MMEPACRA Time Series Analysis

School of Business Administration in Karvina
Winter 2011
Extent and Intensity
2/1/0. 3 credit(s). Type of Completion: zk (examination).
Teacher(s)
Ing. Elena Mielcová, Ph.D. (lecturer)
Ing. Elena Mielcová, Ph.D. (seminar tutor)
Guaranteed by
Ing. Elena Mielcová, Ph.D.
Department of Informatics and Mathematics – School of Business Administration in Karvina
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
The course provides a greater insight into statistical methods used for time series analysis. It familiarizes students with some special statistical methods of time series analysis, for example decomposition method, spectral analysis, and Box-Jenkons method. It presents selected methods and shows how to apply them with a support of SPSS statistical software.
Syllabus
  • 1. Introduction to statistical time-series terms and methods
    2. Decomposition of time-series data
    3. Trend analysis methods
    4. Exponential smoothing
    5. Seasonal component in time-series data
    6. Introduction to Box-Jenkins terms and methods
    7. Linear process
    8. Basic types of linear processes
    9. Models in Box-Jenkins methodology
    10. Enhanced Box-Jenkins model
    11. Introduction to spectral analysis of time-series models
    12. Statistical software for time-series analysis
Literature
    recommended literature
  • PICCONI, M.J., ROMANO, A., OLSON, C.L. Business statistics, elements and applications. New York, Harper Collins, 1993. info
  • J. G. VAN MATRE, G.H. GILBREATH. Statistics for Business and Economics. Business Publications, 1987. info
  • BOX, G.E.P., JENKINS, G.M. Time series analysis, forecasting and control. San Francisco, Holden Day, 1976. info
Language of instruction
English
Further Comments
The course can also be completed outside the examination period.
Teacher's information
1x test, 70% attendance at the seminars, 1x exam test
The course is also listed under the following terms Winter 2009, Summer 2010, Winter 2010, Summer 2011, Summer 2012, Winter 2012, Summer 2013, Winter 2013, Summer 2014.
  • Enrolment Statistics (Winter 2011, recent)
  • Permalink: https://is.slu.cz/course/opf/winter2011/MMEPACRA