The paper investigated the time
series components, and to build appropriate model
to forecast the rainfall of Nyeri county using
monthly data from January, 1983 to December,
2015. The descriptive statistics of the rainfall
showed that the highest amount of rainfall was
recorded in April 1997 while the lowest amount of
rainfall was recorded in September 1983. The time
series rainfall data was decomposed into stochastic
trend, seasonal variations and remainder. The time
series of the yearly data showed decreasing trend.
The rainfall data was found to be stationary and
that was confirmed using dickey fuller test which
yielded a test value of 6.5013 and a p-value of 0.01.
The appropriate orders of models were picked
based on results of ACF and PACF plots and
evaluated using Akaike Information Criterion and
Bayesian Information criterion. The best model
was found to be SARIMA(1,0,0)(3,0,0)12 with AIC
1944.7 and BIC 1964.46. The model residuals
showed normality as most points fell on the
quantile-quantile line with few close to it. The
residuals also confirmed white noise. From the
model validation results,the predicted values were
well-fitted through the original data with lower and
upper confidence limits containing majority of the
original data. The RMSE of out-sample was less
than that of the in-sample with values of 7.6579
and 54.6680 respectively. This showed that the
identified SARIMA model was suitable for
predicting rainfall of Nyeri County.