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Comparing SARIMA and Adjusted SARIMA models using output based criterion: A case study of Warri monthly rainfall

Author Affiliations

  • 1Department of Mathematics and Statistics, Federal University Otuoke, Bayelsa State, Nigeria

Res. J. Mathematical & Statistical Sci., Volume 10, Issue (2), Pages 19-28, September,12 (2022)

Abstract

The paper models Warri monthly rainfall (WMRF) pattern by comparing SARIMA and Adjusted SARIMA (ASARIMA) models using output based criterion. The rainfall data set used covered the period of 1981M1-2016M12. The ADF unit root tests showed that rainfall data is integrated order zero (I(0)). But ACF and PACF exhibit need for seasonal differencing as there are seasonal effects with periodic peaks at lag 12 and 24. The SSDFC was used to compare thirty one models: 17 possible SARIMA (p, d, q) x (P, D, Q)12 models with 14 possible ASARIMA (P, D, Q)12 models. Result indicates that ASARIMA (1,1,3)12 is most appropriate. The diagnostic tests indicate adequacy of the fitted model. Hence, the fitted model is recommended for forecasting WMRF pattern and creating short-term warning against flood in the state.

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