MATH 363 - Regression and Time Series

2020-2021 Catalog Year

Credit(s): 3
Lecture: 3
Non-Lecture: 0
This advanced course in statistics focuses on two topics crucial to the study of actuarial science. Topics in Regression include simple and multiple regression (including testing, estimation, and confidence procedures), modeling, variable screening, residual analysis, and special topics in regression modeling. Topics in Time Series include linear time series models, autoregressive, moving average and ARIMA models, estimation, data analysis and forecasting with time series models, forecast errors, and confidence intervals. Case studies and analysis of real data will be included.

Prerequisite(s): MATH 361 or ECON 307, or permission of the instructor.
Offered: Not on a regular basis