Science of the Total Environment 684 (2019) 178–185

Contents lists available at ScienceDirect

Science of the Total Environment

journal homepage: www.elsevier.com/locate/scitotenv

Dynamic effect analysis of meteorological conditions on air pollution: A

case study from Beijing
Yongli Zhang
School of Management Science and Engineering, Hebei GEO University, Shijiazhuang, Hebei Province, China

H I G H L I G H T S G R A P H I C A L A B S T R A C T

• Air pollution in Beijing is mainly a self-
aggregation and self-diffusion process.
• Meteorological variables affect concen-
tration and distribution of air pollutant.
• Extreme wind speed is the most impor-
tant meteorological dynamic factor.
• Sunshine duration is the secondary im-
portance meteorological thermal factor.
• Average wind speed and rainfall capac-
ity have no impact on air quality.
Air pollution in Beijing was mainly a self-aggregation and self-diffusion process.
Extreme wind speed as atmospheric dynamic factor rather than average wind speed was the most important me-
teorological element influencing the AQI change in Beijing.
Sunshine duration as atmospheric thermal factor was the secondary important meteorological element affecting
AQI change in Beijing.
Average wind speed and rainfall capacity had no significant impacts on air quality.

a r t i c l e i n f o a b s t r a c t

Article history: Air quality directly relates to human health and economic and social sustainable development. This study col-
Received 3 March 2019 lected the meteorological data of Beijing from November 1, 2013 to October 31, 2017, employed vector
Received in revised form 15 May 2019 autoregression (VAR) model, Granger causality test, impulse response function and variance decomposition to
Accepted 23 May 2019
explore the dynamic effects of average humidity, extreme wind speed, sunshine duration, average wind speed
Available online 24 May 2019
and rainfall capacity on air quality index (AQI). The results indicated that the air pollution in Beijing was mainly
Editor: Pavlos Kassomenos a self-aggregation and self-diffusion process, the self-cumulative effect accounted for around 88.9318% during 5
periods, once the diffusion conditions of air pollution worsen, air pollution would be formed within 3 days. Me-
Keywords: teorological conditions, especially extreme wind speed, sunshine duration and average humidity affected the
Air quality index concentration and spatial-temporal distribution of air pollutant. Extreme wind speed as atmospheric dynamic
Meteorological condition factor rather than average wind speed was the most important meteorological element influencing the AQI
VAR change in Beijing, which caused more atmospheric motion and turbulence, improving the diffusion and dilution
Granger causality ability of air pollutant, whose self-cumulative influence was around 7.5270% during 5 periods. Sunshine duration
Impulse response function
as atmospheric thermal factor was the secondary important meteorological element affecting AQI change in
Variance decomposition

E-mail address: zhangyongli086@163.com.

