SIMULATION OF MONTHLY FLOW FOR THE DINDER RIVER, SUDAN

The level of Dinder River in Sudan is a yearly seasonal phenomenon beginning to increase from June and reaching a peak in September and reducing thereafter. Augmented Dickey-Fuller (ADF) test certifies the series as stationary. The time plot as well as the correlogram of the series contradict this stationarity hypothesis. Even a visual inspection of the series shows that it is seasonal of period 12 months. In the sequel an attempt is made to model the monthly level using the 1972 to 2009 data using seasonal autoregressive integrated moving average (SARIMA) methods. A seasonal differencing of the series proves enough for seasonality. The correlogram of the seasonally differenced series suggests some SARIMA models. The orders investigated in the grid search are: (2,0,0)x(0,1,1)12, (2,0,0)x(1,1,1)12, (1,0,0)x(0,1,1)12, (2,0,0)x(0,1,0)12, (0,0,2)x(1,1,0)12 and (0,0,2)x(2,1,0)12. The SARIMA (2,0,0)x(0,1,1)12 model is chosen as the most adequate on the basis of minimum Akaike Information Criterion (AIC). Its residuals are shown to be white noise confirming its adequacy. It may be used to simulate the series.