By default the time zone on the Raspberry Pi image is set the the UK. As there is no RTC on the Raspberry Pi, when ever it is turned on, the time is synced. To set the time zone to your local area, in my case South Africa, the configuration of the tzdata package needs to be changed.
sudo dpkg-reconfigure tzdata
Select your territory.
Then select your local time zone.
As you can see the time zone has now been changed.