639-0801/01 – Economic Statistics and Econometrics (ESE)
| Gurantor department | Department of Quality Management | Credits | 7 |
| Subject guarantor | prof. RNDr. Josef Tošenovský, CSc. | Subject version guarantor | prof. RNDr. Josef Tošenovský, CSc. |
| Study level | undergraduate or graduate | Requirement | Compulsory |
| Year | 1 | Semester | winter |
| | Study language | Czech |
| Year of introduction | 2004/2005 | Year of cancellation | 2010/2011 |
| Intended for the faculties | FMT | Intended for study types | Follow-up Master |
Subject aims expressed by acquired skills and competences
Teaching methods
Summary
Compulsory literature:
Recommended literature:
Additional study materials
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
1. Time series analysis: Introduction to Forecasting Systems, Methods of Forcasting, Exponential Smoothing Methods, Smoothing Models for Seasonal Data, Moving Averages and related Methods.
2. Box-Jenkins methodology - Forecasting, AR, MA, ARMA Models, Stacioanarity
3. Regression analysis - Simple Linear Regression Model, Graph the Data, Introduction to Multiple Linear Regression
4. Testing the assumptions of linear regression - Heteroscedasticity, Serial Correlation, Multicollinearity
5. Generalized Least Squares Estimators - GLS
6. Two-Stage Least Squares (2SLS)
7. Economic evaluation processes - Taguchi's Loss Function
8. Taguchi Loss Function - Asymmetric Loss Functions.
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
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