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Stochastic Hydrology Exam: ARIMA Modeling by Abrahim Sahati is a document available to read on EtoBox.

What is Stochastic Hydrology Exam: ARIMA Modeling about?

1) The document presents a time series of rainfall data and asks to fit the best Box-Jenkins model. 2) The series is plotted and found to have a slight upward trend, so logarithmic transformations are taken to make the series stationary. 3) First and second differences are taken, with the second difference found to make the series stationary in mean and variance. 4) Autocorrelation (ACF) and partial autocorrelation (PACF) plots indicate a MA(1) model based on ACF and possibly an AR(4) model based on PACF

Author

Abrahim Sahati

Language

EN