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Sep 07, 2024
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ACS 3410 - Linear Regression and Time Series3 lecture hours 0 lab hours 3 credits Course Description This course explores the fundamentals of linear regression and the time series model. This course will introduce the theory and practice of analyzing regression and time series models, emphasizing practical skills. In particular, these skills will include providing compact descriptions of data, interpreting regression and time-series models, forecasting future values based on data, and simulation using regression and time series models. Prereq: MTH 2340 , MTH 2410 or Actuarial Science program director consent (quarter system prereq: MA 2830 (or MA 383) and MA 2410 or Actuarial Science program director consent) Note: Students may receive credit for only one of MTH 3410 or ACS 3410. This course meets the following Raider Core CLO Requirement: None Course Learning Outcomes Upon successful completion of this course, the student will be able to:
- Explain the basic theory of linear regression and time-series analysis
- Identify, define, and formulate forecasting problems and use statistical software R for the analysis of linear regression and time series
- Interpret analysis results and make recommendations for the choice of models
- Present analysis results
Prerequisites by Topic
- Calculus
- Matrix algebra
- Probability theory and application
- Statistics
Course Topics
- Simple linear regression
- Multiple linear regression
- Model selection
- Residual analysis
- Time series regression
Coordinator Dr. Won Chul Song
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