Jul 18, 2019
ACSC 405 - STATISTICAL MODELING I
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: See MATH 405