Regression and Time Series

Graduate

This course introduces regression and time series analyses. Topics include multiple linear regression, least squares, model fitting, estimation, testing, matrix formulation, indicator variables, logistic regression, residual analysis, prediction intervals, times series, autoregressive models, moving average models, ARIMA models, fitting models, estimation and forecasting. Course is restricted to students in the Master of Actuarial Science program. (Prerequisite: ACSC-8010.) (May be offered as a cross-career course with STAT-4200).