STAT W4440 - Linear Regression and Time Series Methods

Institution:

Columbia University in the City of New York

Subject:

Description:

Prerequisites: STAT W4107 or permission of program advisor. A one semester course covering: Simple and multiple regression, including testing, estimation, and confidence procedures, modeling, regression diagnostics and plots, polynomial regression , colinearity and confounding, model selection, geometry of least squares. Linear time series models. Auto-regressive, moving average and ARIMA models. Estimation and forecasting with time series models. Confidence intervals and prediction error. Students may not receive credit for more than two of STAT W4315, W4437, and W4440.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.columbia.edu

Phone Number:

(212) 854-1754

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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