Journal of the Air Pollution Control Association

ISSN: 0002-2470 (Print) (Online) Journal homepage: http://www.tandfonline.com/loi/uawm16

Analysis of Los Angeles Photochemical Smog Data:

A Statistical Overview

G. C. Tiao , G. E. P. Box & W. J. Hamming

To cite this article: G. C. Tiao , G. E. P. Box & W. J. Hamming (1975) Analysis of Los Angeles
Photochemical Smog Data: A Statistical Overview, Journal of the Air Pollution Control Association,
25:3, 260-268, DOI: 10.1080/00022470.1975.10470082

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 Analysis of Los Angeles Photochemical Smog
Data: A Statistical Overview
G. C. Tiao and G. E. P. Box
The University of Wisconsin, Madison, Wisconsin
W. J. Hamming
Los Angeles County Air Pollution Control District, Los Angeles, California
A research project has been under way to investigate air pollution
problems in Los Angeles County with the help of the data supplied
by the Los Angeles County Air Pollution Control District. These
data consist of measurements of primary pollutants such as nitric
oxide, hydrocarbons, carbon monoxide, sulfur dioxide and particu-
lates, and secondary pollutants such as ozone and nitrogen diox-
ide, recorded hourly at a number of different stations in Los An-
geles County over the past seventeen years. This present discus-
sion deals in a preliminary way with a particular aspect of this
analysis, namely, the occurrence of photochemical smog in Los
Angeles. The paper is divided Into two main sections. The first is
intended to provide a brief survey of the problem of photochemical
smog in Los Angeles as presently understood in relation to the
available field data and also in relation to chamber experiments
which have been run in various laboratories. The second part of
the paper discusses a class of intervention problems that arise in
studying the data. It is noted that parallel problems occur in the
study of other ecological material and elsewhere. Statistical meth-
ods for dealing with this class of problems are illustrated with
some of the Los Angeles data.
Dr. Tiao is Professor and Chairman of the Department of
Statistics and Dr. Box is R. A. Fisher Professor of Statistics,
University of WisconsinMadison, 1210 West Dayton
Street, Madison, WI 53706. Mr. Hamming has recently re-
tired from the Los Angeles County Air Pollution Control
District. This is the revised version of Paper No. 73-79, pre-
sented at the 66th Annual Meeting of APCA at Chicago in
1973.
260
A research project has been underway to perform statistical
analysis of aerometric data from January 1955 to December
1972 assembled by the Los Angeles Air Pollution Control
District. The principal pollutant source data are hourly
readings on such primary contaminants as nitric oxides,
hydrocarbons, carbon monoxide, sulfur dioxide and partic-
ulates, and secondary pollutants such as ozone* and nitro-
gen dioxide, recorded at seven appropriately distributed
locations in the Los Angeles Basin. They are: Downtown
Los Angeles, West Los Angeles, Burbank, Pasadena, Azusa,
Long Beach, and Lennox. Atmospheric variables such as
mixing height, wind speed and direction, and base inver-
sion height are considered. Additional exogenous factors,
such as the chronology of control measures, vehicle popula-
tion, and traffic patterns will also be included in the analy-
sis.
The eventual objective of this study is to utilize informa-
tion from the data to build mathematical models which will
adequately represent the chronological and spatial move-
ments of the pollutants. It will then be possible to produce
efficient forecasts of current and future trends of the pollu-
tants and to assess the effectiveness of control measures.
This paper is the first of a series reporting on our re-
