MMEF02 Time Series Analysis

School of Business Administration in Karvina
Winter 2007
Extent and Intensity
1/2/0. 5 credit(s). Type of Completion: z (credit).
Teacher(s)
Mgr. Radmila Krkošková, Ph.D. (lecturer)
Mgr. Radmila Krkošková, Ph.D. (seminar tutor)
Ing. Filip Tošenovský, Ph.D. (seminar tutor)
Guaranteed by
Mgr. Radmila Krkošková, 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 (in Czech)
The course objective is to introduce the students with statistical methods used in economic time series analysis, e.g. classical decomposition methods, Box-Jenkinson methodology, spectral methods. Solving of practical problems by using these methods on personal computer is emphasised.
Syllabus (in Czech)
  • Structure of the Course:
    1. Importance, basic approaches and specific problems in time series analysis
    2. Decomposition of time series
    3. Box-Jenkinson methodology and spectral analysis
    4. Utilization of statistical software on PC
    Content of the course:
    1. Importance, basic approaches and specific problems in time series analysis.
    Dynamics of economic behaviour, interval and point indicators, chronologic average, additive and multiplicative models, one-dimensional and multi-dimensional models, time component, basic characteristics.

    2. Decomposition of time series
    Trend, seasonal and erratic component, choosing the adequate model, seasonal models, adaptive models, exponential smoothing.
    3. Box-Jenkinson methodology and spectral analysis
    Autoregressive models AR, moving average models MA, models ARMA and ARIMA, extrapolation and forecasting of time series, measuring forecasting accuracy, spectral analysis. Stationary stochastic processes, autocovariance matrix, autocorrelation function, advantages and disadvantages of autocorrelation function for time series analysis.
    4. Utilization of statistical software on PC
    Microsoft Excel, SPSS and their utilization for solving practical problems on PC.


    Presentation media and PC are used in the framework of education. Seminars are taught in computer classrooms. Educational materials in electronic form are available on faculty computer network.
Language of instruction
English
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
The course is also listed under the following terms Winter 1990, Summer 1991, Winter 1991, Summer 1992, Winter 1992, Summer 1993, Winter 1993, Summer 1994, Winter 1994, Summer 1995, Winter 1995, Summer 1996, Winter 1996, Summer 1997, Winter 1997, Summer 1998, Winter 1998, Summer 1999, Winter 1999, Summer 2000, Winter 2000, Summer 2001, Winter 2001, Summer 2002, Winter 2002, Summer 2003, Winter 2003, Summer 2004, Winter 2004, Summer 2005, Winter 2005, Summer 2006, Winter 2006, Summer 2007, Summer 2008.
  • Enrolment Statistics (Winter 2007, recent)
  • Permalink: https://is.slu.cz/course/opf/winter2007/MMEF02