The effects of different temporal averaging timescales on the regime structure of the extratropical Northern Hemisphere atmosphere in reanalysis data and in a global climate model are considered. It is shown that temporal averaging can significantly change the regime structure when the averaging timescale is considerably longer than the intrinsic regime residence times. These effects are explained using a simple stochastic model of motion in a 3-well potential. This study highlights the importance of the careful choice of averaging timescales in the analysis of non-Gaussian structure in climate data.