IDEAS home Printed from https://ideas.repec.org/a/epw/ejmath/v2y2021i1id14015.html

A SARIMA and Adjusted SARIMA Models in a Seasonal Nonstationary Time Series; Evidence of Enugu Monthly Rainfall

Author

Listed:
  • Chibuzo Gabriel Amaefula

Abstract

The paper compares SARIMA and adjusted SARIMA(ASARIMA) in a regular stationary series where the underlying variable is seasonally nonstationary. Adopting empirical rainfall data and Box-Jenkins iterative algorithm that calculates least squares estimates, Out of 11 sub-classes of SARIMA and 7 sub-classes of ASARIMA models, AIC chose ASARIMA(2,1,1)12 over all sub-classes of SARIMA(p,0,q)x(P,1,Q)12 identified. Diagnostic test indicates absence of autocorrelation up to the 48th lag. The forecast values generated by the fitted model are closely related to the actual values. Hence, ASARIMA can be recommended for regular stationary time series with seasonal characteristics and where parameter redundancy and large sum of square errors are penalized.

Suggested Citation

  • Chibuzo Gabriel Amaefula, 2021. "A SARIMA and Adjusted SARIMA Models in a Seasonal Nonstationary Time Series; Evidence of Enugu Monthly Rainfall," European Journal of Mathematics and Statistics, European Open Science, vol. 2(1), pages 13-18, January.
    • Handle: RePEc:epw:ejmath:v:2:y:2021:i:1:id:14015
    DOI: 10.24018/ejmath.2021.2.1.15
    as

    Download full text from publisher

    File URL: https://eu-opensci.org/index.php/ejmath/article/view/14015
    File Function: Abstract page
    Download Restriction: no
    File URL: https://eu-opensci.org/index.php/ejmath/article/download/14015/3131
    File Function: Full text
    Download Restriction: no
    File URL: https://libkey.io/10.24018/ejmath.2021.2.1.15?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. 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.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Emerson Abraham Jackson & Edmond Tamuke & Abdulai Sillah, 2018. "Modelling Monthly Headline Consumer Price Index (HCPI) through Seasonal Box-Jenkins Methodology," International Journal of Sciences, Office ijSciences, vol. 7(01), pages 51-56, January.
    2. 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.
    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.
    4. Abderraouf Ben Ahmed Mtiraoui & Nadia Slimene & Leila Chemli, 2025. "The Bitcoin Price Prediction by Vector Auto-Regression (VAR) Model," Post-Print hal-05253337, HAL.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:epw:ejmath:v:2:y:2021:i:1:id:14015. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Support Team (email available below). General contact details of provider: https://eu-opensci.org/index.php/ejmath .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.