search findings. It deals in a preliminary way with only one
particular aspect of the problem, namely, the movement of
photochemical smog in Log Angeles. The paper is divided
into two main sections. The first is intended to provide a
brief survey of the problem of photochemical smog as pres-
ently understood. Using O3 as the basic indicator of smog,
various graphical devices are employed to illustrate the ef-
fect of atmospheric variables and the historical develop-
ment of the pollutant over the seven locations. In particu-
lar, it will be seen that considerable differences exist in the
' Strictly, other oxidants as weir as O3 are measured by the chemical test.
Journal of the Air Pollution Control Association
historical variations of O3 over these locations. In places
such as Downtown Los Angeles and West Los Angeles, the
level of concentration was lower in the 1960's compared
with the 1950's and there seems to have been some progres-
sive improvement over the last several years. Correspond-
ing changes are, however, not evident in the more easterly
regions such as Pasadena and Azusa.
The second part of the paper discusses a number of sta-
tistical problems that arise in studying the data. As pollu-
tant data are expected to be correlated through time, ap-
propriate time series models which can adequately repre-
sent the data and allow for projection of current and future
trends are considered. A new and widely applicable tech-
nique, called "intervention analysis," has been further de-
veloped and is here illustrated in assessing the effect of ex-
ogenous factors such as control legislation, opening of new
freeways and other environmental changes.
The Photochemical Smog Problem in Los Angeles
Los Angeles has what may be called general and special
air pollution problems. The nature of these problems has
been reasonably well understood for some time.1"3 The
general pollution problem, which is currently found to
some extent in any large city, is attributable directly to the
properties of the primary contaminants themselves. For ex-
ample, NOX, SO2, and particulates are of themselves unde-
sirable and can cause lung damage if inhaled for sufficient-
ly long periods in high concentrations.
The Product of Photochemical Smog
The special pollution problem of Los Angeles, and the
most serious one, comes not from the primary pollutants
themselves. It comes from substances produced by chemi-
cal reactions among certain of these primary pollutants.
The products of these chemical reactions are responsible
for the famous Los Angeles Smog. They include eye and
lung irritants, and other agents, which in high enough con-
centrations can produce damage to living things both ani-
mal and vegetable. In addition, these products are also as-
sociated with visibility-reducing haze and high levels of
ozone. The principal contaminants taking part in the reac-
tion are: (1) oxides of nitrogen, denoted by NOX, whose
main constituent is nitric oxide, denoted by NO, and (2) re-
active hydrocarbons, denoted by HC. A measured product
which is indicative of the degree of photochemical pollution
is ozone, denoted by O3.
The chemistry is very complicated and is still not com-
pletely understood, but very roughly we can say that under
certain very special conditions NOX and HC take part in a
photochemical reaction which eventually forms sufficient
O3 and other associated substances to produce undesirable
effects. Thus, in several steps,
sunlight
+ NO + HC O3; and other products
The very special conditions needed are: (1) that the main
reactants (NO and HC) be present; and (2) that sunlight be
present of sufficient intensity and duration to initiate and
sustain the reaction in the air for several hours. The reac-
