Regression and Time Series
MET AT 743
Prereq: CAS MA 582 or MET MA 582 Mathematical Statistics consent of instructor. Part I of this course will cover simple and multiple regressions, serial correlation and heteroscedasticity, analysis of residuals, and stepwise analysis techniques. Part II will cover time series analysis including smoothing and extrapolation of time series, linear time series models, model building procedure, and forecasting, as well as case studies.