MATH 4643 - Intro Regression/Time Ser Anyl

(3) Hypothesis testing and confidence intervals for linear regression models, examination of residuals, calculation of elasticities and partial correlations, heteroscedasticity, serial correlation, multicolinearity, non-linearity, deterministic and stochastic time series models, stationary time series and autocorrelation functions, diagnostic checks, forecasting using ARIMA models.

  PREREQUISITE: MATH 4636  with a minimum grade of C-.