https://doi.org/10.1016/j.scitotenv.2019.05.360
0048-9697/© 2019 Elsevier B.V. All rights reserved.
 Y. Zhang / Science of the Total Environment 684 (2019) 178–185
Beijing for it was associated with the formation of temperature stratification and inversion, the self-cumulative
effect accounted for around 2.1402% during 4 periods. This study deepens the insights about the formation and
diffusion mechanism of air pollution in Beijing, introduces nontraditional methods to review traditional issue
and draw valuable conclusions. Other natural or human action factor should be further analyzed in the future
research.
1. Introduction
Air pollution seriously threatens the sustainable development of
economy and society. Over the last decade, many epidemiological stud-
ies have demonstrated air pollution has both acute and chronic impacts
on human health, and causes or aggravates numerous organic and sys-
temic diseases, such as heart disease, respiratory irritation, lung cancer,
chronic bronchitis, and acute respiratory infections, which will bring
about premature mortality and reduce life expectancy (Apte et al.,
2018; Cole-Hunter et al., 2018; Cohen et al., 2017; Chen et al., 2017).
The control and treatment of air pollution will produce clear health ben-
efits, emission reduction is an important and timely issue of global con-
cern (Parker et al., 2008; Pope III et al., 2009). Unfortunately, China is the
disaster area of air pollution in the world (Chai et al., 2014). Chinese
population-weighted mean PM2.5 (particulate matter with an aerody-
namic diameter b2.5 mm) concentration is the highest value of the
world's 10 most populous countries and increased significantly be-
tween 1990 and 2010 (Brauer et al., 2015). The “Environmental Perfor-
mance Index: 2016 Report” released by Yale University also shows that
the air quality in China is the second-lowest in the world, even behind
India, only slightly better than Bangladesh (Yale Center for
Environmental Law and Policy, n.d.). Therefore, Chinese air pollution
problem attracts more and more attention from government, public
and researchers.
As one of the important factors affecting air quality, meteorological
conditions restrict the dilution, diffusion, transportation and transfor-
mation of atmospheric pollutants, and thus affect the distribution and
concentration of atmospheric pollutants (Chen et al., 2009; Crippa
et al., 2013; Gao et al., 2011; He et al., 2013; He et al., 2016; Liu et al.,
2016; Pearce et al., 2011; Wang et al., 2014; Wu et al., 2011; Zhang
et al., 2012; Zhang et al., 2015; He et al., 2017; Wang et al., 2015; An
et al., 2007; Wen et al., 2016; Han et al., 2015; Zhang et al., 2014; Jo
and Park, 2005; Calkins et al., 2016; Laña et al., 2016; Gualtieri et al.,
2015). Previous studies had demonstrated that meteorological condi-
tions had significant impacts on air pollution, but systematic and de-
tailed studies about the effects of meteorological conditions on the air
quality index (AQI) are rare. Therefore, the effect of particular meteoro-
logical variable (such as atmospheric pressure, temperature, humidity,
rainfall capacity, wind speed, sunshine duration), effect size and mech-
anism, interaction among meteorological variables and the dynamic
characteristics of meteorological variable affecting air quality remain
unclear. This study collected the time serial data of 8 meteorological var-
iables and AQI in Beijing from November 1, 2013 to October 31, 2017,
explored the effect and its dynamic variations of each meteorological
variables on AQI, gave answers to the above questions.
Nowadays, there are three primary methods for air pollution re-
search. The first method is to analyze the chemical and optical proper-
ties of aerosol particles through measurement equipment, and then
determine the chemical composition and source of air pollutants
(Crippa et al., 2013; Gao et al., 2011; Zhang et al., 2015; Wen et al.,
2016; Han et al., 2015; Zhang et al., 2014; Calkins et al., 2016), which
only considers the chemical or physical compositions of air pollutant,
not the meteorological conditions and other factors that cause air pollu-
tion. The second method is to determine the synoptic-scale circulation
patterns over a particular region through the self-organizing map
(SOM) or principal component analysis (PCA), and then quantify how
they influence local air quality (He et al., 2016; Pearce et al., 2011;
179
© 2019 Elsevier B.V. All rights reserved.
Zhang et al., 2012), which emphasizes the impact of atmospheric circu-
lation patterns on air quality, but does not analyze the effect of specific
meteorological condition on air quality in detail. The third method is to
collect air pollution data through aircraft measurements, combine with
ground meteorological observation statistics, and explore the air pollu-
tion characteristics and their relations to multi-scale meteorological
conditions by using multiple linear regression or statistical analysis
(Chen et al., 2009; He et al., 2013; Wu et al., 2011; He et al., 2017;
Wang et al., 2015; An et al., 2007; Jo and Park, 2005; Laña et al., 2016;
Gualtieri et al., 2015), which employs the linear regression model only
considering individual meteorological factors from a static point of
view, cannot provide insight into the temporal dynamics of meteorolog-
ical variables related to air pollution. Therefore, it is beneficial and nec-
essary to analyze the intrinsic connection between meteorological
variables and air quality with a new method from a dynamic
perspective.
The vector autoregressive (VAR) model treats each endogenous var-
iable as a function of the lagged values of all endogenous variables in the
system, extends the univariate autoregressive model to the vector
autoregressive model composed of multivariate time series variables
(Sims, 1980). The coefficients of VAR model are many and only reflect
local relationships, so studying the coefficients is meaningless. There-
fore, on the basis of the VAR model established, this study analyzed
the dynamic relationships between meteorological condition variables
and air quality through Granger causality test, impulse response analy-
sis and variance decomposition. There are several benefits to applying
this methodology (Holtz-Eakin et al., 1988; Christiano, 2012). First,
Granger causality test is applied to test the causality between meteoro-
logical variables and air quality. When all lagged values of one meteoro-
logical variable have a significant impact on the current value of air
quality, the meteorological variable has a Granger causality for air qual-
ity. Second, impulse response analysis reflects the dynamic relationship
between meteorological variables and air quality, describes the impact
on the current or future value of air quality when a random error term
from meteorological conditions is shocked. Third, variance decomposi-
tion determines how much of the variability of air quality is lagged by
its own variance. In addition, it shows that which of the meteorological
variables is “stronger” in explaining the variability of air quality over
time.
Therefore, VAR model is very suitable for analyzing the dynamic cau-
sality of multiple time series variables, but it is often applied to the eco-
nomic and financial fields (Guo et al., 2011; Abeygunawardana et al.,
2017; Jang and Kim, 2009), the studies quantifying the dynamic effects
of meteorological conditions on AQI though VAR model are rare. This
study took Beijing as an example, applied VAR model, Granger causality
test, impulse response function and variance decomposition to explore
the dynamic relationship between meteorological conditions and AQI,
which extends the prior research and fills the research gap, shines
some light on the prevention and control of atmospheric pollution.
2. Measurements and methods
2.1. Measurements
In 2012, new “Ambient air quality standard” (GB3095-2012) was