tion is rather slow and it is typically three to five hours
after its initiation before significant quantities of O3 build
up.
Daily Movement of Ozone
The behavior of O3 during the day is illustrated in Figure
1. The chart is based on a two way table of O3 measured in
Downtown Los Angeles(DOLA). The entries are the
monthly averages (in pphm, parts per hundred million) of
each hour of the day from Jan. 1955 to Dec. 1972. Each col-
March 1975 Volume 25, No. 3
umn represents the average behavior of O3 during the day
for a particular month, and each row indicates the chrono-
logical variation of the pollutant concentration for a partic-
ular hour (Pacific Standard Time) of the day. To facilitate
comparison, the entries are classified into four ranges by
shading as labelled. The solid line in the figure indicates
the time of occurrence of the peak level of O3.
By reading Figure 1 vertically, we see that in Downtown
Los Angeles the level of O3 begins to rise about 7 A.M.,
peaks around the noon hour and dissipates in the after-
noon. Most of the accumulation of O3 during the daytime
hours is the result of photochemical reaction of contami-
nants from automobile emissions and other sources.
The Seasonal Effect
From June to October which we shall loosely call "the
summer," Los Angeles County provides an ideal natural re-
actor in which these chemical changes can take place. Dur-
ing this period occur (i) strong and persistent night and
daytime inversions; (ii) weak and, for several hours each
day, stagnant winds; (iii) bright sunshine.
Because of (i) and (ii) the primary pollutants from heavy
morning automobile traffic and other sources are not dis-
persed and occur in rather high concentrations while (iii)
allows the photochemical reaction to proceed. During the
remainder of the year November-May, which we shall call
"the winter," the inversion, although initially lower, usually
rises higher by noon each day than in the summer. Also, the
sunlight is of shorter duration and is less intense. In the
winter, therefore, there is much less time and less available
energy for the chemical reactions to take place and the
problem is less serious.
The seasonal difference between the summer and the
winter can be seen by studying Figure 1 horizontally which
shows that the daytime concentration of O3 is much lower
in the winter time than in the summer. Also, the peak hour
in DOL A shifts from 10 to 11 A.M. in the summer to 1-2
P.M. in the winter.
The figure also seems to suggest that the level of concen-
tration in Downtown Los Angeles was lower in the 1960's
compared with the 1950's and that there has been some
progressive improvement over the last few years. This will
be discussed in further detail later in the paper.
Effect of Inversion Mixing Height and Wind Speed
It is of interest to know to what extent changes in atmo-
spheric conditions within a season may affect the concen-
tration level of the pollutant. The maximum mixing height
affects the volume available for diffusion of the pollutants,
while the wind speed affects their dilution and transport.
This is illustrated in Table I showing means of daily av-
erages of O3 for various wind speeds and for various maxi-
mum mixing heights in Downtown Los Angeles during the
four summers (1967-1970). As one would expect, on the
days on which the mixing height and wind speed are lower,
the concentration of O3 is increased.
Table I. Means of daily averages of O3 (pphm) for various wind
speeds and maximum mixing heights in Downtown Los Angeles:
June-October 1967-1970.
Maximum Mixing Ht. (feet)
Wind Speed
(MPH)6-12AM 0-2000 2100-2500 2600-3500 3600 and up
0 -- 4 5.7 5.6 4.3 3 .8
4.1 -- 5 4.8 4.5 4.1 3 .1
5.1 i& up 4.3 3.9 3.0 2 .2
261
8p.m.~

