International Journal of Scientific Research in Knowledge, 2(7), pp.

320-327, 2014
Available online at http://www.ijsrpub.com/ijsrk
ISSN: 2322-4541; 2014 IJSRPUB
http://dx.doi.org/10.12983/ijsrk-2014-p0320-0327


320
Full Length Research Paper

Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station,
Sudan, by Sarima Methods

Ette Harrison Etuk
1*
, Tariq Mahgoub Mohamed
2


1
Department of Mathematics/Computer Science, Rivers State University of Science and Technology, Port Harcourt, NIGERIA
2
Department of Civil Engineering, Sudan University of Science and Technology, SUDAN
*Corresponding Author: ettetuk@yahoo.com, ettehetuk@gmail.com

Received 17 May 2014; Accepted 22 June 2014

Abstract. The time series being rainfall data is a typical seasonal series of one-year period. The time-plot of the realization
herein called GASR and its correlogram are as expected, reflecting seasonality of period 12. For instance, the autocorrelation
function is oscillatory of period 12. A 12-point differencing yields a series called SDGASR with a generally horizontal secular
trend. It is adjudged stationary by the Augmented Dickey Fuller unit root test. Its correlogram gives an indication of
stationarity as well as an involvement of the presence of a seasonal moving average component of order one and a seasonal
autoregressive component of order two. This autocorrelation structure suggests three multiplicative SARIMA models, namely:
(0, 0, 0)x(0, 1, 1)
12
, (0, 0, 1)x(0, 1, 1)
12
and (0, 0, 1)x(2, 1, 1)
12
. The first model is adjudged the most adequate. Its residuals
have been observed to be uncorrelated. It may be the basis for the forecasting of rain in the region for planning purposes.

Keywords: Sudan, Gadaref station, rainfall, Sarima models, time series analysis

1. INTRODUCTION

Sudan is one of the countries whose economy is
highly dependent on rain-fed agriculture and also
facing recurring cycles of drought. Rainfall is
considered as the most important climatic element that
influences agriculture. Therefore monthly rainfall
forecasting plays an important role in the planning and
management of agricultural scheme and management
of water resource systems.
In this study, linear stochastic models known as
multiplicative seasonal autoregressive integrated
moving average (SARIMA) models were used to
model monthly rainfall in Gadaref station. The region
was selected as a result of its being the most important
agricultural productive area, under rain-fed, in Sudan.
The physical area considered in this study is a
portion of the Gadaref region. Gadaref region lies in
East Central part of Sudan, at the border with
Ethiopia. The region experiences very hot summer
and temperature in the region reaches up to 45C in
May. Generally the dry periods are accompanied with
high temperatures, which lead to higher evaporation
affecting natural vegetation and the agriculture of the
region along with larger water resources sectors.
Annual potential evapotranspiration exceeds annual
precipitation in this region. The rainfall exceeds
evapotranspiration only in August and September.
This Gadaref station boundary coincides with 550 mm
annual rainfall isoyhets. The climate in the Gedaref is
semi-arid with mean annual temperature near 30C
(Elagib and Mansell, 2000).
Gadaref region has a good fertile soil and relatively
high rainfall intensities all over the region. Farming of
sorghum and sesame covers much of the region land.
The region is very important for the economy of
Sudan. More than 70% of sorghum, which is one of
the main food crops in the country, is grown in the
rain-fed subsector.
Seasonal time series are often modeled by
SARIMA techniques. Rainfall the world over is a
seasonal phenomenon with period 12 months. A few
researchers who have modeled rainfall using
SARIMA methods in recent times are Nirmala and
Sundaram (2010), Rahman (2011), Ibrahim and
Dauda (2012), Yusuf and Kane (2012), Osarumwese
(2013), Abdul Aziz et al. (2013), Ali (2013), Wang et
al. (2013) and Etuk et al. (2013). For instance,
Nimarla and Sundaram (2010) fitted a SARIMA(0, 1,
1)x(0, 1, 1)
12
model to monthly rainfall in Tamilnadu,
India. Abdul-Aziz et al. (2013) examined rainfall data
pattern in Ashanti region of Ghana and fitted a
SARIMA(0, 0, 0)x(2, 1, 0)
12
to it. Osarumwese (2013)
modeled quarterly rainfall in Port Harcourt, Nigeria,
Etuk and Mohamed
Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station, Sudan, by Sarima Methods
321
as a SARIMA(0, 0, 0)x(2, 1, 0)
4
model. Yusuf and
Kane (2012) fitted the SARIMA models of orders (1,
1, 2)x(1, 1, 1)
12
and (4, 0, 2)x(1, 0, 1)
12
respectively
for monthly rainfall in Malaaca and Kuantan in
Malaysia. Etuk et al (2013) modeled monthly rainfall
in Port Harcourt, Nigeria as SARIMA(5, 1, 0)x(0, 1,
1)
12
.


