STAT W4440x Linear Regression and Time Series Methods 3
pts. Prerequisites: STAT W4107 or permission of program advisor. A one semester
course covering: Simple and multiple regression, including testing,
estimation, and confidence procedures, modeling, regression diagnostics and
plots, polynomial regression, colinearity and confounding, model selection,
geometry of least squares. Linear time series models. Auto-regressive,
moving average and ARIMA models. Estimation and forecasting with time series
models. Confidence intervals and prediction error. Students may not receive
credit for more than two of STAT W4315, W4437, and W4440. Satisfies the SOA VEE requirements in regression
and in time-series.