published by the Ministry of Environmental Protection and the General
Administration of Quality Supervision, Inspection and Quarantine of
180 Y. Zhang / Science of the Total Environment 684 (2019) 178–185
China. At the same time, the “Technical Regulation of Ambient Air Qual-
ity Index” (HJ 633-2012) was released. In this regulation, the air quality
index (AQI) replaced the air pollution index (API), included PM2.5 for
the first time. The AQI is a simple and generalized scale or indicator to
assess air quality status, which covers six pollutants, including sulfur di-
oxide (SO2), nitrogen dioxide (NO2), fine particulate matter (PM10),
inhalable particulate matter (PM2.5), ozone (O3) and carbon monoxide
(CO). According to the range of AQI, air quality is divided into six
ranks (0–50: excellent air quality; 51–100: good air quality; 101–150:
light pollution; 151–200: moderate pollution; 201–300: severe pollu-
tion; 301–500: very serious pollution) (He et al., 2017). For the govern-
ment, the AQI is a powerful tool for formulating policies related to air
quality management and pollution mitigation measures, meanwhile it
is also an important index for the general public to rapidly estimate
the air quality condition (Zhang and Na, 2018).
The multiple meteorological conditions affect air quality in complex
manners (He et al., 2017; Jiang et al., 2014). Routine meteorological data
of Beijing in China were obtained from the Meteorological Information
Comprehensive Analysis and Process System (MICAPS) of the Chinese
Meteorological Administration and used to analyze the relation to air
pollution. The observations include average air pressure, average tem-
perature, average humidity, rainfall capacity, average wind speed, sun-
shine duration, average ground temperature and extreme wind speed.
2.2. Methods
2.2.1. Vector autoregression model
The VAR is the mathematical model based on the statistical proper-
ties of data. The modeling idea is to regard each exogenous variable as a
function of the lagged value of endogenous variable, so VAR is a multi-
equation model as a whole. Besides, the regression coefficients of equa-
tions in VAR model are not the concerned object for researchers, be-
cause the regression coefficients in VAR model often have a large
quantity. Therefore, the VAR model is not analyzed through regression
coefficient estimation, but by Granger causality test, impulse response
function and variance decomposition (Liu et al., 2018; Deng and Dong,
2016; White et al., 2015).
VAR model construct the regression model by taking each endoge-
nous variable as a function of the lagging terms of all variables to inves-
tigate the dynamic interaction between multiple variables. For a set of n
time series variables Yt = (Y1t, Y2t, …, Ynt)′, a VAR model of order p (VAR
(p)) can be written as follows.
Y t ¼ A1 Y t−1 þ A2 Y t−2 þ ⋯ þ Ap Y t−p þ ε t ð1Þ
In the Eq. (1), Y represents the N dimension vector of endogenous
variables, Ai is the corresponding coefficient matrix, P is the lag order
of the endogenous variables. εt is an unobservable independent identi-
cally distributed zero mean error.
The stationarity of VAR model should be tested by calculating the
polynomial eigenvalue before it can be used. The modulus of the eigen-
value reciprocal is compared with 1. If it is equal to 1, that means the
VAR model is not stable and needs to be rebuilt, if it is b1, that means
the VAR model is stable, can be used.
The selection of estimation method and lag order is very important
for establishing VAR model. In general, as long as the random distur-
bance is subject to an independent normal distribution, the coefficient
estimate obtained by ordinary least squares (OLS) regression is valid.
Even if the correlation between random disturbances across the equa-
tions exists, as long as the random disturbance of the equation itself is
not correlated, the results obtained by OLS are equally valid. Therefore,
the OLS method was selected to estimate VAR model in this study.
Different lag order will lead to significantly different estimation re-
sults of VAR model. There are two ways to choose lag order, one is to
set an appropriate lag order according to relevant theories, such as, in
general, the lag order of monthly data is 12, and the lag order of
quarterly data is 4. The other is to select lag order according to the min-
imum of Akaike information criterion (AIC) or Schwarz information cri-
terion (SC).
2.2.2. Granger causality test
Historically, the concept of Granger causality predates the VAR
model (Granger, 1969). However, Granger causality essentially tests
the significance of a set of coefficients in the VAR model. The Granger
causality can be used to test whether all the lagging values of one vari-
able affect the current value of another or several variables. If the effect
is significant, there is a Granger causality between this variable and an-
other variable or several variables, otherwise, there is no Granger cau-
sality. The null hypothesis of Granger causality is that the tested
variable is not the Granger causality of the dependent variable. If the
probability value P of hypothesis test is less than the set confidence
level (usually 5%), then the Granger causality between the tested vari-
able and the dependent variable exists, otherwise, Granger causality
does not exist.
2.2.3. Impulse response function
Granger-causality may not tell us the complete story about the inter-
actions between the variables of a system. In applied work, it is often of
interest to know the response of one variable to one structural shock
from another variable in a system that involves a number of variables.
An impulse response function describes the evolution of the variable
of interest along a specified time horizon after a shock in a given mo-
ment (Inoue and Kilian, 2013).
The regression coefficient only reflects a local dynamic relationship,
and cannot capture the overall complex dynamic relationship. This
study focuses on the whole dynamic process of the meteorological var-
iable affecting the AQI. In this case, by drawing the impulse response
function, the dynamic influence between meteorological variable and
AQI can be fully demonstrated.
2.2.4. Variance decomposition
Generally, the impulse response function captures the dynamic im-
pact path of one variable on another. Variance decomposition could de-
termine how much of the variability in dependent variable is lagged by
its own variance. In addition, it also shows that which of the indepen-
dent variables is “stronger” in explaining the variability in the depen-
dent variables over time (You, 2011).
The idea of variance decomposition analysis is to decompose the
total variance of a time series into the percentages attributable to each
structural shock, it is useful in order to address questions like “What
are the sources of the business cycle?” or “Is the shock important for
economic fluctuations?” (Borozan, 2013).
3. Results and analysis
3.1. Variables and data
The time serial data about meteorological conditions and AQI in Bei-
jing from November 1, 2013 to October 31, 2017 was obtained from the
China National Environmental Monitoring Centre (http://www.cnemc.
cn/). The variables representing meteorological conditions include aver-
age air pressure (X1), average temperature(X2), average humidity(X3),
rainfall capacity(X4), average wind speed(X5), sunshine duration(X6),
average ground temperature(X7) and extreme wind speed(X8), listed
in Table 1.
3.2. Variable and model selection
Correlation is the basis for any functional relationship. The correla-
tion between average air pressure (X1) and AQI (Y) was not significant
with the Pearson correlation coefficient of 0.006, so the average air pres-
sure (X1) is eliminated from the meteorological variables.
 Y. Zhang / Science of the Total Environment 684 (2019) 178–185 181