Fig. 1: GASR

2. MATERIALS AND METHODS

2.1. Data

For this study, a Gadaref rainfall gauge was
considered and 480 monthly rainfall data was
procured for the period from 1971 to 2010. Wei
(1990) states that a minimum number of 50
observations are needed to build reasonable
autoregressive integrated moving average (ARIMA)
model. The monthly rainfall records for Gadaref
station show most of the rain falls in the period from
June to September, and reaches its peak in August.
The maximum intensity of rain is in the range of 100
150 mm/h usually in the form of convective showers
and thunderstorms of short duration, small aerial
extent and high intensity.

2.2. Modelling by Sarima Methods

A stationary time series {Xt} is said to follow an
autoregressive moving average model of orders p and
q, denoted by ARMA(p, q) if it satisfies the difference
equation

X
t
-
1
X
t-1
-
2
X
t-2
- -
p
X
t-p
=
t
+
1

t-1
+
2

t-2
+

t-q
(1)

Here the sequence of random variables {
t
} is a
white noise process. Moreover the s and the s are
constants such that the model is both stationary and
invertible. Model (1) may be written as
A(L)X
t
= B(L)
t
(2)
where A(L) is called the autoregressive (AR)
operator and given by A(L) = 1 -
1
L -
2
L
2
- -

p
L
p
and B(L) is called the moving average (MA)
operator and defined as B(L) = 1 +
1
L +
2
L
2
+ +

q
L
q
. Here L is the backshift operator defined by L
k
X
t

= X
t-k
. For stationarity, the zeros of A(L) = 0 must lie
outside the unit circle. Similarly, for invertibility, the
zeros of B(L) = 0 must lie outside the unit circle.
If the time series {X
t
} is non-stationary as is often
the case, Box and Jenkins (1976) made a proposal that
differencing to an appropriate degree could make the
series to be stationary. If the minimum degree to
which the series is differenced to attain stationarity is
d then if the diferenced series denoted by {
d
X
t
}
satisfies (1), the original series is said to follow an
autoregressive integrated moving average model or
orders p, d and q and designated ARIMA(p, d, q).
Here the difference operator = 1 L. Seasonality
shall be tested by the Augmented Dickey Fuller
(ADF) test.
If the series {X
t
} is seasonal of period s, Box and
Jenkins (1976) further proposed that it could be
modeled as
International Journal of Scientific Research in Knowledge, 2(7), pp. 320-327, 2014
322
A(L)(L
s
)
d

D
s
X
t
= B(L)(L
s
)
t
(3)
where (L) and (L) are called the seasonal AR
and MA operators respectively. Suppose they are
respectively polynomials of order P and Q in L, and
the coefficients are such that the model (3) is both
stationary and invertible, the time series {X
t
} is said
to follow a seasonal autoregressive integrated moving
average of orders p, d, q, P, D, Q and s designated
SARIMA(p, d, q)x(P, D, Q)
s
model. The operator
s

is the seasonal difference operator defined by
s
= 1
L
s
and D is the seasonal differencing order.



Fig. 2: Correlogram of Gasr

The fitting of the model (3) begins with order
determination. The seasonality period s may be
obvious from the nature or time-plot of the series. For
instance as mentioned in section 1, rainfall is a
seasonal time series with s = 12 months. If s is not that
obvious from the time plot the autocorrelation
function (ACF) could reveal the value of s, as the lag
where the function is significant. The differencing
operators d and D are often chosen to be at most equal
to 1 each. The nonseasonal and seasonal AR orders p
and P are estimated by the nonseasonal and the
seasonal cut-off lags of the partial autocorrelation
function (PACF) respectively. Similarly the
nonseasonal and the seasonal MA orders q and Q are
estimated respectively by the nonseasonal and
seasonal cut-off points of the ACF.
Once the orders have been determined model
fitting invariably involves the application of non-
linear optimization techniques like the least squares
procedure or the maximum likelihood procedure. A
fitted model must be subjected to some residual
analysis to ascertain its goodness-of-fit to the data. In
this work the statistical and econometric software
Eviews was used for all analytical work.

