639-0921/01 – Statistical Methods in Economics (SME)

Gurantor departmentDepartment of Quality ManagementCredits10
Subject guarantorprof. RNDr. Josef Tošenovský, CSc.Subject version guarantorprof. RNDr. Josef Tošenovský, CSc.
Study levelundergraduate or graduateRequirementChoice-compulsory
YearSemesterwinter + summer
Study languageCzech
Year of introduction1997/1998Year of cancellation2018/2019
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+0
Part-time Credit and Examination 2+0

Subject aims expressed by acquired skills and competences

Descriptive statistics. Percentiles, quartiles.Confidence interval.Chi-square test. Kolmogorov-Smirnov test. Shapiro-Wilk test. Sign test. Linear regression analysis simple. Multiple regression analysis. Diagnostic checks and model. Analysis of variance. Covariance and correlation. Pearson correlation coefficient. Spearman correlation.

Teaching methods

Individual consultations
Other activities

Summary

Cílem předmětu je zvládnutí základních statistických metod vhodných zejména pro ekonomické aplikace. Úvod do ekonometrie: autokorelace, heteroskedasticita, multikolinearita, GLS, 2 SLS, soustavy regresních funkcí. Základy analýzy časových řad: BOX - JENKINS metodika výběru modelu, odhad koeficientů a sestavení predikční rovnice. Grafické metody zpracování dat: BOX PLOT, kvantilový graf, graf symetrie, grafy identifikace odlehlých bodů, grafy pro identifikaci vlivných bodů.

Compulsory literature:

1. Sheskin,D.J.: Handbook of Parametric and Nonparametric Statistical Procedures. Chapmanand Hall, USA 2003. 2. Parzen,E.: Modern Probability Theory and Its Applications. NY, J.Wiley, 1960. 3. Wei,W.W.: Time Series Analysis -Univariate and Multivariate Methods, Addison - Wesley Publishing Comp., Inc., 1990. 4. Koutsoyiannis, A.: Theory of Econometrics, Second Edition Macmillan 1977.

Recommended literature:

1. Rao,R.: Liner statistical inference and its aplications. New York, Wiley 1965.

Way of continuous check of knowledge in the course of semester

E-learning

Other requirements

V tomto předmětu nejsou žádné další požadavky. There are no other requirements in this subject.

Prerequisities

Subject has no prerequisities.

Co-requisities

Subject has no co-requisities.

Subject syllabus:

The goal is to teach students the basics theory of probability and mathematical statistics in scope, allowing qualified processing experimental data.

Conditions for subject completion

Full-time form (validity from: 1960/1961 Summer semester, validity until: 2018/2019 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.ZaměřeníFormStudy language Tut. centreYearWSType of duty
2007/2008 (P3925) Management of Industrial Systems (3902V777) Řízení jakosti P Czech Ostrava Choice-compulsory study plan
2007/2008 (P3925) Management of Industrial Systems (3902V888) Řízení a ekonomika podniku P Czech Ostrava Choice-compulsory study plan
2007/2008 (P3925) Management of Industrial Systems (3902V999) Automatizace technologických procesů P Czech Ostrava Choice-compulsory study plan
2007/2008 (P3925) Management of Industrial Systems (3902V777) Řízení jakosti K Czech Ostrava Choice-compulsory study plan
2007/2008 (P3925) Management of Industrial Systems (3902V888) Řízení a ekonomika podniku K Czech Ostrava Choice-compulsory study plan
2007/2008 (P3925) Management of Industrial Systems (3902V999) Automatizace technologických procesů K Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V777) Řízení jakosti P Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V888) Řízení a ekonomika podniku P Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V999) Automatizace technologických procesů P Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V777) Řízení jakosti K Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V888) Řízení a ekonomika podniku K Czech Ostrava Choice-compulsory study plan
2006/2007 (P3925) Management of Industrial Systems (3902V999) Automatizace technologických procesů K Czech Ostrava Choice-compulsory study plan

Occurrence in special blocks

Block nameAcademic yearForm of studyStudy language YearWSType of blockBlock owner