{"id":702,"date":"2018-09-13T19:20:17","date_gmt":"2018-09-13T19:20:17","guid":{"rendered":"http:\/\/veda.polac.cz\/?page_id=702"},"modified":"2018-10-27T19:02:54","modified_gmt":"2018-10-27T19:02:54","slug":"1-2","status":"publish","type":"page","link":"https:\/\/veda.polac.cz\/?page_id=702","title":{"rendered":""},"content":{"rendered":"<p style=\"text-align: center;\">Resum\u00e9 \u010dl\u00e1nku<\/p>\n<p><strong>Anal\u00fdza kointegrace vybran\u00fdch ro\u010dn\u00edch \u010dasov\u00fdch \u0159ad dopravn\u00ed nehodovosti v \u010cesk\u00e9 republice prost\u0159ednictv\u00edm model\u016f vektorov\u00e9 autoregrese (VAR)<br \/>\n<\/strong><i>Dr. Zden\u011bk Kova\u0159\u00edk, CSc., odd\u011blen\u00ed v\u011bdy a v\u00fdzkumu PA \u010cR v Praze<br \/>\npplk. JUDr. Ing. Marek Bla\u017eejovsk\u00fd. Ph.D., Fakulta bezpe\u010dnostn\u011b pr\u00e1vn\u00ed PA \u010cR v Praze, katedra krimin\u00e1ln\u00ed policie<\/i><\/p>\n<p>P\u0159edlo\u017een\u00fd p\u016fvodn\u00ed v\u011bdeck\u00fd \u010dl\u00e1nek se zab\u00fdv\u00e1 testov\u00e1n\u00edm kointegrace mezi ro\u010dn\u00edmi \u010dasov\u00fdmi \u0159adami dopravn\u00ed nehodovosti, dopravn\u00ed nehodovosti pod vlivem alkoholu a dopravn\u00ed nehodovosti pod vlivem drog a l\u00e9k\u016f v \u010cesk\u00e9 republice. Zam\u011b\u0159uje se na pokro\u010dilej\u0161\u00ed anal\u00fdzu t\u011bchto ukazatel\u016f, kdy je anal\u00fdza pojata komplexn\u011bji a \u010dasov\u00e9 \u0159ady jsou analyzov\u00e1ny ve vz\u00e1jemn\u00fdch vztaz\u00edch jako jeden kointegrovan\u00fd syst\u00e9m. Z komplexn\u00ed povahy probl\u00e9mu je z\u0159ejm\u00e9, \u017ee do vztahu dan\u00fdch prom\u011bnn\u00fdch vch\u00e1z\u00ed ve skute\u010dnosti \u0159ada dal\u0161\u00edch vliv\u016f, kter\u00e9 nejsme schopni ani detailn\u011b rozkr\u00fdt, nato\u017e zabudovat do smyslupln\u00e9ho modelu. Nav\u00edc jsou pou\u017eit\u00e9 \u010dasov\u00e9 \u0159ady velmi kr\u00e1tk\u00e9, co\u017e je tak\u00e9 ur\u010dit\u00fd probl\u00e9m. Nicm\u00e9n\u011b v\u00fdsledky anal\u00fdzy lze pova\u017eovat za korektn\u00ed a smyslupln\u00e9. Pro predikci se osv\u011bd\u010dil model korekce chyby v r\u00e1mci vektorov\u00e9 autoregrese. P\u016fvodn\u00ed v\u011bdeck\u00fd \u010dl\u00e1nek m\u00e1 krom\u011b heuristick\u00e9ho i v\u00fdrazn\u00fd didaktick\u00fd rozm\u011br. Umo\u017e\u0148uje z\u00e1jemc\u016fm cestou analogie \u0159e\u0161it podobn\u00e9 analytick\u00e9 probl\u00e9my.<br \/>\n<strong>Kl\u00ed\u010dov\u00e1 slova:\u00a0<\/strong>\u010dasov\u00e1 \u0159ada, nestacionarita, test jednotkov\u00e9ho ko\u0159ene, kointegrace, model vektorov\u00e9 autoregrese (VAR), model korekce chyby (VEC), Grangerova kauzalita, rezidua, pr\u016fm\u011brn\u00e1 absolutn\u00ed procentu\u00e1ln\u00ed chyba (MAPE), Theil\u016fv koeficient nesouladu.<\/p>\n<p><a href=\"https:\/\/veda.polac.cz\/?page_id=715\">01\/2015<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Resum\u00e9 \u010dl\u00e1nku Anal\u00fdza kointegrace vybran\u00fdch ro\u010dn\u00edch \u010dasov\u00fdch \u0159ad dopravn\u00ed nehodovosti v \u010cesk\u00e9 republice prost\u0159ednictv\u00edm model\u016f vektorov\u00e9 autoregrese (VAR) Dr. Zden\u011bk Kova\u0159\u00edk, CSc., odd\u011blen\u00ed v\u011bdy a v\u00fdzkumu PA \u010cR v Praze pplk. JUDr. Ing. Marek Bla\u017eejovsk\u00fd. Ph.D., Fakulta bezpe\u010dnostn\u011b pr\u00e1vn\u00ed PA \u010cR v Praze, katedra krimin\u00e1ln\u00ed policie P\u0159edlo\u017een\u00fd p\u016fvodn\u00ed v\u011bdeck\u00fd \u010dl\u00e1nek se zab\u00fdv\u00e1 testov\u00e1n\u00edm kointegrace mezi [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":715,"menu_order":1,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-702","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/pages\/702","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/veda.polac.cz\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=702"}],"version-history":[{"count":4,"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/pages\/702\/revisions"}],"predecessor-version":[{"id":6521,"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/pages\/702\/revisions\/6521"}],"up":[{"embeddable":true,"href":"https:\/\/veda.polac.cz\/index.php?rest_route=\/wp\/v2\/pages\/715"}],"wp:attachment":[{"href":"https:\/\/veda.polac.cz\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=702"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}