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National Repository of Grey Literature

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Models of binary time series Kunayová, Monika ; Zichová, Jitka (advisor) ; Cipra, Tomáš (referee) This bachelor thesis deals with the time series of binary variables that exist in many social spheres. The indicator may denote a certain value being exceeded or a phenomenon occurring. We study a model of logistic autoregression and its properties, partial likelihood function which allows us to work with dependent data, and derive useful relationships for a practical application that consists of time series simulation and real data analysis using free software R. Detailed record

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