KMEKMM Economic-Mathematical Methods

Faculty of Economics and Administration
Autumn 2003
Extent and Intensity
0/0. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Dalibor Moravanský, CSc. (lecturer)
Guaranteed by
RNDr. Dalibor Moravanský, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Lenka Hráčková
Timetable
Fri 10. 10. 12:50–16:15 P312, Fri 24. 10. 12:50–16:15 P103, Fri 7. 11. 12:50–16:15 P103
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Economic-Mathematical Methods (KMEKMM) The course is designed for acquiring the basic techniques of analysis of (economic) time series which every economist encounters in practical life. After introducing the standard decomposition of a time series to its individual components, the students will first be introduced to techniques based on global interpolation and extrapolation of the trend of a time series. Another thematic unit covers the procedures of adaptive smoothing (exponential and Holt s) of time series. When presenting the techniques of seasonal adjustment of time series, the methods of moving averages are explored and also mentioned are some more sophisticated methods (e.g. techniques of harmonic analysis). The last part of the topic covered by the course deals with the methods of stochastic analysis of a random component of time series. After introducing the concepts of auto-covariance and auto-correlation functions of a random process, this part will progress to the formulation and examination of properties of a combined auto-regression scheme and the process of moving totals (so-called integrated ARIMA-models), in the context of stationary and non-stationary time series. Most of the methods covered in the course are also applicable for the purposes of short-term forecasting.
Language of instruction
Czech
Further comments (probably available only in Czech)
The course can also be completed outside the examination period.
The course is taught annually.
Information on the extent and intensity of the course: 12 hodin.
The course is also listed under the following terms Autumn 2001, Autumn 2002, Autumn 2004, Autumn 2005, Autumn 2006.
  • Enrolment Statistics (Autumn 2003, recent)
  • Permalink: https://is.muni.cz/course/econ/autumn2003/KMEKMM