The results of unit root test by Augmented Dickey-Fuller (ADF) 1.5

method indicated that most original variables were stationary time se-
ries data, so the VAR model is selected, excluding VEC model. Further-
more, the VAR model must be based on stable data, nonstationary 1.0
time series data will affect the effectiveness of analysis. Therefore, the
nonstationary meteorological condition variables X2 and X7 were elimi-
0.5
nated from the VAR model and only the stationary meteorological var-
iables Y, X3, X6, X8, X5 and X4 were retained. Pearson correlation
coefficients also showed that the 5 meteorological variables had the
0.0
strongest correlation with AQI.
The Akaike information criterion (AIC) and final prediction error
(FPE) indicated the optimal lag order of VAR model is 3, so the VAR
-0.5
(3) model was selected and established in this study. The stability con-
dition test was carried out and showed that all moduli of inverse roots of
VAR model were b1, all roots lied within the unit circle (Fig. 1), the VAR
-1.0
(3) model was stable.

3.3. Granger causality test -1.5

The granger causality between AQI and 5 meteorological variables in
the VAR model was tested. The results are listed in Table 2.
At the 5% significance level, the null hypothesis that average humid-
ity (X3) does not Granger Cause AQI (p = 0.0243), the null hypothesis
that sunshine duration (X6) does not Granger Cause AQI (p = 0.0000)
and the null hypothesis that extreme wind speed (X8) does not Granger
Cause AQI (p = 0.0000) are rejected, however, the null hypothesis that
average wind speed (X5) does not Granger Cause AQI (p = 0.0831) and
the null hypothesis that rainfall capacity (X4) does not Granger Cause
AQI (p = 0.6146) are accepted, which indicates that in 5 meteorological
condition variables, average humidity (X3), sunshine duration(X6) and
extreme wind speed (X8) have significant impacts on the improvement
of air quality in Beijing, while average wind speed (X5) and rainfall ca-
pacity (X4) do not.
In addition, the null hypothesis that extreme wind speed (X8) does
not Granger Cause sunshine duration (X6) (p = 0.0000), the null hy-
pothesis that extreme wind speed (X8) does not Granger Cause average
humidity (X3) (p = 0.0000) and the null hypothesis that sunshine dura-
tion (X6) does not Granger Cause average humidity (X3) (p = 0.0000)
are rejected together, which indicates extreme wind speed (X8) have
significant impacts on sunshine duration (X6) and average humidity
-1.5 -1.0 -0.5 0.0 0.5 1.0 1.5
Fig. 1. Inverse roots of autoregressive characteristic polynomial.
(X3), sunshine duration (X6) also has significant impacts on average hu-
midity (X3). The above conclusions reveal that extreme wind speed (X8)
eliminates particles in the atmosphere, increase the sunshine duration
(X6), which leads to a decrease in average humidity (X3) and ultimately
to an improvement in meteorological diffusion conditions and air qual-
ity, and vice versa. In other words, the meteorological diffusion condi-
tions represented by extreme wind speed (X8), sunshine duration(X6)
and average humidity (X3) have significant impacts on the air quality
in Beijing.
The null hypothesis that average wind speed (X5) does not Granger
Cause average humidity (X3) (p = 0.7879), the null hypothesis that av-
erage wind speed (X5) does not Granger Cause sunshine duration (X6)
(p = 0.9249) and the null hypothesis that average wind speed (X5)
does not Granger Cause extreme wind speed (X8) (p = 0.4423) are ac-
cepted, which indicates that average wind speed (X5) has no effect on
the diffusion conditions of air pollutants and hence on air quality.
3.4. Model estimation

