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Mathematical modeling of gold price
ŠMARDA, Tomáš
This bachelor thesis is focused on mathematical modelling of gold price. After introducing basic models of Box-Jenkins methodology and models of conditional hetoskedasticity, the time series was modelled by random walk process. The time series has not constant variance, neither normal distribution, therefore for the second model was considered volatility model GARCH. Using the volatility model GARCH is possible to refine prediction intervals for forecast one step ahead. Results were calculated in R software and MS Excel.
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The analysis of infant mortality in the countries of the European union
Novotná, Lenka ; Arltová, Markéta (advisor) ; Langhamrová, Jitka (referee)
Indicators of child mortality in the lowest age reflect the status of health care and maturity of the country. The most frequent indicator in this area is the infant mortality rate. This thesis is focused on evaluation of development of infant, neonatal and early neonatal rate in the European union between 1960 and 2010 from the perspective of time series, aplication of Box-Jenkins methodology and assessment of the relation between infant mortality rate and life expectancy at birth.
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Analysis of Seasonality in the Czech Construction
Šimpach, Ondřej ; Arltová, Markéta (advisor) ; Hušek, Roman (referee)
The output of the National economy of the Czech Republic is conditioned by a sum of important factors. There are sectors, which increased power during the last two decades, mainly due to expansion of modern technologies and knowledge workers. One of this is Construction. Construction is specific to its position in the economy and in particular is characterized by the greatest seasonality ever. However, this is not a problem for statistical analysis, rather a benefit. Modern approaches allow us to analyze seasonal fluctuations. From selected data we are able to construct evolutionary forecasts. The work will be performed for the most important indicators in the Czech Construction. The outcome of the paper will be conditional forecasts of these indicators. It will also make analyze of the relationship between these indicators and other variables that might affected it. The work is practical application of stochastic modeling approach by Box and Jenkins, augmented by more modern approaches, such as verification of Granger causality and co-integration and testing of seasonal unit roots by Hylleberg et al.
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