639-0033/01 – Econometrics (EM)

Gurantor departmentDepartment of Quality ManagementCredits4
Subject guarantorprof. RNDr. Josef Tošenovský, CSc.Subject version guarantorprof. RNDr. Josef Tošenovský, CSc.
Study levelundergraduate or graduateRequirementCompulsory
Year4Semesterwinter
Study languageCzech
Year of introduction1993/1994Year of cancellation2011/2012
Intended for the facultiesFMTIntended for study typesMaster
Instruction secured by
LoginNameTuitorTeacher giving lectures
HAL37 Ing. Mgr. Petra Halfarová, Ph.D.
TOS40 prof. RNDr. Josef Tošenovský, CSc.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Graded credit 2+2

Subject aims expressed by acquired skills and competences

1/ výklad základních pojmů časových řad, 2/ zobecněná metoda nejmenších čtverců, 3/ schopnost praktické aplikace přednesené látky při analýze dat.

Teaching methods

Summary

The choice of the chapters of mathematical statistics which are especially important for modelling of economical relations> regression analysis and time series. The conditions needed for their applications are studied and alternative procedures are developed in case that the basis conditions cannot be completed (heteroskedasticity, autocorelation,multicolinearity). With time series the models AR, MA, ARMA and ARIMA are studied.

Compulsory literature:

1. Wei,W.W.: Time Series Analysis -Univariate and Multivariate Methods, Addison - Wesley Publishing Comp., Inc., 1990. 2. Koutsoyiannis,A.: Theory of Econometrics. Hong Kong: Macmillan, 1973. 3. Novales, A.: Econometria. McGraw-Hill, Madrid, 1988.

Recommended literature:

Way of continuous check of knowledge in the course of semester

E-learning

Další požadavky na studenta

Prerequisities

Subject codeAbbreviationTitleRequirement
639-0402 MS Mathematical Statistics Compulsory
639-0405 TP Theory of Probability Compulsory

Co-requisities

Subject has no co-requisities.

Subject syllabus:

Plán přednášek 1. Časové řady (6 před.) 1.1 Klasická analýza (3 př) 1.1.1 Definice ČŘ (1 př)

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
Graded exercises evaluation Graded credit 100 (100) 0
        Project Project 30  0
        Written exam Written test 70  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2008/2009 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2007/2008 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2006/2007 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2005/2006 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2004/2005 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2003/2004 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2002/2003 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2001/2002 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan
2000/2001 (M3909) Process Engineering (3911T023) Quality Control Management P Czech Ostrava 4 Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner