Course: Multivariate Analysis of Economic Data

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Course title Multivariate Analysis of Economic Data
Course code KEM/VAED
Organizational form of instruction Lecture + Lesson
Level of course Master
Year of study not specified
Semester Winter
Number of ECTS credits 6
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)
  • Svoboda Milan, Ing. Mgr. Ph.D.
  • Gangur Mikuláš, Doc. RNDr. Ph.D.
Course content
- Data acquisition methods - Data matrix - Examining data quality - Multivariate data analysis - Principal component analysis - Factor analysis - Multiple regression - Logistic regression - Discriminant analysis - Classification trees - Economic time series

Learning activities and teaching methods
  • Preparation for comprehensive test (10-40) - 46 hours per semester
  • Preparation for an examination (30-60) - 58 hours per semester
  • Contact hours - 52 hours per semester
prerequisite
Knowledge
Choose the appropriate statistical method for a given task at the level of subjects (KEM/STA and KEM/STZD)
Skills
To solve the statistical task at the level of subjects (KEM/STA and KEM/STZD)
Competences
N/A
learning outcomes
Knowledge
explain selected methods of multivariate statistical analysis of economic data
explain the essence of multivariate data analysis methods
Skills
Choose a suitable data analysis method
Analyze data using statistical SW
Competences
N/A
teaching methods
Knowledge
Lecture
Interactive lecture
Self-study of literature
Skills
Practicum
Individual study
Competences
Lecture
Interactive lecture
Practicum
Individual study
assessment methods
Knowledge
Practical exam
Skills demonstration during practicum
Test
Skills
Practical exam
Skills demonstration during practicum
Test
Competences
Practical exam
Skills demonstration during practicum
Test
Recommended literature
  • Arlt, Josef; Arltová, Markéta. Ekonomické časové řady. Praha : Professional Publishing, 2009. ISBN 978-80-86946-85-6.
  • HAIR, F. Joseph, BLACK, C. William, BABIN, J. Barry, ANDERSON E. Rolph. Multivariate Data Analysis. 7th edition. Prentice Hall, 2009. ISBN 13: 978-0138.
  • Hebák, Petr. Statistické myšlení a nástroje analýzy dat. Vyd. 2. Praha : Informatorium, 2015. ISBN 9788073331184.
  • Hindls, Richard. Statistika pro ekonomy. Vyd. 1. Professional Publishing, 2018. ISBN 978-80-88260-09.


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