Resumen:
In this paper, we perform a fractional integration analysis of the average monthly temperature and precipitation data in 17 departments of Guatemala. Two analyses are performed, the first with the original data and the second with the anomalies based on the period January 1994-December 1999. The results indicate that there is a significant positive time trend in temperatures in the departments of Guatemala (0.0045 degrees C month -1), Quetzaltenango (0.0040 degrees C month -1), Escuintla (0.0034 degrees C month -1), and Huehuetenango (0.0047 degrees C month -1), whereas in the case of precipitation no time trend was observed. An important relevant result is that the departments of El Progreso, Baja Verapaz, and Guatemala occupy the second, third and fourth highest levels of persistence for both temperatures and precipitation, with Sacatepequez and Quiche displaying the first places for temperature and precipitation, respectively, thus making these five departments the ones that are most vulnerable to climate change since a shock would take a long time to disappear.