4 p.m.

Noon

8 a.m. -

4 a.m

1955 1956 1957 1958 1959 1960 1961 1962 1963 1964

1 10-14
15-19
20&up

8 p.m.

4 p.m.

Noon

8 a.m.

4 a.m.

1964 1965 1966 1967 1968 1969 1970 1971 1972 1973

Figure 1. Monthly average of hourly readings of O3 (pphm) at DOLA 1955-1972,

262 Journal of the Air Pollution Control Association

 Geographical Location
In the above, we have confined our discussion to one
locationDowntown Los Angeles. Charts and tables simi-
lar to Figure 1 and Table I have been developed for the
other six locations.4
Preliminary study indicates that appreciable differences
exist in the level of O3 concentration over these stations.
Some clue as to why this is so may be found in Figure 2
which shows the geographical location of the seven record-
ing stations. At each location, the first two numbers are, re-
spectively, the gross seventeen-year (1956-1972) summer
averages for O3 and the primary pollutant NO, and the
third number is the average vehicle miles traveled per acre
within a three-mile radius of the air monitoring station, es-
timated from actual counts collected over the last three or
four years.
The arrows in the figure roughly indicate the direction of
the prevailing winds and show the "pipe reactor effect."
Thus, although the heaviest concentration of traffic is in
the region around Downtown Los Angeles and southwest of
it, the highest concentration of O3 is at Azusa at the end of
the "reactor pipe line." This is so even though Azusa itself
has a traffic density which is much lower than that in
Downtown Los Angeles. Similarly the concentration of NO
is in general reduced as we move through the pipe line.
This may be partly because it is used up in the reaction and
partly because the local emissions are in general less in the
Pasadena and Azusa region.
An Overall Look at the Past and Present
A natural question to ask is "Are things getting better,
worse, or staying about the same?" Some preliminary an-
swer may be found (Figure 3) in the relative frequency di-
agrams of daily maximum hourly concentrations of O3 in
four ranges for the seven locations over the last eighteen
years. The range 8 pphm or below is of particular impor-
tance since it is the Federal Air Quality Standard for oxi-
dant.
The diagrams illustrate how the situation has developed
differently at different locations. Thus, from 1966 to 1972
the proportional frequency with which the Federal Air
Quality Standard was met, increased in Downtown Los An-
geles from 0.35 to 0.62 and in West Los Angeles from 0.51
to 0.82. However, in Pasadena and Azusa only minor
changes occurred from 1966 to 1970, although an apparent
improvement of about 0.10 did occur in 1971 for both loca-
tions. It should be noted that the sudden change in fre-
quency occurring at Long Beach in 1963 is not necessarily
an indication of improvement, since there was a change in
the location of the monitoring station in that year.
Some Statistical Problems
What are some of the problems that must be considered
in the analysis of data of this kind? Of course, a major
problem is that of coping with so many numbers. There are
in these records collected over 18 years more than twenty
million separate pieces of data. Considerable effort has had
to be expended in the organization of the data and numer-
ous problems have been encountered, which we will not
discuss here. At a more technical level analysis of these
data has raised some interesting problems in statistical
methodology. In the remaining part of this paper, we dis-
cuss one such problem which has resulted in new proce-
dures for time series intervention analysis.
March 1975 Volume 25, No. 3
Figure 2. Geographical location of recording stations, with
the gross seventeen-year (1956-1972) summer averages for
O3 and NO, and the estimated vehicle miles traveled per acre.
Azusa (A), Burbank (B), Downtown Los Angeles (DOLA), Len-
nox (L), Long Beach (LB), Pasadena (P), West Los Angeles
(WLA).
Intervention Problems
A class of problems likely to be important in many dif-
ferent kinds of ecological study concerns the question "Did
a change of a certain kind made on a certain date make any
difference?" More specifically "Did it produce the kind of
difference to be expected?"
For example, in 1960 the Golden State Freeway which
may have had an effect on the traffic pattern in Downtown
Los Angeles was opened. Also, at about this time Rule 63
was introduced which reduced the proportion of reactive
hydrocarbons in the gasoline sold in Los Angeles County.
Thus about 1960 two events occurred either or both of
which, could have, produced a change in level of ozone con-
centration in Downtown Los Angeles. Is there evidence
that such a change did occur at this time? Figures 1 and 3
seem to indicate that it did. However, appearances can be
deceiving and more sophisticated statistical methods are
needed in considering questions of this kind.
Available procedures, such as Student's t test for esti-
mating and testing for a change in level, have played an im-
portant part in Statistics for a very long time. Unfortunate-
ly, however, the employment of most such procedures re-
quires assumptions that are invalid in the present context.
The ordinary t test for comparison of two means (i) would
be valid if the observations before and after the event of in-
terest varied about means HI and /*2, with errors normally
and independently distributed with constant variance, or
(ii) would be approximately valid if randomization could be
introduced into the conduct of the data gathering process.
In fact, as we see for the monthly averages of O3 in Down-
town Los Angeles in Figure 4 (obtained by averaging the
entries of each of the columns of Figure 1 from January
1955 to December 1965), our data are time series in which
not only are successive observations autocorrelated but also
strong seasonal effects occur. Thus the ordinary statistical
procedures (parametric or non-parametric) which rely on
independence or special symmetry in the distribution func-
tion are not available to us nor are the blessings endowed
by randomization.
One way to proceed which we initiated earlier5 is to build
a stochastic model for the data which takes cognizance of a
possible change of the form hypothesized.
263
 AZUSA LONG BEACH