Table 1 The established VAR (3) model was estimated. About the overall
Time series data of meteorological conditions. goodness of fit, the R2 = 0.4430, adjusted R2 = 0.4138 and F-
statistic = 15.1548. The regression coefficients of independent vari-
City Date X1 X2 X3 X4 X5 X6 X7 X8 AQI
ables are shown in Table 3.
Beijing 2013/11/1 1022.5 8.6 80 0.0 1.1 0.0 7.9 3.5 231 Generally, for the t-Statistics of regression coefficient, 1.64 ≤|t| b 1.96
Beijing 2013/11/2 1018.5 8.7 87 0.0 1.9 0.0 9.5 6.0 294
Beijing 2013/11/3 1020.3 13.0 46 0.0 2.2 9.8 11.5 11.7 80
means the coefficient is significant at the level of 0.10, 1.96 ≤|t| b 2.58
Beijing 2013/11/4 1024.3 10.8 45 0.0 1.7 9.7 9.9 7.4 57 means the coefficient is significant at the level of 0.05;|t| ≥2.58 means
Beijing 2013/11/5 1016.9 9.8 61 0.0 0.9 0.4 8.4 3.3 184 the coefficient is significant at the level of 0.01.
Beijing 2013/11/6 1013.4 10.4 51 0.0 2.9 8.2 9.3 13.4 189 As listed in Tables 3, 5 explanatory variables own the t-Statistics
Beijing 2013/11/7 1017.2 8.9 33 0.0 2.6 9.1 7.7 11.6 59
whose absolute values are N1.96, they are AQI (−1), AQI (−2), AQI
Beijing 2013/11/8 1016.6 7.7 55 0.0 1.1 5.4 6.8 3.6 106
Beijing 2013/11/9 1019.3 10.2 45 0.0 2.4 0.3 7.9 15.8 178 (−3), sunshine duration (−1) and extreme wind speed (−1). Results
Beijing 2013/11/10 1025.7 5.4 14 0.0 3.0 8.5 6.1 15.3 53 indicate that the current AQI is greatly influenced by the AQI with a
…… …… …… …… …… …… …… …… …… …… …… delay of 1 day (yesterday), 2 days and 3 days. Therefore, air pollution
Beijing 2017/10/22 1020.0 11.9 69 0.1 0.7 0.0 12.1 2.9 54 is essentially a self-aggregation and self-dissipation process, especially
Beijing 2017/10/23 1021.5 11.7 70 0.0 1.3 9.1 12.0 4.4 49
during a delay of 1 day, the aggregation of air pollutants has a significant
Beijing 2017/10/24 1021.6 11.5 79 0.0 1.7 8.6 10.8 9.0 90
Beijing 2017/10/25 1020.6 11.4 84 0.0 0.9 0.0 10.6 4.2 141 impact on current air quality. Air pollution occurs when the meteoro-
Beijing 2017/10/26 1015.7 12.1 87 0.0 0.5 0.0 11.8 2.2 195 logical conditions worsen and the aggregation of air pollutants exceeds
Beijing 2017/10/27 1014.4 12.4 85 0.0 1.2 2.5 12.5 3.6 217 the dissipation. The sunshine duration with a delay of 1 day has a signif-
Beijing 2017/10/28 1021.5 11.4 45 0.0 3.7 2.6 8.1 13.8 78
icant impact on AQI. Compared with the average wind speed, the ex-
Beijing 2017/10/29 1030.2 8.7 26 0.0 2.9 9.9 7.6 12.8 27
Beijing 2017/10/30 1024.7 7.5 52 0.0 1.6 10 6.9 7.6 40 treme wind speed has a greater impact on AQI, and the extreme wind
Beijing 2017/10/31 1016.3 7.7 64 0.0 1.2 7.8 7.1 3.8 83 speed with a delay of 1 day has the largest impact on AQI. The reason
Note: Y is AQI, X1 is average air pressure, X2 is average temperature, X3 is average humidity,
that the estimated coefficients of other variables are not significant is
X4 is rainfall capacity, X5 is average wind speed, X6 is sunshine duration, X7 is average that multiple lags of the same variable in the equation generate
ground temperature and X8 is extreme wind speed. multicollinearity.
182 Y. Zhang / Science of the Total Environment 684 (2019) 178–185

Table 2
VAR Granger causality/Block Exogeneity Wald tests.

Null hypothesis Chi-sq Prob. Result

Average humidity (X3) does not Granger Cause AQI (Y) 9.4087 0.0243 Reject
Sunshine duration (X6) does not Granger Cause AQI (Y) 33.2129 0.0000 Reject
Extreme wind speed (X8) does not Granger Cause AQI (Y) 52.4356 0.0000 Reject
Average wind speed (X5) does not Granger Cause AQI (Y) 6.6721 0.0831 Accept
Rainfall capacity (X4) does not Granger Cause AQI (Y) 1.8016 0.6146 Accept
Sunshine duration (X6) does not Granger Cause average humidity (X3) 32.4166 0.0000 Reject
Extreme wind speed (X8) does not Granger Cause average humidity (X3) 75.3493 0.0000 Reject
Average wind speed (X5) does not Granger Cause average humidity (X3) 1.0551 0.7879 Accept
Rainfall capacity (X4) does not Granger Cause average humidity (X3) 1.4660 0.6901 Accept
Average humidity (X3) does not Granger Cause sunshine duration (X6) 7.1626 0.0669 Accept
Extreme wind speed (X8) does not Granger Cause sunshine duration (X6) 36.7480 0.0000 Reject
Average humidity (X3) does not Granger Cause extreme wind speed (X8) 7.0502 0.0000 Reject
Rainfall capacity (X4) does not Granger Cause extreme wind speed (X8) 1.8506 0.0000 Reject
Average humidity (X3) does not Granger Cause Average wind speed (X5) 14.5168 0.0023 Reject
Extreme wind speed (X8) does not Granger Cause Average wind speed (X5) 26.4668 0.0000 Reject
Average humidity (X3) does not Granger Cause Rainfall capacity (X4) 18.43143 0.0004 Reject
Sunshine duration (X6) does not Granger Cause Rainfall capacity (X4) 14.80102 0.0020 Reject

Note: The significance level is 5%.

