I'm a bit confused if you can or can't change the weather on minecraft pocket edition
Weather has not yet been implemented in Minecraft Pocket Edition. It will possibly be implemented in 0.11.0, according to the wiki. From the page on Snow:
[Snow] is unrenewable as weather has not been implemented yet [...]
A mod released in March of 2014 attempts to mimic weather. Here is a link to the post on the Minecraft forum.
At the moment it isn't possible yet but it will come in a future update.
Of course there are always mods to do this for you and you might even create one yourself and learn a bunch of stuff about Java and Graphics.
In addition to Rainbolt's answer, there are also no commands in Minecraft PE so the weather would not be able to be changed anyway.
No, you can't at the moment (August 2015).
I think they're going to enable it in the future though - it's going to be cool.