70
68
66

64

62
/m/m/mm 60
58 '/mmm/mm. 58
56 '/mm

.8 .6 .4 .6 .4 .2
PASADENA LENNOX

64

58 58

56 56

.6 ,4 .8 .6 .4 .2
BURBANK DOWNTOWN LOS ANGELES

.2 .6 .4 .2
WEST LOS ANGELES

PPHM
18 & below
|9-19
20-49
50 & up

60

58

56
Figure 3. " Relative frequency of daily maxi-
mum hourly readings of O 3 at various levels
for seven locations (1956-1972). .6 .4

264 Journal of the Air Pollution Control Association

 WEIGHTS Jan. 60-

illinium.
""""""IIIIIIIIIH 1

Dec. 59 Intervening
9.0 events
occur
8.0

7.0

6.0

5.0

4.0

3.0

2.0

1.0

55 56 57 58 59 60 61 62 63 64 65 66
Figure 4. Monthly averages of O3 in Downtown Los Angeles (January 1955 to December 1965) and weight func-
tion for determining the change in 1960.

Time Series Models
Let us denote the time series obtained at equal intervals
of time by . . . yt-i,yt,yt+it and use B for the back shift
operator such that Bzt = zt-\. Also let . . . at-\,at,at+\, ...
be a sequence of independently distributed normal vari-
ables having mean zero and variance <ra2 which for brevity
we refer to as "white" noise. Then a useful model6 for such
a series may be written
Y; = f (K, 0 +
where Yt = F(yt) is some appropriate transformation of yt
(say log yt or yt1^2 or perhaps yt itself), f(x, t) is some func-
tion of time containing parameters K,
6(B) = \-BxB- 02B2.. .-eQBq,
cp(B) = l-cpiB-(p2B2...-<ppBp
are "moving average" and "autoregressive" polynomials in
B, and we shall require that the zeroes of 6(B) lie outside
and those of <p(B) lie on or outside the unit circle. Then if zt
= Yt f(x,) the model may be written
(p(B)zt = 9(B)at.
For the representation of certain kinds of stable non-sta-
tionary series the operator (p(B) can be factored so that
where the zeroes of <t>(B) all lie outside the unit circle. This
corresponds to the use of a stationary model in the dth dif-
ference. Thus if we let
(1 - B)% = wt (4)
the model may be written
4>(B)wt = 9(B)at, (5)
a stationary autoregressive moving average process.
(1) In representing seasonal models with period s (for
monthly data s = 12) it is often convenient to write <p(B) =
<Pi(B) (&&*) and 6(B) = di(B) 62(BS). Also, non-stationarity
can frequently be eliminated by seasonal differencing so
that we come finally to seasonal models of the form
- B)d(l-B")Dzt = (6)
where the polynomials <f>i(B), 02(5S), 0\(B), d2(BB) are of de-
grees pi, P2, q\, 92, respectively.
The process of model building is necessarily iterative
and, as discussed for example in Ref. 6, entails the succes-
sive use of Identification, Fitting, and Diagnostic Checking
in establishing the model. Applied in the present context
our strategy is as follows: (i) first frame a model for change,
which describes what is expected to occur given knowledge
(2) of the actions which are known to have been taken; (ii)
work out the appropriate data analysis based on that
model; (iii) if diagnostic checks show no inadequacy in the
model form, conclusions as to the effects of the change may
be drawn directly from the analysis; but (iv) if the model
(3) appears to be inadequate, then one tries to learn how and