3.5. Impulse response function (Table 4). The above analysis indicates that air pollutants in Beijing is
a self-aggregation process, once the diffusion conditions of air pollution
The impulse response function describes the impact of an endoge- worsen, air pollution will be formed within 3 days.
nous variable in VAR model on other endogenous variables. The dy- The impulse response that sunshine duration (X6) brings to AQI (Y)
namic response of one variable to a shock from other variables can be through changing one standard deviation is always positive during the
observed through impulse response function. previous 14 periods, and has the largest positive impact on periods
Fig. 2 shows the impulse response function curve, the horizontal axis 2–4. After the 6th period, it rapidly decays, and then steadily converges
represents the tracking period of the response function, the vertical axis to 0 in the 7th period. The accumulated responses are 9.4481, 20.5498,
represents the response of the dependent variable to the explanatory 24.7868 and 29.4912 in the previous 2, 3, 4 and 6 periods (Table 4).
variable. The solid line is the calculated value of the response function, This indicates that sunshine duration (X6) has a significant positive ef-
and the dotted line is the confidence interval of the response value fect on the diffusion of air pollutants, which has a significant effect on
plus or minus two standard deviations. In this study, the tracking period the air quality in the next 1–3 days. Afterwards, the effect of sunshine
of the response function is set to 14. duration (X6) on air quality will rapidly attenuate to 0.
As shown in Fig. 2, the impulse response that AQI (Y) brings to itself The impulse response that extreme wind speed (X8) brings to AQI
through changing one standard deviation is positive during first 14 pe- (Y) through changing one standard deviation is always negative in the
riods, and gradually converges to a stable state from the 5th period. The first 6 periods, and it has the largest negative impact during 2–3 period.
specific response track is as follows: the self-impact of AQI decreases the After the 4th period, it rapidly decays, and then steadily converges to 0
fastest in the first 3 periods, decays rapidly after reaching the maximum in the 6th period. The accumulated responses are −10.7149, −22.1115,
in the 1th period, and tends to be stable after the 5th period. By further −32.0380 and − 37.4682 in the previous 2, 3, 4 and 6 periods (Table 4).
observing the accumulated responses during the follow-up period, it This indicates that the extreme wind speed (X8) has an important influ-
can be seen that the accumulated responses are 54.78633, 102.1578, ence on the diffusion of air pollutants, which has a significant effect on
117.1434 and 126.8596 in the previous 1, 3, 5 and 14 periods the air quality in the next 2–3 days, and the effect of extreme wind
speed (X8) on the air quality will rapidly attenuate to 0.
The impulse response that average humidity (X3) brings to AQI (Y)
through changing one standard deviation is in a fluctuating stage, dur-
Table 3
ing the 14 periods the positive and negative responses interchange
Vector autoregression estimates.
and become stable in the 6th period. The specific response track is as fol-
Independent variable Coefficient Standard error t-statistics lows: the impulse response in 1–3 periods is positive, which reaches its
AQI (−1) 0.6121 −0.0313 19.5759 maximum in the 2.5th period and gradually decays. At the 3th period,
AQI (−2) −0.1103 −0.0375 −2.9422 the impulse response becomes negative and gradually converges to a
AQI (−3) 0.0908 −0.0309 2.9436 stable state. The accumulated responses are 0.0000, 5.9272 and −
Average humidity (−1) −0.0047 −0.1582 −0.0299
Average humidity (−2) −0.0866 −0.1764 −0.4907
0.5565 in the previous 1, 3 and 4 periods (Table 4). This indicates that
Average humidity (−3) −0.2711 −0.1465 −1.8498 the average humidity (X3) has an impact on the AQI of the 2nd to 3nd
Sunshine duration (−1) 2.5072 −0.4886 5.1315 day, among which the effect is the largest on the 2.5nd day. Air humidity
Sunshine duration (−2) 0.6846 −0.5102 1.3419 will stay for a short time. After 1–2 days, it will gradually dissipate, and
Sunshine duration (−3) −0.5356 −0.4923 −1.0880
other meteorological conditions will have an impact on the AQI.
Extreme wind speed (−1) −4.8360 −0.6999 −6.9093
Extreme wind speed (−2) 0.6609 −0.7175 0.9212
Extreme wind speed (−3) −1.2192 −0.7055 −1.7282 3.6. Variance decomposition
Average wind speed (−1) −4.6032 −2.7227 −1.6907
Average wind speed (−2) −0.2495 −2.7566 −0.0905
Variance decomposition separates the variation in an endogenous
Average wind speed (−3) 5.2229 −2.7294 1.9136
Rainfall capacity (−1) 0.2008 −0.1773 1.1326 variable into the component shocks to the VAR model, then evaluates
Rainfall capacity (−2) 0.0044 −0.1786 0.0246 how much in variability of the variable is contributed by variance of
Rainfall capacity (−3) 0.1237 −0.1762 0.7019 each shock separately. By comparing the change of this relative impor-
C 88.0817 −14.8015 5.9509 tance information with time, the effect delay and relative effect size of
Dependent Variable: AQI. each variable can be estimated. As the results of variance decomposition
 Y. Zhang / Science of the Total Environment 684 (2019) 178–185 183

Response of AQI to AQI Response of AQI to sunshine duration

60 60

40 40

20 20

0 0

-20 -20
2 4 6 8 10 12 14 2 4 6 8 10 12 14

Response of AQI to extreme wind speed Response of AQI to average humidity

60 60

40 40

20 20

0 0

-20 -20
2 4 6 8 10 12 14 2 4 6 8 10 12 14

Fig. 2. The response to Cholesky one standard deviation.

