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Nov 22, 2024
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2008-2009 Academic Catalog [Archived Catalog]
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ACSC 505 - STATISTICAL MODELING I
Credits: Three
Prerequisite: ACSC 371 or MATH 371, Minimum grade C
This course covers the following topics, Evaluation data for
estimation and goodness-0f-fit to models, least square estimates of
parameters, Single linear regression, multiple linear regressions,
Hypothesis testing, confidence intervals in linear regression
models. Topics also include Testing of models, data analysis and
appropriateness of models, Linear time series models, Moving
average, autoregressive and/or ARIMA models, Estimation, data
analysis and forecasting with time series models, Forecast errors
and confidence intervals. A presentation of one project is required
for the course.
Note: This is the VEE course for Society of Actuaries.
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