Course: Time Series

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Course title Time Series
Course code KMA/CAS
Organizational form of instruction Lecture + Lesson
Level of course Bachelor
Year of study 2
Semester Summer
Number of ECTS credits 2
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
  • Černíková Alena, Mgr. MSc., Ph.D.
  • Škvor Jiří, RNDr. Ph.D.
  • Loukotová Lucie, Mgr.
  • Sixta Jaroslav, doc. Ing. Ph.D.
  • Vozár Ondřej, Ing.
Course content
unspecified

Learning activities and teaching methods
unspecified
Learning outcomes
Prerequisites
unspecified
KMA/PAS
----- or -----
KMA/PST

Assessment methods and criteria
unspecified
Recommended literature
  • Arlt, J., Arltová M. Ekonomické časové řady. Praha, 2009. ISBN 978-80-86946-85-6.
  • Arlt, J., Arltová M. Finanční časové řady. Praha, 2003. ISBN 80-247-0330-0.
  • Arlt, J. Moderní metody modelování ekonomických časových řad. Praha: Grada Publishing, 1999. ISBN 80-7169-539-4.
  • Brockwell, P. J., Davis, R. A. Introduction to time series and forecasting. New York, 2002. ISBN 0-387-95351-5.
  • Cipra, T. Finanční ekonometrie. Praha, 2013. ISBN 978-80-86929-93-4.
  • Cryer, J. D., Chan K. S. Time series analysis: with applications in R. New York, Springer, 2008.
  • Hyndman, R. J., Athanapoulos, G. Forecasting: principles and practice. OTexts, Melbourne, 2018.
  • Chattfield, C. The analysis of time series: an introduction with R. Boca Raton, CRC Press, 2019.
  • Kozák, J., Artl, J., Hindls, R. Úvod do analýzy ekonomických časových řad. Praha, 1994. ISBN 80-7079-760-6.
  • Shumway, R. H., Stoffer, D. S. Time series analysis and its applications: with R examples. Springer, Cham, 2017.
  • Shumway, R. H., Stoffer, D.S. The analysis of time series: an introduction with R. Boca Raton, CRC Press, 2019.
  • Tsay, R.S. An introduction to analysis of financial data with R. New York, Wiley, 2012.


Study plans that include the course
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester