplot, the Interquartile Range (IQR, i.e. 25th–75th quantiles) is
represented by boxes, the whiskers extend to quantile 5 and quantile
95, the black horizontal line indicates the median, and values beyond
the whiskers are outliers. For drawing boxplots, Data Tool (https://
agrimetsoft.com/data-tool.aspx) was used. All the calculations and
statistical analyses in this research were computed by using EViews
version 11 and Stata version 14 software tools.
3. Results and discussion
3.1. Assessing the results of selecting the effective variables
Out of the 21 variables analyzed in Table 2, six variables showed
significant correlation with yield (P < 0.05) by using stepwise re-
gression. These significant variables were further subjected to stepwise
regression analysis and those variables, which could be related to yield
variability reasonably (Precipitation (mm), Nhour, SPI of Oct., mean of
temperature of Oct. (°C), area under cultivation (ha), and guaranteed
wheat prices (Rial/kg)) were used in the Panel data model.
3.2. Analyzing the results of statistic tests
Table 4 shows the result of chow test, as can be seen in this table,
the zero hypothesis of the pooled data is accepted at the 5% error level
and therefore the research data should be estimated by the pooled
method. It means that the spatial and temporal dimensions of data can
be omitted and the estimation is satisfied by OLS. In this case, the ex-
planatory variables are detailed as they include all of the cross-section
characteristics in a single case study.
Table 4
The result of the Chow test.
Effects Test Statistic d.f. Prob.
Cross-section F 0.773558 (2,72) 0.4652
N. Salehnia, et al. Ecological Indicators 111 (2020) 105991

Table 5 two models under two RCPs, while precipitation showed a much lower
The coefficients and statistical criteria from the Panel data model. Dependent Pearson correlation (0.29 up to 0.55). In general, the best model for
Variable: LNY, Method: Panel Least Squares, Sample: 1990 2016, Periods in- Nhour and precipitation was MIROC5 under RCP4.5 with the Delta
cluded: 27, Cross-sections included: 3, Total panel (balanced) observations: 81. method, due to both of them had the best standard deviation (0.99 and
Variable Coefficient Std. Error t-Statistic Prob. 0.94) and RMS (1.4 and 0.73 mm) values compared with the other
cases, respectively.
C 10.65775 5.269710 2.022456 0.04670*
As well, in Sabzevar (Fig. 2(b)) and Torbat H. (Fig. 2(c)), the best
LNP 0.103875 0.038625 2.689336 0.0088**
LNPre 0.574854 0.136955 4.197391 0.0001**
model was MIROC5 under RCP4.5, for both weather variables (Nhour
LNNhour −1.191619 0.641554 −1.857395 0.067*** and precipitation). Indeed, for Nhour values in Sabzevar, the range of
LNCult 0.096387 0.055896 1.724405 0.088*** Pearson correlation was about 0.87–0.90, NSE = 0.57–0.59,
LNSPIOct −0.442108 0.118708 −3.724335 0.0004** MAE = 1.19–1.23 h, RMS = 1.44–1.48 h, and the best model was
LNTmeanOct 0.195143 0.337535 0.578143 0.56412
MIROC5 under RCP4.5. Whereas, for precipitation in the selected
R-squared 0.519420 Mean dependent 5.881358
var model (MIROC5 under RCP4.5) with observed data have presented the
Adjusted R- 0.475589 S.D. dependent var 0.488735 Pearson correlation = 0.40, RMS = 0.62 mm, and MAE = 0.40 mm.
squared For Torbat H. location (Fig. 2(b)), the best criteria’s for precipitation
S.E. of regression 0.373622 Akaike info 0.951312
were consist of NSE = 0.13, RMS = 0.7 mm, MAE = 0.47 mm, and the
criterion
Sum squared resid 10.32992 Schwarz criterion 1.158240
Pearson correlation = 0.56, and for Nhour were NSE = 0.64,
Log-likelihood −31.52813 Hannan-Quinn 1.034334 RMS = 1.52 h, MAE = 1.24 h, and the Pearson correlation = 0.89.
criteria. However, GFDL-ESM2M did not show a good representation (under
F-statistic 10.48166 Durbin-Watson stat 2.042527 both RCPs) of precipitation and Nhour data, in comparison to MIROC5.
Prob (F-statistic) 0.000000

