In this course, students will learn about mathematical procedures in financial mathematics and life insurance, such as interest rates, cash...
STATISTICAL ANALYSIS 2
The SA2 course is part of the Financial Mathematics and Models micro-certificate program, which aims to familiarize students with the basic models and principles of financial calculations, time series models, and mathematical models in econometrics through three sub-courses (FIPM, SA2, and MME). The course can also be taken independently.
AIM OF THE SUBJECT:
In the SA2 course, students will learn to formulate simple and more complex time series models, describe, explain, and understand time series models (decomposition models, adaptive models), and explain the principles of various approaches to estimating time series model parameters. Time series models will be applied to examples from economic practice.
STUDENT ENTRY REQUIREMENTS:
Basics of differential and integral calculus, probability and statistics, ability to work in at least one computing environment such as Matlab, Mathematica, R, etc.
CONDITIONS FOR GRADUATING:
- Credits: The course does not carry credits, but homework assignments will be given during the semester.
- Exam: The exam is combined in nature, consisting of a comprehensive theoretical test (verifying knowledge of basic concepts and principles) and a practical part, which will test understanding of contexts, connections, and practical applications.
GUARANTORS AND TEACHERS:
- GUARANTOR: RNDr. Blanka Šedivá, Ph.D. (100%),
- LECTURER: RNDr. Blanka Šedivá, Ph.D. (100%),
- TRAINER(S): RNDr. Blanka Šedivá, Ph.D. (100%),
LEARNING OUTCOMES:
After completing the course, students will be able to:
- formulate simple and complex time series models
- describe, explain, and understand time series models (decomposition models, adaptive models)
- explain the principles of different approaches to estimating time series model parameters
TEACHING METHODS USED TO ACHIEVE PROFESSIONAL KNOWLEDGE:
- Lecture with student participation,
- Problem solving,
CATEGORY
ORGANISER:
Faculty of Applied Sciences
SUBJECT ABBREVIATION:
KMA/SA2
REGISTRATION DEADLINE:
From November 2025
DATE(S):
Summer semester 2025/2026
SUBJECT SCHEDULE/TIMETABLE:
Room – UC 238, UC 234
FAV Building, Bory Campus
Thursday 1:00 p.m. – 4:30 p.m.
19. 2. 2026 – 14. 5. 2026
FORM OF STUDY:
Contact teaching: 52 hours
Exam preparation: 50 hours
Comprehensive test preparation: 40 hours
HOW IT ENDS:
- Exam
5 CREDITS
PRICE: CZK 5,000
REGISTRATION WILL BE POSSIBLE IN NOVEMBER 2025
After logging in, you will be redirected to the e-application form, where you must complete the registration.
ADRESS
Univerzitní 22, Pilsen
TO OBTAIN A MICROCERTIFICATE, YOU NEED TO ENROLL IN THE FOLLOWING COURSES
For more information about micro-certificates, click HERE.
After completing all the required subjects, please fill out the application for a micro-certificate.
- Academic year 2025/2025 Summer
- Academic year 2025/2026 Winter
- Art and Crafts
- Chemistry
- Czech language
- English language
- Geography
- German language
- Hobbies and free time activities
- Information Technology
- Law
- Mathematics
- Music
- Physical education
- Physics
- Programming
- Psychology
- Russian language
- Secondary school students
- Upskilling
The MME course introduces students to the creation and analysis of econometric models. They will learn to formulate regression models,...