Etuk and Mohamed
Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station, Sudan, by Sarima Methods
323

Fig. 3: SDGASR

Table 1: Estimation Of The Sarima(0, 0, 0)X(0, 1, 1)
12
Model


3. RESULTS AND DISCUSSION

The time-plot of the realization which we call GASR
in Figure 1 shows as expected seasonality of period 12
months. Compared to Port Harcourt which lies in the
rainfall belt where rainfall falls virtually every month
of the year (see for example, Etuk et al (2013)), the
rainfall in Gadaref is such that long seasons of
drought separate seasons of rainfall. The ADF test
adjudges GASR as stationary. However the ACF in
Figure 2 of GASR shows clearly that the stationarity
hypothesis cannot be true. The ACF exhibits
oscillatory movements of period 12 months. This
shows that GASR cannot be stationary but seasonal of
period 12. The ACF is oscillatory of period 12, an
indication of non-stationarity. A seasonal
differencing yields SDGASR which exhibits a
horizontal secular trend as evident in Figure 3. Both
the ADF test and the ACF in Figure 4 show that
SDGASR is stationarity. Moreover the ACF shows
up seasonality of order 12 and the existence of a
seasonal MA component of order 1. The PACF shows
International Journal of Scientific Research in Knowledge, 2(7), pp. 320-327, 2014
324
evidence of the involvement of a seasonal AR
component of order 2. Based on this autocorrelation
structure three models are proposed and fitted:

1) A SARIMA(0, 0, 0)x(0, 1, 1)
12
model
estimated in Table 1 by

SDGASR
t
= -0.8856
t-12
+
t

(4)

2) A SARIMA(0, 0, 1)x(0, 1, 1)
12
model
estimated in Table 2 by

SDGASR
t
= -0.4303
t-1
0.8798
t-12
+ 0.04344
t-13
+

t
(5)

3) A SARIMA(0, 0, 1)x(2, 1, 1)
12
model
estimated in Table 3 by

SDGASR
t
+ 0.1339SDGASR
t-12
+ 0.1652SDGASR
t-24

=
t
0.0706
t-1
0.7579
t-12
+ 0.0788
t-13
(6)

R
2
for models (4), (5) and (6) are 46.62%, 46.59% and
40.31% respectively. This means that model (4)
accounts the data the most. Also, of the three models,
(4) has the lowest Akaike Information Criterion
(AIC). The correlogram of its residuals in Figure 5
shows that the residuals are uncorrelated. Hence the
model is adequate. Model (4) is MA model whereby
the current value of SDGASR depends on the
unobserved current value and the 12-month earlier
values of the white noise or random shocks.

4. CONCLUSION

It may be concluded that the monthly rainfall in
Gadaref, Sudan follows a SARIMA(0, 0, 0)x(0, 0, 1)
12

model. It may be used as the basis for forecasting,
planning and management of the rainfall in this
region.


Table 2: The Estimation Of Sarima(0, 0, 1)X(0, 1, 1)
12
Model


Etuk and Mohamed
Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station, Sudan, by Sarima Methods
325

Fig. 4: Correlogram of Sdgasr

Table 3: The Estimation Of Sarima(0, 0, 1)X(2, 1, 1)
12
Model


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Fig. 5: Correlogram Of Sarima(0, 0, 0)X(0, 1, 1) Residuals

Etuk and Mohamed
Time Series Analysis of Monthly Rainfall data for the Gadaref rainfall station, Sudan, by Sarima Methods
327



Dr Ette Harrison Etuk is an Associate Professor of Statistics in the Department of
Mathematics/Computer Science, Rivers State University of Science and Technology, Port Harcourt,
Nigeria. He has produced many graduates in both undergraduate and graduate levels in his many
years of experience in University teaching and administration. He has published extensively in
reputable journals. His research interests are in the areas of Time Series Analysis, Operations
Research and Experimental Designs.











Tariq Mahgoub Mohamed was born on January 1, 1975. He is a Sudanese by nationality. He has B.
Sc. Degree in Water Resources Engineering from the University of Khartoum, Khartoum, Sudan in
1998, M. Sc. Degree in Water Resources Engineering from the same University in 2005. Currently
he is doing his Ph. D. in Civil Engineering Hydrology in Sudan University of Science and
Technology, Sudan.