We use a combination of satellite, in situ and numerical data to provide a comprehensive view of the seasonal coastal upwelling cycle off NW Africa in terms of both wind forcing and sea surface temperature (SST) response. Wind forcing is expressed in terms of both instantaneous (local) and time-integrated (non-local) indices, and the ocean response is expressed as the SST difference between coastal and offshore waters. The classical local index, the cross-shore Ekman transport, reproduces reasonably well the time-latitude distribution of SST differences but with significant time lags at latitudes higher than Cape Blanc. Two non-local indices are examined. One of them, a cumulative index calculated as the backward averaged Ekman transport that provides the highest correlation with SST differences, reproduces well the timing of the SST differences at all latitudes (except near Cape Blanc). The corresponding time lags are close to zero south of Cape Blanc and range between two and four months at latitudes between Cape Blanc and the southern Gulf of Cadiz. The results are interpreted based on calculations of spatial and temporal auto- and cross-correlations for wind forcing and SST differences. At temporal scales of 2-3 weeks the along-shore advection of along-shore momentum compensates for interfacial friction, allowing the upwelling jet and associated frontal system to remain active. We conclude that the coastal jet plays a key role in maintaining the structure of coastal upwelling, even at times of relaxed winds, by introducing a seasonal memory to the system in accordance with the atmospheric-forcing annual cycle.