Actuarial Regression and Time Series

Catalog description

This course has been designed to meet the SOA requirements for VEE (Validation by Educational Experience) credit for Applied Statistical Methods. Content includes least square estimates of parameters, single linear regression, multiple linear regression, hypothesis testing and 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.