Gurantor department | Department of Quality Management | Credits | 5 |

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 |

Instruction secured by | |||
---|---|---|---|

Login | Name | Tuitor | Teacher giving lectures |

HAL37 | Ing. Mgr. Petra Halfarová, Ph.D. | ||

TOS40 | prof. RNDr. Josef Tošenovský, CSc. |

Extent of instruction for forms of study | ||
---|---|---|

Form of study | Way of compl. | Extent |

Part-time | Graded credit | 14+0 |

Distance | Graded credit | 14+0 |

1) Knowledge of elementary terms and methods of econometrics: time series analysis, regression analysis prerequisites and their verification, GLS and 2SLS methods.
2) Ability to apply the basic methods in economic data analysis

Lectures

Seminars

Tutorials

Project work

The choice of the chapters of mathematical statistics which are especially
important for modelling of economical relations - regression and time
series analysis. 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.

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.

1. Greene, W. H.: Econometric Analysis. 6th ed., 2008 New Jersey: Prentice Hall.
2. Montgomery, D.C., Jennings, Ch.L., Kulahci, M.: Introduction to Time Series Analysis and Forecasting. NY, Wiley. 2008. ISBN: 978-0-471-65397-4.
3. Mendenhall, W., Sincich, T.: A Second Course in Statistics: Regression Analysis. Sixt Edition. Perason Education, New Jersey, 2003. ISBN: 0-13-022323-9.
4. Draper, N.R., Smith, H.: Applied Regression Analysis. 3rd Edition. NY, Wiley. 1998. ISBN: 978-0-471-17082-2
5. Ryan, T.P.: Modern Regression Methods, 2nd Edition. NY, Wiley.2008. ISBN: 978-0-470-08186-0
6. Box, G.E.P., Jenkins, G.M., Reinsel, G.C.:Time Series Analysis: Forecasting and Control, 4th Edition. NY, Wiley, 2008. ISBN: 978-0-470-27284-8

Tests during the semester
Essay

www of FMMI

Study of actual journal material.

Subject code | Abbreviation | Title | Requirement |
---|---|---|---|

639-0402 | MS | Mathematical Statistics | Recommended |

639-0405 | TP | Theory of Probability | Recommended |

Subject has no co-requisities.

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.

Task name | Type of task | Max. 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 |

Show history

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

2007/2008 | (N3922) Economics and Management of Industrial Systems | (3902T041) Quality Management | K | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2006/2007 | (N3922) Economics and Management of Industrial Systems | (3902T041) Quality Management | K | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2005/2006 | (N3922) Economics and Management of Industrial Systems | (3902T041) Quality Management | K | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2004/2005 | (N3922) Economics and Management of Industrial Systems | (3902T041) Quality Management | K | Czech | Ostrava | 1 | Compulsory | study plan | ||||

2004/2005 | (N3922) Economics and Management of Industrial Systems | (3902T041) Quality Management | P | Czech | Ostrava | 1 | Compulsory | study plan |

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