Multiple Regression and Time Series Analysis

Aim

The aim of the course is that the student should acquire an overview of linear relationships in regression analysis and descriptive time series analysis. On completion of the course, the student should - be able to use knowledge of the most common statistic inference methods in regression and time series analysis, - have the ability to determine the model that is relevant to the data, - in a knowledgeable way be able to assess the quality of data and interpret the results of the analyses.

Content

The following is studied in the course - simple and multiple linear regression, - index theory and demand analysis, - Descriptive time series analysis with decomposition and forecasting. Standard programs for regression and time series analysis are used in the course.