Comparing Vector Autoregressive (VAR) Estimation with Combine White Noise (CWN) Estimation

Agboluaje, Ayodele Abraham; Ismail, Suzilah; Yip, Chee Yin

doi:10.19026/rjaset.12.2682

Cited by 1 publication

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“…A Univariate Autoregressive (AR) model is a linear model with a single equation and a single variable, in which the current value of a variable is explained by its lagged (previous) values [80]. In the VAR model, on the other hand, there are multiple variables, and each of them is modelled as a linear combination of the lagged values of itself and the lagged values of the other variables in the system.…”

Section: Vector Autoregressive Modelmentioning

confidence: 99%

Temporal Variations in Chemical Proprieties of Waterbodies within Coastal Polders: Forecast Modeling for Optimizing Water Management Decisions

et al. 2023

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In polder-type land, water dynamics are heavily influenced by the artificial maintenance of water levels. Polders are low-lying areas of land that have been reclaimed from the sea or from freshwater bodies and are protected from flooding by dikes or other types of flood-protection structures. The water regime in polders is typically managed using a system of canals, pumps, and sluices to control the flow of water in and out of the area. In this study, the temporal changes in water salinity in the polder-type agricultural floodplain within the Neretva River Delta (NRD), Croatia, were analyzed by applying multivariate statistics and forecast modelling. The main aim of the study was to test the model that can be used in practice to forecast, primarily, water suitability for irrigation in a coastal low-lying agricultural catchment. The specific aim of this study was to use hydrochemistry data series to explain processes in water salinity dynamics and to test the model which may provide accurate salinity prediction, or finally select the conditions in which the model can be applied. We considered the accuracy of the model, and it was validated using independent data sets. To describe different patterns of chemical changes in different water classes due to their complex hydrological connectivity, multivariate statistics (PCA) were coupled with time-series analysis and Vector Autoregression (VAR) model forecasting. The multivariate statistics applied here did not indicate a clear connection between water salinity of the surface-water bodies and groundwater. The lack of correlation lies in the complex hydrological dynamics and interconnectivity of the water bodies highly affected by the artificial maintenance of the groundwater level within the polder area, as well as interventions in the temporal release of freshwater into the drainage canal network. Not all individual water classes contributed equally to the dominant patterns of ionic species identified by PCA. Apparently, land use and agricultural management practices in the different polders lead to uneven water chemistry and the predominant contributions of specific ions, especially nutrients. After applying the Granger causality test to reveal the causal information and explain hidden relationships among the variables, only two surface-water and two groundwater monitoring locations displayed a strong causal relationship between water electrical conductivity (ECw) as an effect and sea level as a possible cause. The developed models can be used to evaluate and emphasize the unique characteristics and phenomena of low-lying land and to communicate their importance and influence to management authorities and agricultural producers in managing and planning irrigation management in the wider Mediterranean area.

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Section: Vector Autoregressive Modelmentioning

confidence: 99%