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Nov 23, 2024
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2016-2017 Academic Catalog [Archived Catalog]
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ACSC 505 - Statistical Modeling I (VEE)
Credits: Three (3)
Prerequisite: ACSC-371 or MATH-371, Minimum grade C
The objective of this course is to provide students with the foundations in advanced statistical and stochastic modeling. This course covers: evaluating data for estimation and goodness-of-fit models; least squares estimates of parameters; single and multiple linear regression; hypothesis testing; confidence intervals in linear regression models; 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: Students who receive a B- or higher in this course are eligible to receive VEE (Validation by Education Experience) credit from the Society of Actuaries in the topic of Applied Statistics.
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