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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Gravity Model of International Trade in Alcoholic Beverages in Selected EU Countries
 Pecka, Marek ; Arltová, Markéta (advisor) ; Bubáková, Petra (referee)
Panel data analysis is the modern approach of statistical and econometric modeling. The aim of the thesis is to estimate the gravity model of international trade in alcoholic beverages in the form of bilateral trade flow depending on the gross domestic product and other associated variables that facilitate trading. The data have a panel structure. Based on the results of panel unit root tests the stationarity of variables in the panel and the expected long-term relationship between the analyzed variables are tested. Gravity model is assuming the existence of long-term relationships built through various methods, such as pooling OLS estimate, fixed and random effects models, cointegrated regression DOLS and FMOLS. Cointegration relationship is verified by Pedroni panel test.
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Construction of Linear Stochastic Models of SARIMA Class Time Lines – Automatized Method
 Trcka, Peter ; Arlt, Josef (advisor) ; Hindls, Richard (referee)
This work concerns the creation of automatized procedure of ARIMA and SARIMA class model choice according to Box-Jenkins methodology and in this connection, also deals with force testing of unit roots and analysis of applying of informatics criteria when choosing a model. The goal of this work is to create an application in the environment R that can automatically choose a model of time array generating process. The procedure is verified by a simulation study. In this work an effect of values of generating ARMA (1,1) model processes parameters is examined, for his choice and power of KPSS test, augmented Dickey-Fuller and Phillips-Peron test of unit roots.
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