MATH 4643 - Intro Regression/Time Ser Anyl
Credit Hours: (3)
Description: Hypothesis testing and confidence intervals for linear regression models, examination of residuals, calculation of elasticities and partial correlations, heteroscedasticity, serial correlation, multi-colinearity, 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-.
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