Regression and Time Series

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1500

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CAS MA 582 or MET MA 582 or consent of instructor. Part one of this course will cover simple and multiple regressions, serial correlation, heteroscedasticity, analysis of residuals, and stepwise analysis techniques. Part two 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. The material covered in this course may help students prepare for SoA Exam SRM→MET AT 743→unlocks 0 courses

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