tend to be stable after the 10th period, this study only gives the results atmosphere. The impact of extreme wind speed (X8) on the AQI changes
of variance decomposition by the 10th period. in Beijing accounts for 7.3182% in 3th period, that is, 7.3182% of the pre-
The results of variance decomposition analysis are listed in Table 5. dicted variance of AQI in Beijing can be explained by the changes of ex-
As shown in Table 5, the air pollution level in an area is related to the treme wind speed (X8). As time goes on, the influence increases slightly,
total amount of pollutants emitted by the pollution sources, so the AQI finally remains around 7.5270% in 5th period.
changes in Beijing are mainly influenced by its own impact, that is, the Sunshine duration(X6) is the secondary importance meteorological
air pollutants in Beijing are mainly the process of self-aggregation and thermal factor influencing the AQI change of Beijing. Over time, its influ-
self-diffusion. It reaches 100% in the 1th period, follows by a trend of de- ence gradually reaches its maximum from 4th period, and remains at
cline over time, but the decline is not large, basically stabilizing at around 2.2097%. Longer sunshine duration will cause more solar radia-
around 88% after the 5th period. tion and higher surface temperature, increase the vertical decline rate of
Extreme wind speed (X8) rather than average wind speed (X5) is the temperature, stimulate more atmospheric motion and turbulence,
most important meteorological dynamic factor, which causes more air which is conducive to the diffusion of pollutants.
motion and turbulence, affecting the diffusion and dilution ability of The contribution of average humidity (X3) to the AQI change of Bei-
jing only accounts for 0.0151% in 2th period, this effect increases slightly
over time, and finally remains at around 1.0641% in 9th period. Higher
Table 4 air humidity is conducive to the adhesion of atmospheric particulate
VAR accumulated responses. matter to water vapor, forming fog and aggravating air pollution,
Period AQI Sunshine duration Extreme wind speed Average humidity while the precipitation from rising air humidity will scavenge air
1 54.7863 0.0000 0.0000 0.0000
pollutants.
2 90.2898 9.4481 −10.7149 4.1400 Average wind speed (X5) and rainfall capacity (X4) has little impact
3 102.1578 20.5498 −22.1115 5.9272 on AQI of Beijing, and their influence grows little over time.
4 110.8017 24.7868 −32.0380 −0.5565 The above analysis shows that the AQI changes in Beijing are mainly
5 117.1434 27.4917 −36.0633 −7.0212
explained by the natural aggregation and diffusion of air pollutants, me-
6 120.4320 29.4912 −37.4682 −9.8598
7 122.4062 29.7617 −38.1511 −12.3178 teorological conditions can affect the concentration and spatial-
8 123.8995 29.7603 −38.2412 −15.5240 temporal distribution of air pollutants. Therefore, eliminating the air
9 124.8862 29.9729 −38.0178 −18.2756 pollution sources of Beijing city and surrounding provinces to reduce
10 125.5403 29.9740 −37.8812 −20.6843 the emission of air pollutants is the fundamental way to control the
11 126.0225 29.7677 −37.7695 −23.0638
12 126.3724 29.5344 −37.6183 −25.2644
air pollution in Beijing. Of all meteorological conditions, the atmo-
13 126.6383 29.2458 −37.4849 −27.2052 spheric dynamic factors represented by extreme wind speed (X8) and
14 126.8596 28.9111 −37.3766 −28.9864 the atmospheric thermal factors represented by sunshine duration(X6)
Cholesky Ordering: AQI(Y), average humidity(X3), extreme wind speed(X8), sunshine du- mainly affect the diffusion and dilution of air pollutants, meanwhile, av-
ration(X6). erage humidity (X3) also has some influences on air quality.
184 Y. Zhang / Science of the Total Environment 684 (2019) 178–185

Table 5
Variance decomposition of meteorological variables.

Period S.E. AQI Sunshine duration Extreme wind speed Average humidity Average wind speed Rainfall capacity

1 55.0364 100.0000 0.0000 0.0000 0.0000 0.0000 0.0000

2 69.1620 93.9919 0.6614 5.1573 0.0151 0.1253 0.0490
3 72.0128 90.2931 1.8301 7.3182 0.0139 0.4523 0.0924
4 72.6107 89.2771 2.1402 7.5600 0.3954 0.4540 0.1733
5 72.7927 88.9318 2.1914 7.5270 0.6742 0.4579 0.2179
6 72.8511 88.8001 2.2097 7.5233 0.7823 0.4576 0.2270
7 72.9016 88.6793 2.2116 7.5271 0.8944 0.4586 0.2290
8 72.9485 88.5677 2.2149 7.5339 0.9948 0.4594 0.2293
9 72.9841 88.4841 2.2216 7.5413 1.0641 0.4597 0.2291
10 73.0117 88.4200 2.2271 7.5460 1.1180 0.4599 0.2290

