639-0921/01 – Statistical Methods in Economics (SME)
Gurantor department | Department of Quality Management | Credits | 10 |
Subject guarantor | prof. RNDr. Josef Tošenovský, CSc. | Subject version guarantor | prof. RNDr. Josef Tošenovský, CSc. |
Study level | undergraduate or graduate | Requirement | Choice-compulsory |
Year | | Semester | winter + summer |
| | Study language | Czech |
Year of introduction | 1997/1998 | Year of cancellation | 2018/2019 |
Intended for the faculties | FMT | Intended for study types | Follow-up Master |
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.
Additional study materials
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
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.