Fractional integration analysis of precipitation dynamics: empirical insights from Nigeria

O.O. Awe; L.A. Gil-Alana

doi:10.1080/16000870.2020.1822099

Fractional integration analysis of precipitation dynamics: empirical insights from Nigeria

Tellus

Volume 73 (2021): Issue 1

By: O.O. Awe and L.A. Gil-Alana

Open Access

|Jan 2021

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.

JEL Classification: C5, C55, C58, Y10

References

Agbola, T. and Ojeleye, D. 2007. Climate change and food crop production in Ibadan, Nigeria. In: 8th African Crop Science Society Conference , El-Minia, Egypt, 27–31 October 2007, pp. 1423–1433.
Search in Google Scholar Back to article
Awe, O. O. , Akinlana, D. M. , Yaya, O. S. and Aromolaran, O. 2018. Time series analysis of the behaviour of import and export of agricultural and non-agricultural goods in West Africa: A case study of Nigeria. Agris on-Line Papers Econ. Inf. 10 , 15–22. doi:10.7160/aol.2018.100202
Open DOI Search in Google Scholar Back to article
Awe, O. O. , Mahmoudvand, R. and Rodrigues, P. C. 2020. Non-negative time series reconstruction via singular spectrum analysis: A case study of precipitation dynamics in Nigeria. Fluctuation Noise Lett .
Search in Google Scholar Back to article
Bunde, A. 2017. Long-term memory in climate: Detection, extreme events and significance of trends, Chapter 11. In: Nonlinear and Stochastic Climate Dynamics (eds. C. L. E. Franzke and T. O'Kane ). Cambridge University Press, Cambridge.
Search in Google Scholar Back to article
Dahlhaus, R. 1989. Efficient parameter estimation for self-similar process. Ann. Statist. 17 , 1749–1766. doi:10.1214/aos/1176347393
Open DOI Search in Google Scholar Back to article
Dumenu, W. K. and Obeng, E. A. 2016. Climate change and rural communities in Ghana: Social vulnerability, impacts, adaptations and policy implications. Environ. Sci. Policy 55 , 208–217. doi:10.1016/j.envsci.2015.10.010
Open DOI Search in Google Scholar Back to article
Ercan, A. , Kavvas, M. L. and Abbasov, R. K. 2013. Long-Range Dependence and Sea Level Forecasting . Springer International Publishing, Cham, pp. 1–51.
Search in Google Scholar Back to article
Fox, S. , Bloch, R. and Monroy, J. 2018. Understanding the dynamics of Nigeria’s urban transition: A refutation of the ‘stalled urbanisation’ hypothesis. Urban Stud. 55 , 947–964. doi:10.1177/0042098017712688
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. 2005. Statistical model for the temperatures in the Northern hemisphere using fractional integration techniques. J. Clim. 18 , 5357–5369. doi:10.1175/JCLI3543.1
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. 2008. Time trend estimation with breaks in temperature time series. Clim. Change 89 , 325–337. doi:10.1007/s10584-008-9407-z
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. 2012. U.K. rainfall data: A long term persistence approach. J. Am. Meteorol. Climatol. 51 , 1904–1913. doi:10.1175/JAMC-D-11-0201.1
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. 2017. Alternative modelling approaches for the ENSO time series. Persistence and seasonality. Int. J. Climatol. 37 , 2354–2363. doi:10.1002/joc.4850
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. , Monge, M. and Romero Rojo, M. F. 2019. Sea surface temperatures: Seasonal persistence and trends. J. Atmos. Oceanic Technol. 36 , 2257–2266. doi:10.1175/JTECH-D-19-0090.1
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. and Robinson, P. M. 1997. Testing of unit root and other nonstationary hypotheses in macroeconomic time series. J. Econom. 80 , 241–268. doi:10.1016/S0304-4076(97)00038-9
Open DOI Search in Google Scholar Back to article
Gil-Alana, L. A. and Sauci, L. 2019. Temperatures across Europe. Evidence of time trends. Clim. Change 157 , 3, 355–364.
Search in Google Scholar Back to article
Granger, C. W. J. 1980. Long memory relationships and the aggregation of dynamic models. J. Econom. 14 , 227–238. doi:10.1016/0304-4076(80)90092-5
Open DOI Search in Google Scholar Back to article
Granger, C. W. J. 1981. Some properties of time series data and their use in econometric model specification. J. Econom. 16 , 121–130. doi:10.1016/0304-4076(81)90079-8
Open DOI Search in Google Scholar Back to article
Granger, C. W. J. and Joyeux, R. 1980. An introduction to long memory time series and fractional differencing. J. Time Ser. Anal. 1 , 15–29. doi:10.1111/j.1467-9892.1980.tb00297.x
Open DOI Search in Google Scholar Back to article
Hannachi, A. 2014. Intermittency, autoregression and censoring: a first‐order AR model for daily precipitation. Met. Apps. 21 , 384–397. doi:10.1002/met.1353
Open DOI Search in Google Scholar Back to article
Hosking, J. R. M. 1981. Fractional differencing. Biometrika 68 , 165–176. doi:10.1093/biomet/68.1.165
Open DOI Search in Google Scholar Back to article
Ishaku, H. T. and Majid, M. R. 2010. X-raying rainfall pattern and variability in Northeastern Nigeria: impacts on access to water supply. JWARP. 02 , 952–959. doi:10.4236/jwarp.2010.211113
