Kufel, T. (), Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL, Warszawa: Wydawnictwo Naukowe Scholar. Kufel, T., , Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL, Wydawnictwo Naukowe PWN, Warszawa. Lem, S., Tadeusz Kufel Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL Wydawnictwo Naukowe PWN, Warszawa Robert Vieira SQL.
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Familiarizing with the basic models for economic forecasting. Skills training in forecasting problems solving, with Excel spreadsheet, Gretl application and Statistica. Completing the course student is able to: Determine the trend line and seasonality factors and make forecast based on this model.
Modeling Gas Prices in Poland with an Application of the Vector Autoregression Method (VAR)
For a given time series select the right model and choose adaptive model and make forecast based on this model. Verify and assess the significance of the model parameters. Use Gretl application to solve problems ekoonometria economic forecasting.
Understands the possibilities and importance of economic forecasting in business and logistics. Observation and discussion during exercises 2. Exam The overall assessment which places the item is offered on the basis of weighted average: Overview of forecasting methods.
Evaluation of the quality of the model. Models of development trends. Techniques for determining trend. Removing trend from time series.
Tadeusz Kufel (Author of Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL)
Smoothing of time series – smoothing techniques. Forecasting based on adaptive models.
Examples of applications of time series in economic processes modeling. Seasonal models with and without trend. The seasonal correction methods. Stationarity of the time series.
Estimation of parameters method of least squares, a method of maximum likelihood of linear models. Probit and logit models to predict the probability. The possibilities and the importance of economic forecasting in business and logistics. Examples of sales and cost forecasting.
Examples of financial forecasting. Wanat Prognozowanie ekonomiczne.