Journal of Statistical and Econometric Methods

Modeling of Monthly Meteorological Time Series

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  • Abstract 

    The average monthly temperature and rainfall time series recorded between January, 1991 to December, 2016 in five selected African countries climatic zones (Ghana, Kenya, Namibia, Egypt and Cameroon) from West Africa, East Africa, Southern Africa, Northern and the Central Africa respectively, obtained from the World Bank Group Climate Change Knowledge Portal, were modeled and fitted. In this study, we used the Fourier function with seasonal autoregressive integrated moving average, seasonal autoregressive integrated moving average process, and natural cubic splines to capture the dynamics of the time series data. The Fourier function with seasonal autoregressive integrated moving average; FARIMA approach produce the best fitting models for average monthly temperature and averagely monthly rainfall for selected study countries in Africa. 

    Keywords: Fourier Function; Time Series; Regression; Splines