Testing the Residuals of an ARIMA Model on Çekerek Stream Watershed in Turkey
Yazarlar (3)
Prof. Dr. Kadri YÜREKLİ Tokat Gaziosmanpaşa Üniversitesi, Türkiye
Ahmet Kurunç Tokat Gaziosmanpaşa Üniversitesi, Türkiye
Fazlı Öztürk Ankara Üniversitesi, Türkiye
| Makale Türü | Özgün Makale (Uluslararası alan indekslerindeki dergilerde yayınlanan tam makale) | ||
| Dergi Adı | Turkish Journal of Engineering and Environmental Sciences | ||
| Dergi ISSN | 1300-0160 | ||
| Dergi Tarandığı Indeksler | CSA, EBSCOhost, H.W. Wilson, Ovid, Thomson Reuters | ||
| Makale Dili | İngilizce | Basım Tarihi | 01-2005 |
| Cilt / Sayı / Sayfa | 29 / 2 / 61–74 | DOI | – |
| Özet |
| In ARIMA modeling studies, the selection of a best model fit to historical data is directly related to whether residual analysis is performed well. Therefore, diagnostic checks including the independence, normality and homoscedasticity of residuals is the most important stage of ARIMA model building. This study is concerned with testing residuals from ARIMA models for monthly streamflow data from the Çekerek Stream watershed. Alternative tests including the Ljung-Box Q statistic, runs test and turning point test for independence analysis of the residuals; Kolmogorov-Smirnov and Anderson-Darling tests for normality of residuals; and Goldfeld-Quandt, Breusch and Pagan and Spearman's rho approaches for the homoscedasticity of residuals were used. The selected parsimony model for each data set among the ARIMA models fulfilled the diagnostic checks, considering the Schwarz Bayesian criterion. |
| Anahtar Kelimeler |
