639-0801/01 – Economic Statistics and Econometrics (ESE)

Gurantor departmentDepartment of Quality ManagementCredits7
Subject guarantorprof. RNDr. Josef Tošenovský, CSc.Subject version guarantorprof. RNDr. Josef Tošenovský, CSc.
Study levelundergraduate or graduateRequirementCompulsory
Year1Semesterwinter
Study languageCzech
Year of introduction2004/2005Year of cancellation2010/2011
Intended for the facultiesFMTIntended for study typesFollow-up Master
Instruction secured by
LoginNameTuitorTeacher giving lectures
TOS40 prof. RNDr. Josef Tošenovský, CSc.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Credit and Examination 2+2
Combined Credit and Examination 18+0

Subject aims expressed by acquired skills and competences

Teaching methods

Summary

Compulsory literature:

Recommended literature:

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:

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

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 (145) 51
        Examination Examination 100  0
        Exercises evaluation Credit 45  0
Mandatory attendence parzicipation:

Show history

Occurrence in study plans

Academic yearProgrammeField of studySpec.FormStudy language Tut. centreYearWSType of duty
2004/2005 (N3922) Economics and Management of Industrial Systems (6208T123) Economics and Management in Industry P Czech Ostrava 1 Compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner