University of Khartoum

Seasonality and Forecasting in Time series Data(Case Study: Khartoum State Electric Power Consumption

Seasonality and Forecasting in Time series Data(Case Study: Khartoum State Electric Power Consumption

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Title: Seasonality and Forecasting in Time series Data(Case Study: Khartoum State Electric Power Consumption
Author: Hamid, Awadalla Manzoul
Abstract: The Seasonal vacation and Forecasting has much effect in time series data, also most institutions in Sudan to day does not make adjustment of their data through year, months and quarter reports. The objectives of study are :- 1- To determine the increases or decreases brought about by seasonal variation in time services data. 2- To identify the best model or adequate model that is used in the forecasting and to make diagnostic check. 3- To evaluate the prediction power of the selection model. The method used in this dissertation to analyze the data is BOX-JENKINS approach. The data is taken in months to show Khartoum State Electric Power Consumption in kilowatt during the period (January 1984- to December 2003) this data is divided into two parts: 1- From 1984-2000 analysis of data for estimation, identification and diagnostic checking by using E-views. 2- From 2001-2003 used for forecasting. From the analysis of data we identify five models and we find that model (4.4) is the best one by using the Econometric and Statistical techniques then we accept the null hypothesis because the autocorrelation residuals are uncorrelated (white noise) and independently distributed. Finally the study has come out with the following findings: 1- The data series demonstrate seasonal patterns and the level of the consumption has increasingly. 2- The electricity consumption generated as an ARIMA ( 1 , 1 , 1 )( 0 , 0 , 1
Description: 84 Pages
URI: http://khartoumspace.uofk.edu/handle/123456789/12856
Date: 2015-06-16


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