151-0095/02 – Forecasting Methods Application in Economics (AMPE)

Gurantor departmentDepartment of Mathematical Methods in EconomicsCredits2
Subject guarantorprof. RNDr. Jaroslav Ramík, CSc.Subject version guarantorprof. RNDr. Jaroslav Ramík, CSc.
Study levelundergraduate or graduateRequirementChoice-compulsory
Year4Semestersummer
Study languageCzech
Year of introduction1998/1999Year of cancellation2009/2010
Intended for the facultiesEKFIntended for study typesMaster
Instruction secured by
LoginNameTuitorTeacher giving lectures
HAN60 prof. Ing. Jana Hančlová, CSc.
RAM35 prof. RNDr. Jaroslav Ramík, CSc.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 1+2

Subject aims expressed by acquired skills and competences

The students will study elementary and advanced statistical methods used in forecasting and prognostics in typical application areas of economics: marketing, entrepreneurship, finance and services. Case studies are focused on macro and microeconomic models and time series analysis.

Teaching methods

Summary

Based on basic courses of statistics to supply elementary and advanced statistical methods used forecasting and prognostics. Case studies are focused on macro and microeconomic models and time series analysis. SPSS and Excel software is applied.

Compulsory literature:

Guyarati, D.N.: Basic Econometrics. Singapore, Mc Graw Hill, 1995. Mayes, D.G.: Applications of Econometrics, London, Prentice Hall, 1981.

Recommended literature:

•Mayes, D.G.: Applications of Econometrics, London, Prentice Hall, 1981. •Brooks,Chris. Introductory econometrics for finance. Cambridge University Press, 2002.ISBN 0521 79367 X.

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Aplikace metod předvídání v ekonomice: 1. Předmět a metody ekonometrie, proces ekonometrického modelování na příkladu vlivu změny ceny na poptávku. Seminář. Opakování základních pojmů a dovedností v prostředí Excel v.5.0: spuštění, menu, zadávání a úprava dat, vzorce, funkce, grafy, maticové operace, řešení příkladů. 2. Opakování pojmů ze statistiky: populační a výběrový soubor, pravděpodobnostní rozdělení, normální rozdělení, bodové a intervalové odhady, testování hypotéz. Seminář: Opakování základních pojmů a dovedností při aplikaci Excelu na úlohy statistické inference, využití Analýzy dat při řešení úloh stanovení intervalu spolehlivosti a testů hypotéz o střední hodnotě, řešení příkladů. 3. Jednoduchá lineární regrese: metoda nejmenších čtverců - příklad časové řady, odvození vzorců pro regresní koeficienty, 4 předpoklady klasického modelu, intervaly spolehlivosti a testy hypotéz pro regresní koeficienty, měření těsnosti přiléhavosti regresní přímky, koeficienty determinace a korelace. Seminář. Jednoduchá lineární regrese v prostředí Excelu: využití funkce LINREGRESE a Analýza dat, jednotlivé prvky nabídek a jejich modifikace, řešení příkladů. 4. Model vícenasobné regrese lineární v parametrech, maticové vyjádření a předpoklady klasického modelu, rozptyly odhadů regresních koeficientů, intervaly spolehlivosti a testy hypotéz o regresních koeficientech a koeficientu determinace. Seminář. Vícenásobná lineární regrese v prostředí Excelu: využití funkce REGRESE v položce Analýza dat, jednotlivé prvky nabídek a jejich modifikace, řešení příkladů. 5. Nelineární regresní funkce,log-lineární, semilogaritmické, reciproké a polynomiální regresní modely Seminář. Nelineární regrese v prostředí Excelu: využití statistických funkcí a Analýzy dat, jednotlivé prvky nabídek a jejich modifikace, řešení příkladů. 6. Multikolinearita, heteroskedasticita, autokorelace v regresních modelech, metody k jejich eliminaci, příklady. Seminář. Příklady regresních modelů s multikolinearitou, heteroskedasticitou a autokorelací v Excelu. 7. Predikce a prognózování pomocí ekonometrických modelů, bodové a intervalové predikce, metody extrapolace. Seminář. Prognózování a predikce v ekonometrických modelech s využitím statistických funkcí Excelu, příklady.

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Exercises evaluation and Examination Credit and Examination 100 (100) 51
        Exercises evaluation Credit 45 (45) 0
                Project Project 45  0
        Examination Examination 55 (55) 0
                Oral Oral examination 55  0
Mandatory attendence parzicipation:

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Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2003/2004 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava Choice-compulsory study plan
2003/2004 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6202) Economic Policy and Administration (6202T040) Regional Development (01) Regional Development P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 4 Choice-compulsory study plan
2002/2003 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 3 Choice-compulsory study plan
2002/2003 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 3 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 3 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 4 Choice-compulsory study plan
2001/2002 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T027) National Economy P Czech Ostrava 3 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T010) Finance P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6210T004) European Integration (01) European Integration P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6202) Economic Policy and Administration (6202T055) Public Economics and Administration P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T011) Economics and Law in Business P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T086) Enterprise Economics and Management P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T062) Marketing and Business (01) Marketing and Business P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6208) Business and Management (6208T037) Management (02) Management P Czech Ostrava 4 Choice-compulsory study plan
2000/2001 (M6209) Systems Engineering and Informatics (6209T025) System Engineering and Informatics P Czech Ostrava 4 Choice-compulsory study plan

Occurrence in special blocks

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