Var Modeli

library(readxl)
GP <- read_excel("C:/Users/User1/Desktop/GP.xlsx")
View(GP)

require(vars)

## Zorunlu paket yükleniyor: vars

## Zorunlu paket yükleniyor: MASS

## Zorunlu paket yükleniyor: strucchange

## Zorunlu paket yükleniyor: zoo

## 
## Attaching package: 'zoo'

## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

## Zorunlu paket yükleniyor: sandwich

## Zorunlu paket yükleniyor: urca

## Zorunlu paket yükleniyor: lmtest

library(urca)

df1 = GP[,2]
df1  <- as.numeric(unlist(df1))
summary(ur.df(df1))

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression none 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
## 
## Residuals:
##       Min        1Q    Median        3Q       Max 
## -30058828  -3954421    953714   5148590  23623793 
## 
## Coefficients:
##            Estimate Std. Error t value Pr(>|t|)
## z.lag.1    -0.02006    0.03681  -0.545    0.589
## z.diff.lag -0.21346    0.15552  -1.373    0.178
## 
## Residual standard error: 10960000 on 40 degrees of freedom
## Multiple R-squared:  0.05657,    Adjusted R-squared:  0.009401 
## F-statistic: 1.199 on 2 and 40 DF,  p-value: 0.312
## 
## 
## Value of test-statistic is: -0.5451 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau1 -2.62 -1.95 -1.61

varmodeli<-var(2:length(GP),)

VARselect(GP, 
          type = "none", 
          lag.max = 8) 

## $selection
## AIC(n)  HQ(n)  SC(n) FPE(n) 
##      8      8      2      7 
## 
## $criteria
##                   1           2           3           4           5
## AIC(n) 5.265851e+01    10.73544    10.87689    10.94825    10.83646
## HQ(n)  5.279668e+01    11.01178    11.29140    11.50094    11.52733
## SC(n)  5.305439e+01    11.52720    12.06453    12.53177    12.81586
## FPE(n) 7.409777e+22 46390.79074 54685.99007 61555.22149 59776.81075
##                   6           7            8
## AIC(n)     9.903486     9.41151     9.158799
## HQ(n)     10.732522    10.37872    10.264180
## SC(n)     12.278765    12.18267    12.325836
## FPE(n) 26884.987787 20262.21223 21744.415690

var.a <- vars::VAR(GP,
                   lag.max = 8, 
                   ic = "AIC",
                   type = "none")