A search for the source of the nile's change‐points

The annual discharges of the Nile River at Aswan are examined for change‐points in both mean level and in serial correlation structure. The methodology used identifies 1899 as a change‐point for the mean level; this has been observed by others. Second and third change‐points for the mean level are identified at 1954 and 1965. In addition, a change is observed in the serial correlation structure of the detrended series. For the segment prior to 1907 this structure is compatible with white noise; after 1907 it is characterized by strong serial correlation and is closely modelled by an ARMA(2,2) model. This serial correlation is taken into account when identifying the 1954 and 1965 changes in mean level. The history of the Nile basin is examined for significant hydrological and political events that might be connected with these change‐points. It is speculated that the changes in mean level at 1899 and 1954 and in serial correlation structure are changes in the data due to measurement and hydropolitical issues. A competing hypothesis for the cause of changes in mean level involves long‐term climatic shifts that could be modelled by long‐memory or doubly stochastic models.