Actuarial Regression and Time Series

Undergraduate

This course introduces regression and time series analyses. Topics include multiple linear regression, least squares, model fitting, estimation, testing, matrix formulation, indicator variables, logistic 648 Winter 2027 Undergraduate Calendar regression, residual analysis, prediction intervals, times series, autoregressive models, moving average models, ARIMA models, fitting models, estimation and forecasting. (Prerequisite: STAT-2950.) (Anti- requisite: STAT-4550.) (3 lecture hours per week.) (May be offered as a cross-career course with STAT- 8200)