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Modelling Monthly Rainfall Data of Port Harcourt, Nigeria by Seasonal Box-Jenkins Methods

Author

Listed:
  • Ette Harrison Etuk
  • Imoh Udo Moffat
  • Benjamin Ele Chims

Abstract

Brief review of literature of the well documented seasonal Box-Jenkins modelling is done. Rainfall is a seasonal phenomenon the world over. For illustrative purposes, monthly rainfall as measured in Port Harcourt, Nigeria, is modelled by a (5, 1, 0)x(0, 1, 1)12 seasonal ARIMA model. The time-plot shows no noticeable trend. The known and expected seasonality is clear from the plot. Seasonal (i.e. 12-point) differencing of the data is done, then a nonseasonal differencing is done of the seasonal differences. The correlogam of the resultant series reveals the expected 12-monthly seasonality, and the involvement of a seasonal moving average component in the first place and a nonseasonal autoregressive component of order 5. Hence the model mentioned above. The adequacy of the modelled has been established.

Suggested Citation

  • Ette Harrison Etuk & Imoh Udo Moffat & Benjamin Ele Chims, 2013. "Modelling Monthly Rainfall Data of Port Harcourt, Nigeria by Seasonal Box-Jenkins Methods," International Journal of Sciences, Office ijSciences, vol. 2(07), pages 60-67, July.
  • Handle: RePEc:adm:journl:v:2:y:2013:i:7:p:60-67
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    Citations

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    Cited by:

    1. EMERSON Abraham Jackson, 2018. "Comparison Between Static And Dynamic Forecast In Autoregressive Integrated Moving Average For Seasonally Adjusted Headline Consumer Price Index," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 70(1), pages 53-65, August.
    2. Jackson, Emerson Abraham & Sillah, Abdulai & Tamuke, Edmund, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 7(1), pages 51-56.
    3. Jackson, Emerson Abraham, 2018. "On the question of the relevance of Economics as a science: Postmodern filosofia critique," MPRA Paper 86185, University Library of Munich, Germany, revised 13 Apr 2018.

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