* Significant at 5% level.
** Significant at 1% level.
*** Significant at 10% level.
3.2.1. Panel data model results
The Eq. (23) developed by using the Panel data model, relative to
this equation, the coefficients are presented in Table 5. The results of
Table 5 indicate that among of six variables only the last one (Tmea-
noct) did not show a significant relationship with yield (P > 0.05, and
relative to the significance test for coefficient), in Panel data model. So,
we deleted this variable for the rest of analyzing.
lnYit = β0 + β1 lncultit + β2 lnPreit + β3 lnPit + β4 lnNhourit + β5
lnSPIoctit + β6 lnTmeanoctit + Uit i = 1⋯3; t = 1990⋯2016
(23)
The Breusch-Pagan/Cook-Weisberg test for heteroscedasticity was
revealed that Ho: Constant variance, chi2 (6) = 4.87, and
Prob > chi2 = 0.5606. So, in this model, the H0 hypothesis is ac-
cepted; that is, the variation is identical. As well, the result of the
Durbin Watson test (2.0425) was confirmed that the lack of self-cor-
relation (Table 5).
Overall, regarding the results of Eq. (23) with increasing the guar-
anteed wheat prices, precipitation and area under cultivation, the
wheat yield would improve, but the increase in the Nhour, and the
SPIoct. would decrease the amount of yield. The average temperature of
Oct. also would not have a significant effect on the yield amount. The
results show that with the assumption of other factors being constant,
one percent increase in guaranteed wheat prices, yearly precipitation
and area under cultivation then wheat yield increased by 0.1%, 0.57%,
and 0.09% respectively. Increased one percent in Nhour and SPIoct
respectively reduces 1.19% and 0.44% in wheat yield. In addition, the
result of F-statistics reveals that the whole regression is significant; as
this model is a micro model, the adjusted R-squared (0.48) is accep-
table, too. Akaike, Schwarz and Hannan-Quinn criteria represent that
the lagged form of the variables should be short-run.
3.3. Statistical downscaling and selecting the best model
For selecting the best model and scenario during the evaluation
period (2006–2016), a Taylor diagram was drawn. Fig. 2(a) illustrates
the monthly evaluation of the precipitation and Nhour over Mashhad
station. There was a high correlation using observed and downscaled
projected data analysis for Nhour (0.87 up to 0.91), the ranges of NSE
and MAE were 0.75 up to 0.80 h, and 0.97 up to 1 h, respectively for
3.4. Future projections of precipitation, sunshine hours, and SPI
As shown in Fig. 3, for tracking the changes of total monthly pre-
cipitation and average monthly Nhour, these variables were plotted
during the recent 20 years (1997–2016) against 20 years in the future
period (2019–2038). In Fig. 3(a), in Mashhad station, there was not any
remarkable change in Jan. and Feb., but there were noticeable differ-
ences in the other months, as, during summer and fall, the average
amount of Nhour would be decreased in both seasons with −7% and
−17%, respectively. Whereas during Mar. and spring, the amount of
Nhour would increase by at least 14 h (27% and 12%, respectively)
compared to the baseline average Nhour, 20 years later. In the Sabzevar
and Torbat H. stations, there was a similar condition in this variable
(Fig. 3(c) and (e)). The whole amount of Nhour’s changes during
2019–2038 against baseline period had very slight variations (around
0), and it would not be changed in yearly scale, but there was a shift in
the monthly scale in the amounts of Nhour, over the three stations
(Fig. 3).
For total precipitation, during 2019–2038 the amount of pre-
cipitation will increase over spring, end of summer and in Oct., in three
stations, with MIROC5 under RCP45 (Fig. 3(b), (d), and (f)). The sea-
sonal changes project the most significant increase in spring and Oct.,
and the smallest in summer. For example, these changes in Apr. will be
around 56%, 80%, and 64%, respectively for Mashhad, Sabzevar, and
Torbat H., for 20 future years. Also, in Oct., during 20 years later, there
will be incremental changes in total precipitation, while these changes
are 150 mm, 140 mm, and 152 mm, respectively for Mashhad, Sab-
zevar, and Torbat H. Overall, 10%, 4%, and 8% increase in precipita-
tion relative to the baseline period for Mashhad, Sabzevar, and Torbat
H., respectively, using MIROC5 under RCP45. In general, the total
yearly amount of precipitation will increase by around 8% in the two
future decades in compare to the 20-years of the baseline period. In the
climate of study area (arid and semi-arid), the rainfall in October, April,
and May is very beneficial for wheat growth, so through MIROC5′s
projections, it seems that the amount of rain-fed wheat will increase
during 2019–2038.
For the Mashhad station (Fig. 4(a)), the projection IQR, median
(−0.23) and mean (0.02) of future SPI is lower than the baseline
period, so it seems that the variation and deviation of SPI in Oct during
20 years later will be lower than the baseline period, whereas the ex-
treme wet and extreme drought conditions will be higher than the
baseline period. For the Sabzevar station (Fig. 4(b)), the IQR is shrunk
and with a strong skewness to the lower values of SPI – according to the
median- and presents a stronger shift to extreme drier conditions, in
comparison to the baseline period. The median of SPI data in future

