Fractional integration analysis of precipitation dynamics: empirical insights from Nigeria

Abstract

This paper deals with the time series analysis of precipitation patterns in Africa's most populated nation using recently developed flexible modelling techniques to study the monthly precipitation data of some major economically viable and highly populated regions in Nigeria. The results indicate that there is a significant trend for Lagos rainfall data, implying that precipitations have systematically increased over time in this city. Additionally, the seasonal component is more prominent in the cases of Kano and Kaunda than for Ibadan and Lagos. The findings of this study have relevant policy implications for forecasting, agricultural planning, relating precipitation variability in Nigeria with standard climate drivers, as well as for disaster or risk reduction in the context of climate change, global warming and migration in the post-pandemic era.

Long memory of river streams in the canal of Panama watershed

“…As mentioned before, we will use a long range dependence approach that is based on integrational processes or I(d) models, which have been widely used in the analysis of hydrological and climatological data. [25][26][27]18,19 Long memory structure in a covariance stationary process may be characterized via an autocovariance sequence, or by its spectral density function. More in detail, we say that Y t is a stationary long memory process if there exists a real number -1 < β < 0 and a constant C s > 0 such that , , lim 1…”