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Lecturer(s)
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Zapletal David, Mgr. Ph.D.
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Kubanová Jana, doc. PaedDr. CSc.
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Course content
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Introduction to time series and their characteristics. Decomposition of time series. Modeling of trend component by trend functions. Diagnostic of trend function. Modeling of trend component by moving averages simple, weighted, centered. Exponential smoothing simple, double, Holts method. Modeling of seasonal component simple and regression approach. Holt-Winters method. Time series transformations. Randomness testing. Introduction to Box-Jenkins methodology.
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Learning activities and teaching methods
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Monologic (reading, lecture, briefing), Work with text (with textbook, with book), Methods of individual activities, Skills training
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Learning outcomes
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Students will be able to apply obtained skills in solving concrete problems especially in economic area.
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Prerequisites
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Supposes knowledge of topics teached in subjects PPST, PPAS1 and PPAS2.
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Assessment methods and criteria
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Oral examination, Written examination, Home assignment evaluation
Assignment - active participation in seminars. Passing written test with evaluation at least 60%. Examination - oral.
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Recommended literature
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ARLT, J., ARLTOVÁ, M. Ekonomické časové řady.. Praha, 2007.
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ARLT, J., ARLTOVÁ, M., RUBLÍKOVÁ, E. Analýza ekonomických časových řad s příklady.. Praha, 2002.
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CIPRA, T. Finanční ekonometrie. Praha, 2008.
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Rublíková, Eva. Analýza časových radov. Bratislava: Iura Edition, 2007. ISBN 978-80-8078-139-2.
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