A REMODELLING OF MONTHLY RAINFALL FREQUENCY IN UMUAHIA, NIGERIA, BY A BOX-JENKINS APPROACH

ETUK, ETTE HARRISON and MOFFAT, IMO UDO and IGBUDU, RICHARD CHINEDU (2015) A REMODELLING OF MONTHLY RAINFALL FREQUENCY IN UMUAHIA, NIGERIA, BY A BOX-JENKINS APPROACH. Asian Journal of Mathematics and Computer Research, 10 (3). pp. 262-270.

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Abstract

Monthly rainfall frequency in Umuahia, Imo State, Nigeria, has recently been modelled as a SARIMA(0, 0, 0)x(0, 1, 1)12. This model was demonstrated to be better than the competing SARIMA(0, 0, 0)x(1, 1, 1)12 on all counts; that is, in terms of minimum AIC and maximum R2. Moreover in the latter model, the seasonal autoregressive, SAR, coefficient was observed to be statistically non-significant. This automatically made the former model suggestive. The statistical package used was R. However in this write-up by the use of Eviews 7 it is shown that the competing models are the same but the latter model is the better model on all counts including residual normal distribution. A wider 12-member array of likely SARIMA models is explored and the SARIMA(0, 0, 0)x(1, 1, 1)12 model is still found to be the best among them. Therefore forecasting of the series may be done using the SARIMA(0, 0, 0)x(1, 1, 1)12 model.

Item Type: Article
Subjects: EP Archives > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 09 Jan 2024 06:56
Last Modified: 09 Jan 2024 06:56
URI: http://research.send4journal.com/id/eprint/3549

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