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Nov 21, 2024
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2015-2016 Academic Catalog [Archived Catalog]
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ACSC 405 - Statistical Modeling I (VEE)
Credits: Three (3)
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. This course has been approved by VEE Administration Committee of Society of Actuaries to fulfill the requirements of topics in Applied Statistical Methods.
Note: To receive credit for the subject from the Society of Actuaries, students will need a grade of B- or better.
Cross-listed: MATH-405
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