Gurantor department | Department of Mathematical Methods in Economics | Credits | 4 |

Subject guarantor | prof. Ing. Jana Hančlová, CSc. | Subject version guarantor | prof. Ing. Jana Hančlová, CSc. |

Study level | undergraduate or graduate | ||

Study language | Czech | ||

Year of introduction | 2010/2011 | Year of cancellation | 2012/2013 |

Intended for the faculties | EKF | Intended for study types | Bachelor, Follow-up Master |

Instruction secured by | |||
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Login | Name | Tuitor | Teacher giving lectures |

HAN60 | prof. Ing. Jana Hančlová, CSc. |

Extent of instruction for forms of study | ||
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Form of study | Way of compl. | Extent |

Full-time | Credit | 1+2 |

The goal is to:
- Be able to examine the relationship between variables,
- Understand the process of modeling the behavior of economic systems based on regression analysis,
- Select and use appropriate methods to the formulation, estimation, prediction and verification of modeled systems,
- Explain the behavior of the theoretical context of economic systems modeled with empirical results and make appropriate modifications and corrections model
- Use the estimated regression models to predict and determine the success of prediction,
- Learn how to use SPSS software product for regression and correlation analysis.

Lectures

Tutorials

Other activities

1. Pearson's correlation coefficient - the characteristics, correlation and covariance, correlation and causality.
2. The serial correlation coefficients, correlations for dichotomous variables, testing hypotheses about the significance of coefficients, tests of equality of two coefficients.
3. The correlation matrix, partial correlation and its significance.
4. Correlation and linear regression equation (straight line), features a simple linear regression, principle of the method of least squares.
5. Hypothesis testing and parameter estimation of the regression straight line coefficient determination, residues and their analysis.
6. Nonlinear regression and be transformed into a linear regression model.
7. Prediction of the regression equation.
8. Multiple linear regression model, significance of regression coefficients, test of significance of regression coefficients.

• Hindls, R. - Hronová, S. - Seger, J. - Fisher, J. Statistika pro ekonomy. 8. vyd. Praha: Professional Publishing, 2007. 417 s. ISBN 978-80-86946-43-6.
• Hušek, R. Ekonometrická analýza. 1. vydání. Praha: VŠE, 2007. ISBN 978-80-245-1300-3.
• Lukáčiková, A., Lukáčik, M. Ekonometrické modelovanie s aplikáciami. BRATISLAVA: EKONÓM, 2008. ISBN-978-80-225-2614-2.

• Gujarati, D. N.: Basic Econometrics, 4. Ed., Mc Graw-Hill, Singapore, 2003. ISBN 0-07-233542-4.
• Marek, L. Statistika v SPSS – časové řady. Praha: VŠE, 1995, ISBN 80-7079-642-1.

1. Preparation and submission of homework.
2. Successful completion of ongoing testu1.
3. Successful completion of the final testu2.
Deadlines for submission of homework and deadlines and testu1 testu2 timetable are given subject. Each test is possible to repeat once again. Successful completion is achieved at least half the possible points in each test and assignment.

http://moodle.vsb.cz/

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Subject has no prerequisities.

Subject has no co-requisities.

1. Pearson's correlation coefficient - the characteristics, correlation and covariance, correlation and causality.
2. The serial correlation coefficients, correlations for dichotomous variables, testing hypotheses about the significance of coefficients, tests of equality of two coefficients.
3. The correlation matrix, partial correlation and its significance.
4. Correlation and linear regression equation (straight line), features a simple linear regression, principle of the method of least squares.
5. Hypothesis testing and parameter estimation of the regression straight line coefficient determination, residues and their analysis.
6. Nonlinear regression and be transformed into a linear regression model.
7. Prediction of the regression equation.
8. Multiple linear regression model, significance of regression coefficients, test of significance of regression coefficients.

Task name | Type of task | Max. number of points
(act. for subtasks) | Min. number of points |
---|---|---|---|

Exercises evaluation | Credit | 85 (18) | 85 |

Test_1 | Written test | 9 | 5 |

Test_2 | Written test | 9 | 5 |

Show history

Academic year | Programme | Field of study | Spec. | Form | Study language | Tut. centre | Year | W | S | Type of duty | |
---|---|---|---|---|---|---|---|---|---|---|---|

2011/2012 | (B6202) Economic Policy and Administration | (6202R040) Regional Development | P | Czech | Ostrava | Choice-compulsory | study plan | ||||

2010/2011 | (N6208) Economics and Management | (6208T020) Business Economics | (00) Business Economics | P | Czech | Ostrava | 1 | Choice-compulsory | study plan | ||

2010/2011 | (B6202) Economic Policy and Administration | (6202R040) Regional Development | P | Czech | Ostrava | 2 | Choice-compulsory | study plan | |||

2010/2011 | (N6202) Economic Policy and Administration | (6202T040) Regional Development | (00) Regional Development | P | Czech | Ostrava | 1 | Choice-compulsory | study plan |

Block name | Academic year | Form of study | Study language | Year | W | S | Type of block | Block owner |
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