Course: Statistical Analysis 2

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Course title Statistical Analysis 2
Course code KMA/SA2
Organizational form of instruction Lecture + Not exists
Level of course Bachelor
Year of study 3
Semester Summer
Number of ECTS credits 5
Language of instruction Czech
Status of course Compulsory, Compulsory-optional, Optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Šedivá Blanka, RNDr. Ph.D.
  • Tomiczková Světlana, RNDr. Ph.D.
Course content
(1) Time series. Decomposition of time series. Trend estimation (2) Regression analysis. Statistical properties of the least squares estimator. Linear and nonlinear regression models. (3) Single and centered moving average. (4) Exponential smoothing. (5) Seasonality. (6) The Box-Jenkins methodology. Stationarity. Modesl AR, MA, ARMA,....Estimation and diagnostics. (7) Linear dynamic models. (8) Spectral analysis. (9) Multivariate Time Series Models.

Learning activities and teaching methods
Interactive lecture, Lecture with practical applications, Group discussion, Task-based study method, Practicum
  • Preparation for an examination (30-60) - 50 hours per semester
  • Contact hours - 52 hours per semester
  • Preparation for comprehensive test (10-40) - 40 hours per semester
prerequisite
professional knowledge
orientovat se v problémech pravděpodobnosti a statistiky v rozsahu předmětu KMA/PSA (popř. KMA/PSB nebo KMA/PSE)
professional skills
používat diferenciální a integrální počet v rozsahu úvodních kurzů matematiky na vysokých školách
pracovat v alespoň jednom výpočetním prostředí typu Matlab, Mathematica, R a podobně
general eligibility
N/A
learning outcomes
professional knowledge
formulovat jednoduché i složitější modely časových řad
popsat, vysvětlit a porozumět modelům časových řad (dekompozičním modelů, adaptivním modelům)
vysvětlit principy různých přístupů k odhadům parametrů modelů časových řad
professional skills
použít studované modely na konkrétní data
teaching methods
professional knowledge
Lecture with practical applications
Task-based study method
professional skills
Lecture with practical applications
Task-based study method
general eligibility
Lecture with practical applications
Task-based study method
assessment methods
professional knowledge
Combined exam
Seminar work
professional skills
Combined exam
Seminar work
general eligibility
Combined exam
Skills demonstration during practicum
Recommended literature
  • Antoch, Jaromír; Vorlíčková, Dana. Vybrané metody statistické analýzy dat. Vyd. 1. Praha : Academia, 1992. ISBN 80-200-0204-9.
  • Cipra, Tomáš. Analýza časových řad s aplikacemi v ekonomii. SNTL Praha, 1986.
  • Kozák, Josef; Arlt, Josef,; Hindls, Richard. Úvod od analýzy ekonomických časových řad. 1. vyd. Praha : VŠE, 1994. ISBN 80-7079-760-6.


Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Faculty of Applied Sciences General Mathematics (2012) Mathematics courses 3 Summer
Faculty of Applied Sciences General Mathematics (2012) Mathematics courses 3 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (2017) Economy 3 Summer
Faculty of Applied Sciences Information Systems (2017) Informatics courses 1 Summer
Faculty of Applied Sciences Mathematics and Management (2011) Mathematics courses 3 Summer
Faculty of Applied Sciences Information Systems (2013) Informatics courses 1 Summer
Faculty of Applied Sciences Mathematics for Business Studies (2016) Mathematics courses 3 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (2007) Economy 3 Summer
Faculty of Applied Sciences Mathematics for Business Studies (2016) Mathematics courses 3 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (2017) Economy 3 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (1) Economy 3 Summer
Faculty of Applied Sciences Information Systems (2016) Informatics courses 1 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (2016) Economy 3 Summer
Faculty of Applied Sciences Financial Informatics and Statistics (2016) Economy 3 Summer
Faculty of Applied Sciences Training Teachers of Mathematics at Higher Secondary Scholls (2014) Pedagogy, teacher training and social care - Summer
Faculty of Applied Sciences Mathematics for Business Studies (2015) Mathematics courses 3 Summer
Faculty of Applied Sciences Information Systems (2015) Informatics courses 1 Summer
Faculty of Applied Sciences Mathematics for Business Studies (2017) Mathematics courses 3 Summer
Faculty of Applied Sciences Mathematics for Business Studies (2011) Mathematics courses 3 Summer
Faculty of Applied Sciences Mathematics for Business Studies (2017) Mathematics courses 3 Summer