March 1975 Volume 25, No. 3 265

why and to check up on new possibilities which suggest
themselves to those having understanding of the problem.
Thus we have a strategy for learning which we shall illus-
trate with a few examples.
A Model for Ozone
For monthly ozone averages denoted below by zt, prelim-
inary identification studies show that, apart from a possi-
ble deterministic component to be discussed later, a model
of the simple form
- Bi2)zt = (1 - 0 t B)(l - B2Bn)at (7)
seems adequate to describe the stochastic time-dependent
relationship of the data for all the seven locations. In par-
ticular, the factors 1-B12 and I-62B12 jointly take account of
the pronounced but somewhat drifting seasonal pattern
shown for example in Figure 4 for Downtown Los Angeles.
The nature of the two factors can best be understood as fol-
lows. Suppose 6\ were zero, then the forecast of, say, next
January would be a weighted average of the data on all past
Januarys, with weights (l-02), 02(l-02), h20--h), de-
creasing exponentially into the remote past. The factor
l-0iB represents the "non-seasonal" relationship between
observations in successive months. Using the model, fore-
casts follow a stable seasonal pattern, which is appropriate-
ly updated as new data become available. The model in Eq.
(7) is of a similar nature to those obtained in Ref. 7 where,
however, biweekly averages of daily maximum hourly con-
centrations were considered.
A General Model for Intervention Analysis
In the above, we have argued that variation in, say the
monthly result can be represented by a time series model
which is a stochastic difference equation. That is, a differ-
ence equation (p(B)zt = 0(B)at driven by "white" noise at.
The effects of environmental changes are often dynamic in
character with transfer functions which may also be repre-
sented by a suitable difference equation model.
Let & be a variable (which, for example, could take the
value zero before 1960 and unity after that time thus repre-
senting a step change) and consider the model
0(B)
(8)
r
In general, 8(B) = l-5aB- . .. -5rB and a(B) = <a0 -
. . . -cosBs are polynomials in B of degrees r and s, respec-
tively. We shall normally require that co(B) has zeroes out-
side and 5(B) zeroes outside or on the unit circle. Figure 5
shows the output response to a step change for various
simple transfer functions.
For the Freeway and/or Rule 63 change of 1960, an ap-
propriate model will then be of the form of (8) with
, , . , . , ui * ( 0 , p r i o r to 1960
the indicator variable , = < '*.. ., __
11, after 1960
and
the transfer function (9)
, , = u>0
266
as illustrated in Figure 5(a).
Some events might not be expected to produce an imme-
diate response but rather a "first order" dynamic response
like that in Figure 5(b) for which the transfer function is
wo/(l-5iB). With this model it is readily shown that the
time constant of the system is estimated by T = {
loge^i}"1 and the steady state gain is a?o/(l-5i).
It is to be noted that the model for Eq. (8) has great flex-
ibility, since need not merely be an indicator variable. It
could be any exogenous variable such as atmospheric con-
ditions, traffic patterns, vehicle population, etc. whose ef-
fect on the response needed to be modelled dynamically.
Given this model the likelihood function associated with
any given set of data can be written down. This can be used
to produce maximum likelihood estimates of the parame-
ters of both the stochastic and dynamic parts of the model
and the approximate standard errors. Alternatively we may
adopt a Bayesian viewpoint and analyze the estimation re-
sults in terms of posterior distributions of the parameters
on the basis of noninformative prior distributions.8
Some Examples of Time Series and Intervention Analysis
Applied to the Pollution Data
We now apply the above time series methods and inter-
vention analysis techniques to three selected but important
cases.
Possible Change of O 3 Level in Downtown Los Angeles in 1960
For this study we employ the series of monthly averages
of O3 in Downtown Los Angeles from January 1955 to De-
cember 1965, denoted by zt, shown earlier in Figure 4.
Combining the model in Eq. (7) together with the transfer
function in Eq. (9), we have
- 62Bi2)
- 1 _ R12 f (10)
where
* i1,0, beginning
prior to January, 1960
January 1960.
(B)
(a)
1-B
O O o O O
Input ooooo-
Figure 5. Response to a step change for vari-
ous transfer functions w(B)/5(B).
Journal of the Air Pollution Control Association
The maximum likelihood estimates (MLE) of the parame-
ters together with their estimated standard errors are given
