where did the fall weather go?

It looks like Autumn outside with the leaves turning lovely shades of yellow, red, and burnt orange, but what is up with the weather? I am already wearing a thin jacket under my coat and it is just the end of September! I believe that in 2 weeks I will have to break out my Winter clothes. To me this is a huge disappointment because I love Fall weather, but this wind out there will cut right through you!! *sigh* I suppose I will take what I can get and be glad of it.