MA 485 - Applied Regression Analysis & Introduction to Time Series
- Credit Hours: 4R-0L-4C
- Term Available: W (odd years)
- Graduate Studies Eligible: No
- Prerequisites: MA 212, and either MA 223 or MA 382
- Corequisites: None
Review of simple linear regression; confidence and prediction intervals for estimated values using simple linear regression; introduction to such concepts as model fit, misspecification, multi-collinearity, heterogeneous variances and transformation of both independent and dependent variables; introduction to multiple regression to include polynomial regression; use of dummy variables and diagnostics based on residuals; sequential variable selection to include forward inclusion and backward exclusion of variables; best subset regression; introduction to time series; autocorrelation; moving averages and exponential smoothing.