Forecasting by Box-Jenkins (ARIMA) Models to Inflow of Haditha Dam

Abstract

Box-Jenkins seasonal model is applied in this study to records of mean flow to Haditha reservoir in the middle west of Iraq for period from water year 1999/2000 to water year 2008/2009 . Two types of model (0,1,1) × (0,1,1)12 and (0,1,2) × (0,1,1)12 are suggested, and the selected model is the one which give minimum sum of squares (SS). The unconditional sum of squares is used to estimate the model parameters. It is found that the model which corresponds to the minimum sum of squared errors is the (0,1,2) × (0,1,1)12 model with parameters θ1 =0.368 , θ2 =0.321 and Θ =0.910. Port Manteau Lack of fit test and Residual Autocorrelation Function (RACF) test are applied as diagnostic checking. Forecasts of monthly inflow for the period from October ,2009, to September,2011, are compared with observed inflow for the same period and since agreement is very good adequacy of the selected model is confirmed.