Open DOI Search in Google Scholar Back to article
Kyei-Mensah, C. , Kyerematen, R. and Adu-Acheampong, S. 2019. Impact of rainfall variability on crop production within the Worobong Ecological Area of Fanteakwa District, Ghana. Adv. Agric. 2019 , 1–7.
Search in Google Scholar Back to article
Lennartz, S. and Bunde, A. 2009. Trend evaluation in records with long-term memory: Application to global warming. Geophys. Res. Lett. 36 , L16706. doi:10.1029/2009GL039516
Open DOI Search in Google Scholar Back to article
Massah, M. and Kantz, H. 2016. Confidence intervals for time averages in the presence of long-range correlations, a case study on Earth surface temperature anomalies. Geophys. Res. Lett. 43 , 9243–9249. doi:10.1002/2016GL069555
Open DOI Search in Google Scholar Back to article
Mohammed, M. U. , Abdulhamid, A. , Badamasi, M. M. and Ahmed, M. 2015. Rainfall dynamics and climate change in Kano, Nigeria. J. Sci. Res. Rep. 7 , 386–395.
Search in Google Scholar Back to article
Nath, P. K. and Behera, B. 2011. A critical review of impact of and adaptation to climate change in developed and developing economies. Environ. Dev. Sustain. 13 , 141–162. doi:10.1007/s10668-010-9253-9
Open DOI Search in Google Scholar Back to article
Ndamani, F. and Watanabe, T. 2014. Influences of rainfall on crop production and suggestions for adaptation. Int. J. Agric. Sci. 5 , 367–374.
Search in Google Scholar Back to article
Nicholson, S. E. , Some, B. and Kone, B. 2000. An analysis of recent rainfall conditions in West Africa, including the rainy seasons of the 1997 El Niño and the 1998 La Niña years. J. Clim. 13 , 2628–2640. doi:10.1175/1520-0442(2000)013<;2628:AAORRC>2.0.CO;2
Open DOI Search in Google Scholar Back to article
Olayide, O. E. , Tetteh, I. K. and Popoola, L. 2016. Differential impacts of rainfall and irrigation on agricultural production in Nigeria: Any lessons for climate-smart agriculture? Agric. Water Manage. 178 , 30–36. doi:10.1016/j.agwat.2016.08.034
Open DOI Search in Google Scholar Back to article
Olesen, J. E. , Trnka, M. , Kersebaum, K. C. , Skjelvåg, A. O. , Seguin, B. and co-authors. 2011. Impacts and adaptation of European crop production systems to climate change. Eur. J. Agron. 34 , 96–112. doi:10.1016/j.eja.2010.11.003
Open DOI Search in Google Scholar Back to article
Ogungbenro, S. B. and Morakinyo, T. E. 2014. Rainfall distribution and change detection across climatic zones in Nigeria. Weather Clim. Extremes 5 , 1–6.
Search in Google Scholar Back to article
Oguntunde, P. G. , Abiodun, B. J. and Lischeid, G. 2011. Rainfall trends in Nigeria, 1901–2000. J. Hydrol. 411 , 207–218. doi:10.1016/j.jhydrol.2011.09.037
Open DOI Search in Google Scholar Back to article
Onyeuwaoma, N. D. , Chineke, T. C. , Nwofor, O. K. , Crandell, I. , Awe, O. O. and co-authors. 2018. Characterization of Aerosol loading in urban and sub-urban locations: Impact on atmospheric extinction. Cogent Environ. Sci. 4 , 1480333.
Search in Google Scholar Back to article
Percival, D. B. , Overland, J. E. and Mofjeld, H. O. 2001. Interpretation of North Pacific variability as a short- and long-memory process. J. Clim. 14 , 4545–4559. doi:10.1175/1520-0442(2001)014<;4545:IONPVA>2.0.CO;2
Open DOI Search in Google Scholar Back to article
Royston, S. , Watson, C. S. , Legrésy, B. , King, M. A. , Church, J. A. and co-authors. 2018. Sea-level trend uncertainty with Pacific climatic variability and temporally-correlated noise. J. Geophys. Res. Oceans 123 , 1978–1993. doi:10.1002/2017JC013655
Open DOI Search in Google Scholar Back to article
Tan, M. L. , Ibrahim, A. L. , Cracknell, A. P. and Yusop, Z. 2017. Changes in precipitation extremes over the Kelantan River Basin, Malaysia. Int. J. Climatol. 37 , 3780–3797. doi:10.1002/joc.4952
Open DOI Search in Google Scholar Back to article
Yaya, O. S. and Fashae, O. A. 2015. Seasonal fractional integrated time series models for rainfall data in Nigeria. Theor. Appl. Climatol. 120 , 99–108. doi:10.1007/s00704-014-1153-8
Open DOI Search in Google Scholar Back to article
Yu, M. and Liu, Y. 2015. The possible impact of urbanization on a heavy rainfall event in Beijing. J. Geophys. Res. Atmos. 120 , 8132–8143. doi:10.1002/2015JD023336
Open DOI Search in Google Scholar Back to article
Yuan, N. , Fu, Z. and Liu, S. 2014. Extracting climate memory using fractional integrated statistical model. A new perspective on climate prediction. Sci. Rep. 4 , 6577.
Search in Google Scholar Back to article
Yuan, N. , Huang, Y. , Duan, J. , Zhu, C. , Xoplaki, E. and co-authors. 2019. On climate prediction; how much can we expect from climate memory? Clim. Dyn. 52 , 855–864. doi:10.1007/s00382-018-4168-5
Open DOI Search in Google Scholar Back to article
Yusof, E. , Kane, L. L. and Yusof, Z. 2013. Structural break or long memory: an empirical survey on daily rainfall data sets across Malaysia. Hydrol. Earth Syst. Sci. 17 , 1311–1318. doi:10.5194/hess-17-1311-2013
Open DOI Search in Google Scholar Back to article