Weather is not partial to just planetary bodies, however. A star's corona is constantly being lost to space, creating what is essentially a very thin atmosphere throughout the solar system, known as the solar wind.
Inconsistencies in this wind and larger events on the surface of the star, such as Coronal Mass Ejections, form a system that has features analogous to conventional weather systems i.e. pressure and wind, and though not true weather, is usually known as space weather. The activity of this system can affect planetary atmospheres and occasionally surfaces. The interface of the solar wind with the terrestrial atmosphere can produce spectacular aurorae, but can play havoc with electrically sensitive systems such as electricity grids and radio signals.