6
N. Salehnia, et al.
Fig. 2. Taylor diagram of stations with two GCMs, under RCP4.5 and RCP8.5 with Delta method for precipitation and Nhour for evaluation period, (a) Mashhad, (b)
Sabzevar, and (d) Torbat H.
tends to wet condition than a baseline period, while the mean of SPI
tends to the normal condition. The depicted boxplot (Fig. 4(c)) for the
Torbat H. station shows the differences between future SPI and baseline
one. Relative to the boxplots in Fig. 4(c) for future SPI, we can reveal
that it is shifted to lower values, present a skewness to more negative
values, and a significant shrink of the IQR. Finally, in the future period
(2019–2038), the boxplots of the three locations depict that minimum
values of SPI in Oct. move to more negative and drier values of SPI,
whereas the variations of IQRs tend to shorter values. It seems that the
severe and extreme drought would possibly increase in comparison to
the baseline period. However, the occurrence of wet periods tends to
increase as the median future periods of SPI in Oct., further than zero
for three locations (Fig. 4).
3.5. Simulation wheat yield in future
The results show that the Exponential plot has the best outcome,
since R2 = 0.99. Finally, for the future price, the achieved equation in
Fig. 5 was performed for future years. MIROC5 projected the selected
weather variables under RCP45 (according to the result of evaluation
7
Ecological Indicators 111 (2020) 105991
period), so in this Section (3.5), the simulated wheat yield was calcu-
lated by the Panel data model’s equation. These results are presented in
Fig. 6 for three stations. The results indicate that in Mashhad station
(Fig. 6(a)), the amount of yield would increase in a first and second
decade (2019–2028 and 2029–2038) in comparison to the baseline
decades (1997–2006 and 2007–2016), and overall mean wheat yields
would be increased up to 28% with selected variables. Fig. 6(b) reveals
that in Sabzevar location, the Panel data model forecasts a possible
~12% reduction in the wheat yield for the first future decade (320 kg/
ha) relative to the first decade of baseline (360 kg/ha), but there is a
noticeable increment around ~60% for the second decade, through
MIROC5 under RCP45. For Torbat H., there is not any change for the
first future decade vs. baseline one, but in the second decade, there
would be possible an 18% increment for wheat yield amount, in com-
parison to the second baseline decade, with MIROC5 under RCP45.
Consequently, the mean total wheat yields during the future period in
comparison to baseline periods possibly would increase to 30%, 20%,
and 10% respectively for Mashhad, Sabzevar, and Torbat H. locations.
Eyshi Rezaie and Bannayan (2012) obtained similar outputs since they
stated that the rainfed wheat would increase 15% during 2010–2039 in
N. Salehnia, et al.
Fig. 3. Historical Observations (1997–2016) and downscaled prediction (2019–2038) data of average Nhour and total precipitation period over the three stations.
comparison with the baseline with HadCM3 model under the A2 sce-
nario, in Khorasan province.
4. Conclusion
In this study, we have assessed the potential impacts of weather
variables, drought indices, and economic variables on wheat yield at
three major agricultural locations (Mashhad, Sabzevar, and Torbat H.)
in northeastern Iran. We applied different approaches, such as Pooled
Panel data model and Delta statistical downscaling method for pre-
diction rainfed wheat yield. Through the achieved Panel’s equation
with selected downscaled weather data of future, the mean value of the
area under cultivation, and exponential relation for amount guaranteed
wheat prices, the amount of future wheat yields were estimated for the
three locations. According to the MIROC5 outputs under RCP45
8
Ecological Indicators 111 (2020) 105991
scenario, we yielded that total precipitation would probably increase in
spring and early fall, and gradually decreased Nhour and shift its values
throughout the study region. These changes may lead to an increase in
rainfed wheat yield, which is demonstrated through the prediction of
rainfed wheat yields by MIROC5 data under RCP45. In conclusion, we
showed that mean total wheat yields during the future period vs.
baseline periods would increase to 30%, 20%, and 10% respectively for
Mashhad, Sabzevar, and Torbat H. locations.
CRediT authorship contribution statement
Nasrin Salehnia: Writing - original draft, Methodology,
Conceptualization, Software, Formal analysis, Writing - review &
editing, Investigation, Resources, Data curation, Validation,
Visualization. Narges Salehnia: Project administration, Supervision,
N. Salehnia, et al. Ecological Indicators 111 (2020) 105991

Fig. 4. The amount of SPI for Oct. during baseline period (1997–2016) versus future period (2019–2038), over three stations. The black horizontal line indicates the
median, and the multiplication sign (×) refers to the mean value.

Writing - review & editing, Funding acquisition. Ahmad Saradari Acknowledgment

Torshizi: Investigation. Sohrab Kolsoumi: Software.
Declaration of Competing Interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influ-
ence the work reported in this paper.
This work was financially supported by the Ferdowsi University of
Mashhad, Iran with no. 41045, so the authors are thankful for the
support of this university. As well, the authors are grateful for the
thoughtful and constructive comments provided by one the anonymous
reviewers, which prompted significant improvements to the manu-
script.

Fig. 5. The Exponential equation for the amount of Guaranteed Wheat Prices (Rial/kg), during 1990–2017.

9
N. Salehnia, et al.
Fig. 6. The predicted amount of wheat yield vs. baseline wheat yield (kg/ha)
for three stations, over two decades, based on MIROC RCP45.
Appendix A. Supplementary data
Supplementary data to this article can be found online at https://
doi.org/10.1016/j.ecolind.2019.105991.
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