# OPF:INMNKSTZ Statistical Data Processing - Course Information

## INMNKSTZ Statistical Data Processing

**School of Business Administration in Karvina**

Winter 2022

**Extent and Intensity**- 12/0/0. 5 credit(s). Type of Completion: zk (examination).
**Teacher(s)**- Mgr. Radmila Krkošková, Ph.D. (lecturer)
**Guaranteed by**- prof. RNDr. Jaroslav Ramík, CSc.

Department of Informatics and Mathematics – School of Business Administration in Karvina

Contact Person: Mgr. Radmila Krkošková, Ph.D. **Timetable**- Fri 30. 9. 11:25–13:00 VS, Fri 4. 11. 11:25–13:00 VS, Fri 2. 12. 11:25–13:00 VS
**Prerequisites**(in Czech)- FAKULTA(OPF) && TYP_STUDIA(N) && FORMA(K)
**Course Enrolment Limitations**- The course is only offered to the students of the study fields the course is directly associated with.

The capacity limit for the course is 500 student(s).

Current registration and enrolment status: enrolled:**31**/500, only registered:**0**/500 **fields of study / plans the course is directly associated with**- there are 13 fields of study the course is directly associated with, display
**Course objectives**- Following the subject Statistics at bachelor's level to provide further explanation of mathematical statistics, the main findings of this theory and basic statistical methods. Present subject with regard to the application of the economic environment. Get computer skills and learn how to deal with the statistical data using SPSS and Excel on a computer.
**Syllabus**- 1. Analysis of variance (ANOVA) - One factor

2. Analysis of variance - Two and more factors, nonparametric ANOVA

3. Regression Analysis - One-dimensional, linear

4. Regression Analysis - One-dimensional, nonlinear

5. Regression Analysis - Multi-dimensional

6. Regression Analysis - Multidimensional: Multicolinearity, heteroscedasticity, autocorrelation

7. Basics of Time Series Analysis

8. Trend analysis of time series

9. Analysis of seasonal and random components of time series

10. Exponential smoothing models of time series

11. ARIMA models

12. SARIMA models

13. Forecasting of time series

1. Analysis of variance (ANOVA) - One factor

Independent and dependent factors, assumptions of analysis of variance with one factor. Procedure for the analysis of variance with one factor. The rate of dependence, determinative and correlation ratio.

2. Analysis of variance - Two and more factors, nonparametric ANOVA

Analysis of variance with two factors. Assumptions of ANOVA with two factors. Two-factor ANOVA without interaction and interaction. Kruskal-Wallis nonparametric ANOVA.

3. Regression Analysis - One-dimensional, linear

What is regression analysis (RA) - a simple, multiple, linear, nonlinear. The essence of simple linear RA - scatter diagram, regression, regression coefficients, adhesion, coefficient of determination, tests of hypotheses.

4. Regression Analysis - One-dimensional, nonlinear

Simple linear RA - basic types of nonlinearities, Törnquist curves and their applications in economics.

5. Regression Analysis - Multi-dimensional

Multiple linear RA - criterion, predictors, regression hyperplane, the coefficient of determination. Using the VRA for nominal predictors and correlation coefficients. Application examples of the economic area (marketing research).

6. Regression Analysis - Multidimensional: Multicolinearity, heteroscedasticity, autocorrelation

Population and sample regression function. Classical multivariate linear regression model. Multicollinearity and its causes. Heteroscedasticity, tests H-S (Park test, Bartley test) and its removal. Autocorrelation (sign test).

7. Basics of Time Series Analysis

Types of economic time series. Elemental characteristics of time series. Models of economic time series - decomposition, exponential smoothing, ARIMA.

8. Trend analysis of time series

Analytical methods for the determination of trends of time series: regression analysis (least squares method, maximum likelihood method). Synthetic methods: moving averages, exponential smoothing.

9. Analysis of seasonal and random components of time series

Analysis of seasonal component: models with constant seasonality with a step trend, with a linear trend. Models of proportional seasonality. Analysis of random component: statistical tests of random component using residues.

10. Exponential smoothing models of time series

Exponential smoothing models (simple, Holt, Winters model).

11. ARIMA models

Stochastic process and its stationarity. Fundamentals of ARIMA models: models AR, MA, I, ARIMA. Identification of ARIMA model using the autocorrelation function (ACF) and partial autocorrelation function (PACF). Calculation of ARIMA model, model verification, prediction of the ARIMA model.

12. SARIMA models

Identification of the SARIMA model using the autocorrelation function and partial autocorrelation function.

13. Forecasting of time series

The forecast ex-post and ex-ante, point and interval forecasts. Forecasting in linear regression models. Forecasting in ARIMA and SARIMA models.

- 1. Analysis of variance (ANOVA) - One factor
**Literature**- RAMÍK, Jaroslav and Radmila KRKOŠKOVÁ.
*Statistické zpracování dat: Pro kombinovanou formu studia*. Karviná: Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné, 2013, 162 pp. ISBN 978-80-7248-842-1.*Výsledek v databázi "Databáze výstupů projektů Operačního programu Vzdělávání pro konkurenceschopnost"*info

*required literature*- RAMÍK, J. a Š. ČEMERKOVÁ.
*Statistika A*. Karviná: SU OPF, 2000. ISBN 80-85879-43-3. info - RAMÍK, R. a Š. ČEMERKOVÁ.
*Statistika B*. Karviná: SU OPF, 2000. ISBN 80-7248-001-4. info - CYHELSKÝ, L., J. KAHOUNOVÁ a R. HINDLS.
*Elementární statistická analýza*. Praha: Management Press, 1996. ISBN 80-7261-003-1. info - SEGER, J. a R. HINDLS.
*Statistické metody v tržním hospodářství*. Praha: Victoria Publishing, 1995. ISBN 80-7187-058-7. info - GURAJATI, D.
*Essentials of econometrics*. New York: McGraw-Hill, 1992. ISBN 0-13-844143-X. info

*recommended literature*- RAMÍK, Jaroslav and Radmila KRKOŠKOVÁ.
**Language of instruction**- Czech
**Further comments (probably available only in Czech)**- Study Materials

The course can also be completed outside the examination period.

Information on the extent and intensity of the course: Přednáška 12 HOD/SEM.

- Enrolment Statistics (Winter 2022, recent)
- Permalink: https://is.slu.cz/course/opf/zima2022/INMNKSTZ