below.
MLE S.D.
>o -1.10 0.10
i -0.24 0.07
2 0.54 0.06
Examination of residuals fails to show any obvious inade-
quacies in the model so we proceed to discuss the findings.
From a Bayesian viewpoint, we may interpret the result
concerning coo as saying that, on the basis that little is
known initially about these parameters, the posterior dis-
tribution of OJ0 is nearly a normal distribution centered at
o>o = 1.10 with standard deviation 0.10. The evidence is
thus very strong that a reduction in the level of O3 in
Downtown Los Angeles occurred in 1960, the best estimate
of the reduction being 1.10 pphm.
It is illuminating to consider the form of the estimate o>o.
Let the month January 1960, when the effect took place be
denoted by T+l. Suppose for the moment that the parame-
ters di and 02 are known. Then it is shown9 that a>o can be
written as
f2(z T,
ZT_2,
where /1 is a weighted average of the observations
ZT+2, after the event occurred and fi is a weighted aver-
age of the observations ZT, ZT-I, - - prior to the event. In
practice, 0\ and 02 would be unknown, but for large sam-
ples, as in the present example, they can be approximated
by the corresponding maximum likelihood estimates. Using
the values $1 = 0.24 and 82 = 0.54, the weights applied to
the observations zt in forming o>o are shown above the se-
ries in Figure 4.
The weight function gives large weight to observations in
the years immediately before and after the event took place
and less and less weight to observations remote from it.
This is an intuitively pleasing result, as one would certainly
expect that, for data of this kind, observations farther re-
moved from the time the event took place should be less
and less relevant in determining its effect.
A Test of the Progressive Reduction of O3 at Downtown Los
Angeles since 1966
This second example illustrates a situation where the
model for change must take a more elaborate form. From
1966 to 1970 regulations for the reduction of hydrocarbon
emissions resulted in engine design changes in new cars
which had the effect of decreasing HC but sometimes at
the expense of increasing NOX.3 Also, legislation since 1970
progressively reduced the emissions of both HC and NO* in
the new cars. It has been suggested that these changes
could slow down or reduce the photochemical reactions and
hence could lead to a reduction in the level of O3 near a pri-
mary pollutant center such as Downtown Los Angeles. Vi-
sual inspection of Figures 1 and 3 indicate this may very
well be the case. In this example the change in O3 should
show, not as a step function, but as a trend reflecting an in-
creasing proportion of new design vehicles in the car popu-
lation. Furthermore, because of the summer-winter inver-
March 1975 Volume 25, No. 3
sion differential, the net effect would be different in the
winter from that in the summer. To examine these possibil-
ities the following model was postulated for all the avail-
able monthly averages of O3 in Downtown Los Angeles
from January 1955 to December 1972,
(11)
where
l, " s u m m e r " months June-October
beginning 1966
0, otherwise
1, " w i n t e r " months November-May
kt" \ beginning 1966
0, otherwise
The parameters X\ and X2 represent, respectively, for the
summer and winter months, progressive changes in the lev-
els of the observations from one year to the next beginning
in 1966 and are, therefore, slopes of two deterministic year-
ly trends for these two "seasons." As before, the parameter
a>o is introduced to allow for the change in 1960.
Estimation results are as follows:
MLE S.D
Xi 0.25 .07
x2 -0.07 .06
030 -1.09 .13
0i -0.24 .03
02 0.55 .04
The estimate of Xi provides very strong evidence that
there has been a steady improvement for the summer sea-
sons, the yearly reduction being estimated at 0.25 pphm.
On the other hand, the improvement, if any, in the winter
is very slight. In particular, the parameter value X2 = 0,
representing no improvement, is well inside the approxi-
mate 95% highest posterior density interval -0.07 0.12,
and hence is not contradicted by the data.
A Useful General Indicator of Change
A device which is sometimes useful, at least as a prelimi-
nary identification tool, is to compare the forecast made
from some point at which change is known to have been in-
stituted with what has actually occurred. This can be done
graphically. But it is easy to deceive the eye and more for-
mal statistical procedures are needed. Suppose we have n
observations (zu ..., zj and it is suspected that changes
might have occurred in the pattern level after time T(T <
