School Of Computing And MathematicsApplied Regression Analysis and ForecastingWestern Sydney University Unit Code: 200041.1
Discipline: STATISTICS
Student Contribution Band: NP
Level: 2
Credit Points: 10
About this Unit
This is an intermediate level unit in statistics modelling and forecasting, focusing on applications of linear regression and forecasting techniques to various real-life problems. Topics include: review of simple linear regression and correlation - model assumptions, method of least squares, inferences (confidence intervals and tests of hypotheses), the ANOVA table, test for lack of fit; the multiple regression model - confounding and interaction in multiple regression; polynomial regression models; indicator (dummy) variables and model building; logistic response function; regression diagnostics; residual analysis, multicolinearity, detection of outliers, identification of influential observations, autocorrelation and some remedial measures for autocorrelation; time-series modelling and forecasting - components of time series, forecasting using smoothing techniques, forecasting using regression models, autocorrelation and auto regressive models.