Modelling The Dynamic Relationship Between Rainfall and Temperature Time Series Data In Niger State, Nigeria.

Vector Autoregression (VAR) has some very attractive features and has provided a valuable tool for analysing dynamics among time series processes. This paper examined the dynamic relationship between rainfall and temperature time series data in Niger State, Nigeria, collected from the Meteorological station, NCRI, Badeggi, Niger State, Nigeria which spanned from January 1981 to December 2010. The VAR model favoured VAR at lag 8 which indicated bi-directional causation from rainfall to temperature and from temperature to rainfall. The Impulse Response Functions and the Forecast Error Variance Decomposition were further used to interpret the VAR model. We concluded that modelling rainfall and temperature together in Niger State will further improved the forecast of rainfall and temperature respectively. Keywords: Rainfall; Temperature; Modelling; Meteorological data; Time series; Vector Autoregression (VAR).