4. Conclusions and discussion
This study collected the time serial data of 8 meteorological variables
and AQI in Beijing from November 1, 2013 to October 31, 2017, elimi-
nated average air pressure that was not related to AQI and average tem-
perature and average ground temperature that were unstable through
Pearson correlation test and ADF unit root stationarity test, then
established the VAR model with the retained 5 meteorological variables
and AQI, on this basis, Granger causality test, impulse response function
and variance decomposition were carried out to explore the dynamic ef-
fects of average humidity, extreme wind speed, sunshine duration, av-
erage wind speed and rainfall capacity on AQI. The main results and
conclusions are summarized as follows.
The air pollutants are mainly the self-aggregation and self-diffusion
process, which aggregates the fastest during the first 3 days, once the
diffusion conditions of air pollution worsen, air pollution will be formed
within 3 days. This conclusion is inconsistent with the that of some prior
scholars (He et al., 2016; Liu et al., 2016; He et al., 2017), who suggested
the worsening meteorology conditions were the main reason of air pol-
lutant, which is attributed to their studies did not consider the self-
aggregation and self-diffusion of AQI in the air pollution event. There-
fore, eliminating the air pollution sources to reduce the air pollutant
emission is the fundamental way to control air pollution in Beijing,
that is also recommended by most prior scholars (Wu et al., 2011; An
et al., 2007; Wen et al., 2016). According to meteorological theory, the
air pollution is generated by the interrelation and mutual influence of
the pollution emitted by the contaminant source, the atmosphere
which diffuses and dilutes the pollutant, and the objects which bear
the pollution. The concentration and spatial-temporal distribution of
pollutants are controlled by meteorological conditions, and the atmo-
sphere has the ability to diffuse and dilute pollutants. However, the de-
gree of air pollution in one area is related to the total amount of
pollutants discharged by the pollution sources, and the total amount
does not change due to the influence of meteorological conditions.
Meteorological dynamic and thermal factors are the main elements
affecting the diffusion and dilution ability of atmosphere. In meteoro-
logical conditions, extreme wind speed rather than average wind
speed is the most important factor influencing the AQI change in Beijing.
Extreme wind speed has a significant effect on the air quality in the next
1–3 days, with the largest impact in the 2nd day. The cumulative effect
over 3 days accounts for around 7.3182%. These findings further deepen
the cognizance of functionary mechanism for wind speed, extending the
research of previous scholars (Chen et al., 2009; Zhang et al., 2012;
Gualtieri et al., 2015). In views of meteorological theory, extreme
wind speed is the quantification of the intensity and velocity of wind
and turbulent motion, wind and turbulence are meteorological dynam-
ical factors, the horizontal motion of atmosphere is called wind, and the
irregular motion of the atmosphere is called turbulence. Wind has two
effects on the diffusion of pollutants: integral transport and dilution.
Wind direction determines the movement direction of pollutants, and
wind speed determines the migration speed of pollutants. During
turbulent movement, high concentration pollutants are continuously
mixed by clean air and irregularly dispersed in other directions, so air
pollutants are ceaselessly diluted and diffused.
Sunshine duration is the secondary importance influencing AQI
change in Beijing, which helps to dissipate air pollutants. Its influence
gradually reaches the maximum from the 4th period, and remains at
around 2.2097%. In views of meteorological theory, temperature strati-
fication and atmospheric stability are meteorological thermodynamic
factors. The atmospheric heat source in the troposphere mainly comes
from the ground radiation, normally, the closer the atmosphere is to
the ground, the more it is exposed to the ground radiation and the
higher the temperature is, presenting a vertical decreasing trend with
the increase of height, conversely, it is called temperature inversion.
The existence of temperature inversion has a considerable impact on
weather and the diffusion of atmospheric pollutants, hindering the con-
vective air movement and the diffusion of smoke and dust, pollutants,
water vapor condensation, conducive to the formation of fog, causing
decreased air visibility and serious air pollution. Therefore, the longer
the sunshine duration, the greater the atmospheric radiation from the
ground, the higher the temperature, the less prone to the formation of
temperature inversion, the more conducive to the diffusion of air
pollutants.
Average humidity has a slight effect on air quality, the effect in-
creases slightly over time, and finally remained at around 1.0641% in
the 9th period. According to meteorological theory, higher air humidity
is conducive to the adhesion of atmospheric particulate matter on water
vapor, which forms fog and suspends in the air, thus leading to the accu-
mulation of air pollutants and aggravating air pollution. Nonetheless,
once the air humidity rises to form the effective precipitation, then
has the scouring and scavenging effect to the air pollutant.
Air pollution is one essential environmental problem. This study
adopted VAR model, Granger causality test, impulse response function
and variance decomposition to analyze the dynamic relationship be-
tween meteorological conditions and AQI, reached some valuable and
novel conclusions, which deepened the insights about the formation
and diffusion mechanism of air pollution, provided the evidences for
the prevention and control of air pollution in Beijing. Meanwhile, our
study also presented a new methodological perspective for air quality
research, shining some light on the existing studies. Nevertheless, mete-
orological conditions are only one of the factors affecting air quality,
other influencing factors also include terrain features, regional pollution
transport and transformation, residential heating, industrial pollution
and automobile exhaust emissions, so these influencing factors should
be further analyzed and studied in the future research. Besides, more
meteorological data should be collected to verify and enrich the conclu-
sions of this study.
Funding
This research was funded by The National Social Science Fund of
China (Grant No. 17BGL202).
 Y. Zhang / Science of the Total Environment 684 (2019) 178–185
Appendix A. Supplementary data
Supplementary data to this article can be found online at https://doi.
org/10.1016/j.scitotenv.2019.05.360.
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