n). The nature of the changes may be studied by comparing
forecasts .Ml), M 2 ) , . . . , zT(n-T) of zT+u . . . , made at
time T with the actual observations themselves, from
which OT+I, . . . , an can be readily calculated.1" If in fact
there were no change, the a^'s would be "white noise" and
hence
Z
t =T
t Notice that, for example, SIT+I is not the forecast error ZT+I 2T0) but may be comput-
ed from the complete set of forecast errors.
267
would be distributed as o-a2x2 with (n-T) degrees of free-
dom. This x 2 test could thus provide a useful general indi-
cator of various changes in pattern* from that expected.
For illustration we consider the recent ozone results for
Azusa.
Has there been improvement in Azusa since 1971? We
now employ monthly averages of O3 in Azusa to investigate
whether changes have actually occurred since 1971, as a re-
sult of new auto emissions standards introduced at that
time. First, the data from January 1956 through December
1970 was used to estimate the parameters in the basic
model (7). The results are
MLE S.D.
-0.15 0.07
0.91 0.04
1.00
Based on the fitted model, forecasts of the 24 months of
1971 and 1972 made at time T, December 1970, are shown
in Figure 6(a) together with the actual observations. The
errors a t 's for these months are plotted against time in Fig-
ure 6(b). The sum of squares value
K2)
2\-l = 35
t = T
is larger than the x2 value with 24 degrees of freedom at the
10% level, suggesting that the hypothesis of no-change is
untenable. Indeed, Figures 6(a) and 6(b) suggest that (i)
there has been improvements in these two years, (ii) the
improvement is much greater in 1972, and (iii) the magni-
tude of the reduction is appreciably larger in the summer
months. If desired, one can proceed to introduce dynamic
models of the type in (11) to estimate the magnitude of the
reductions as well as to project the level of O3 for future
years.
Conclusions and Further Work
In the preceding sections, a preliminary statistical analy-
sis has been presented for the ozone data over the seven
locations in the Los Angeles Basin. The level of ozone con-
centration is subject to strong seasonal fluctuations and,
within the summer season, to the influence of changes in
atmospheric conditions. In Downtown Los Angeles and
West Los Angeles, the level was lower in the 1960's com-
pared with that in the 1950's and there have been progres-
sive improvements beginning around 1966. Corresponding
improvements were, however, not evident at the end of the
pipe line in Pasadena and Azusa until 1971-1972.
Various graphical devices have been presented to bring
out important features of the data. We believe that such
presentations provided a powerful means to promote dis-
cussion about the nature of the pollution problem and thus
play an indispensable role in the preliminary stage of
model building. At the same time, analysis of the data gives
rise to the need for new statistical methods. In particular,
the intervention analysis technique has been developed
and is illustrated using the ozone data.
Using similar statistical tools, much preliminary work
has already been done on other pollutants including nitric
oxide, carbon monoxide, sulphur dioxide and particulates,
and the findings will be reported in the near future. Work
has begun to explore (i) the interdependence between the
* There is evidence10'11 that examination of the aj's is not sensitive to all kinds of model
change. Especially it tends to be insensitive to changes in the memory parameters of
6(B).
268
PPHM
8
6
4
2
1
1 1 1 1 1 1 1 1 1
2 4 6 8 10 12 ' 2 4 6 8 10 12
1971 1972
2\-
x Forecast
o Actual
The errors a.
Figure 6. Comparison of forecasts with actual observa-
tions: monthly averages of O3 in Azusa January 1971-De-
cember 1972.
primary and the secondary pollutants, (ii) the phase rela-
tions between the locations (iii) the influence of exogenous
atmospheric variables and other factors such as vehicle
population and traffic density and (iv) the effect of control
measures. New statistical tools in modelling multivariate
time series which are necessary to achieve these goals are
currently being investigated.
Acknowledgments
This research has been carried out under a joint project
between the Department of Statistics, the University of
Wisconsin, Madison and the Los Angeles County Air Pollu-
tion Control District, supported by a grant from the Ameri-
can Petroleum Institute. The authors wish to thank W. S.
Wei, J. Schaap, and S. Grover for computing assistance and
for preparing the figures in this paper.
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