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DC Field | Value | Language |
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dc.contributor.author | Martins, Yusuf Otache | - |
dc.contributor.author | Isiguzo, Edwin Ahaneku | - |
dc.contributor.author | Mohammed, Abubakar Sadeeq | - |
dc.contributor.author | John, Jiya Musa | - |
dc.date.accessioned | 2024-05-20T09:52:09Z | - |
dc.date.available | 2024-05-20T09:52:09Z | - |
dc.date.issued | 2012-08-28 | - |
dc.identifier.uri | http://repository.futminna.edu.ng:8080/jspui/handle/123456789/28553 | - |
dc.description.abstract | The various physical mechanisms governing the dynamics of streamflow processes act on a seemingly wide range of temporal and spatial scales; almost all the mechanisms involved present some degree of nonlinearity. Against the back-drop of these issues, in this paper, attempt was made to critically look at the subject of Autoregressive Conditional Het-eroscedasticity (ARCH) or volatility of streamflow processes, a form of nonlinear phenomena. Towards this end, streamflow data (both daily and monthly) of the River Benue, Nigeria were used for the study. Results obtained from the analyses indicate that the existence of conditional heteroscedasticity in streamflow processes is no paradox. Too, ARCH effect is caused by seasonal variation in the variance for monthly flows and could partly explain same in the daily streamflow. It was also evident that the traditional seasonal Autoregressive Moving Average (ARMA) models are inadequate in describing ARCH effect in daily streamflow process though, robust for monthly streamflow; and can be removed if proper deseasonalisation pre-processing was done. Considering the findings, the potential for a hybrid Autoregressive Moving Average (ARMA) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH)- type models should be further explored and probably embraced for modelling daily streamflow regime in view of the relevance of statistical modelling in hydrology. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Open Journal of Modern Hydrology | en_US |
dc.subject | Autoregressive; Homoscedasticity; Volatility; Nonlinear Dynamics | en_US |
dc.title | Conditional Heteroscedasticity in Streamflow Process: Paradox or Reality? | en_US |
dc.type | Article | en_US |
Appears in Collections: | Agric. and Bioresources Engineering |
Files in This Item:
File | Description | Size | Format | |
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Conditional Heteroscedasticity in Streamflow Process Paradox or Reality.pdf | Autoregressive; Homoscedasticity; Volatility; Nonlinear Dynamics | 1.14 MB | Adobe PDF | View/Open |
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