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Volume 2 - Jul 2013
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.
Seasonal Time Series, ARIMA model, rainfall, Port Harcourt
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