Time series
University textbook [PDF]

Mgr. Martin Sebera, Ph.D., doc. PaedDr. Renata Klárová, CSc., doc. RNDr. Jiří Zháněl, Dr.

Time series

The issue of time series is a part of the subject Applied Mathematical Statistics in the doctoral study program Kinantropology at Faculty of Sports Studies. The purpose of time series analysis is to understand the mechanism by which the values of the time series generated. In the analysis of time series is a major design and construction of a suitable model forecasts. The aim of the submitted script is using the necessary theoretical apparatus (moving averages, decomposition, trends, smoothing, regression) and examples to show the basic procedures for time series analysis. The calculations and graphical outputs are from software STATISTICA Version 10 by Statsoft.

Download time-series.pdf
51 pages | 6.50 MB | 16.10.2014 13:05

For course (courses): Applied Mathematical Statistics

ISBN 978-80-210-6880-3

Published by Masaryk University in 2014, first online edition.

The production of this study material was financed from the Education for Competitiveness Operational Programme, Innovation and Modernization of Branches of Study at the Faculty of Sports Studies Project, registration number: CZ.1.07/2.2.00/28.0221

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