Untitled

library(readxl)

## Warning: package 'readxl' was built under R version 4.4.2

TA <- read_excel("TA.xlsx")

library(ggplot2)

## Warning: package 'ggplot2' was built under R version 4.4.2

library(dplyr)

## 
## Attaching package: 'dplyr'

## The following objects are masked from 'package:stats':
## 
##     filter, lag

## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union

library(tidyr)

library(tseries)

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

library(readxl)
TA <- read_excel("C:/Users/Siminber/Desktop/TA.xlsx")

adf_results <- list()

TOPLAM AKTİFLERE AİT ADF TESTİ

library(urca)

## Warning: package 'urca' was built under R version 4.4.3

adf_results$Turk_Parasi <- ur.df(diff(TA$Turk_Parasi), type = "drift", lags = 1)
summary(adf_results$Turk_Parasi)

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1088728   -71491   -19944   117323   507234 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)
## (Intercept)  5.968e+04  5.837e+04   1.023    0.314
## z.lag.1     -1.321e-01  8.792e-02  -1.502    0.142
## z.diff.lag  -1.800e-02  2.505e-01  -0.072    0.943
## 
## Residual standard error: 275600 on 34 degrees of freedom
## Multiple R-squared:  0.06822,    Adjusted R-squared:  0.01341 
## F-statistic: 1.245 on 2 and 34 DF,  p-value: 0.3008
## 
## 
## Value of test-statistic is: -1.5023 1.1364 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94

adf_results$Yabanci_Para <- ur.df(diff(TA$Yabanci_Para), type = "drift", lags = 1)
summary(adf_results$Yabanci_Para)

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1374412  -188432   -75306   128091  1497679 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)   
## (Intercept)  1.783e+05  1.013e+05   1.760  0.08738 . 
## z.lag.1     -7.683e-01  2.500e-01  -3.073  0.00415 **
## z.diff.lag  -2.391e-01  1.991e-01  -1.201  0.23793   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 479100 on 34 degrees of freedom
## Multiple R-squared:  0.4467, Adjusted R-squared:  0.4141 
## F-statistic: 13.72 on 2 and 34 DF,  p-value: 4.27e-05
## 
## 
## Value of test-statistic is: -3.0734 4.7464 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94

adf_results$Toplam <- ur.df(diff(TA$Toplam), type = "drift", lags = 1)
summary(adf_results$Toplam)

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2763196  -147995   -22898   128080  1893404 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)  
## (Intercept)  1.677e+05  1.485e+05   1.129   0.2669  
## z.lag.1     -2.487e-01  1.447e-01  -1.719   0.0947 .
## z.diff.lag  -4.177e-01  2.304e-01  -1.813   0.0787 .
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 684000 on 34 degrees of freedom
## Multiple R-squared:  0.2278, Adjusted R-squared:  0.1824 
## F-statistic: 5.015 on 2 and 34 DF,  p-value: 0.01235
## 
## 
## Value of test-statistic is: -1.7188 1.4774 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94

Yatırımlar için ADF testi

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

adf_sonuclari <- list() 

adf_sonuclari$YF_Fon_Alis <- ur.df(diff(Investment$YF_Fon_Alis), type = "drift", lags = 1)
summary(adf_sonuclari$YF_Fon_Alis)

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28759.3    415.4    490.3   1419.7   6559.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -416.3335   878.0559  -0.474    0.638    
## z.lag.1       -1.2824     0.2601  -4.930 2.12e-05 ***
## z.diff.lag     0.1036     0.1706   0.607    0.548    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5314 on 34 degrees of freedom
## Multiple R-squared:  0.5854, Adjusted R-squared:  0.5611 
## F-statistic: 24.01 on 2 and 34 DF,  p-value: 3.155e-07
## 
## 
## Value of test-statistic is: -4.9302 12.1537 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94

columns_to_test <- colnames(Investment)[-1]  

for (col in columns_to_test) {
  adf_sonuclari[[col]] <- ur.df(diff(Investment[[col]]), type = "drift", lags = 1)
}


for (col in names(adf_sonuclari)) {
  cat("### ADF Testi Sonucu:", col, "###\n")
  print(summary(adf_sonuclari[[col]]))
  cat("\n--------------------------\n")
}

## ### ADF Testi Sonucu: YF_Fon_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28759.3    415.4    490.3   1419.7   6559.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -416.3335   878.0559  -0.474    0.638    
## z.lag.1       -1.2824     0.2601  -4.930 2.12e-05 ***
## z.diff.lag     0.1036     0.1706   0.607    0.548    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5314 on 34 degrees of freedom
## Multiple R-squared:  0.5854, Adjusted R-squared:  0.5611 
## F-statistic: 24.01 on 2 and 34 DF,  p-value: 3.155e-07
## 
## 
## Value of test-statistic is: -4.9302 12.1537 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Fon_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28141.0    440.7    493.2   1335.3   5496.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -444.89815  856.88075  -0.519    0.607    
## z.lag.1       -1.23770    0.25752  -4.806 3.06e-05 ***
## z.diff.lag     0.08974    0.17086   0.525    0.603    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5180 on 34 degrees of freedom
## Multiple R-squared:  0.5713, Adjusted R-squared:  0.5461 
## F-statistic: 22.66 on 2 and 34 DF,  p-value: 5.577e-07
## 
## 
## Value of test-statistic is: -4.8062 11.55 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -56934    855   1004   2754  12051 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -860.60497 1732.36272  -0.497    0.623    
## z.lag.1       -1.25805    0.25885  -4.860 2.61e-05 ***
## z.diff.lag     0.09515    0.17076   0.557    0.581    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 10480 on 34 degrees of freedom
## Multiple R-squared:  0.5782, Adjusted R-squared:  0.5534 
## F-statistic:  23.3 on 2 and 34 DF,  p-value: 4.237e-07
## 
## 
## Value of test-statistic is: -4.8601 11.8105 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -19143.2  -1018.0    524.9    548.4  14022.2 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -526.57105  817.73763  -0.644    0.524    
## z.lag.1       -1.24168    0.25635  -4.844 2.74e-05 ***
## z.diff.lag     0.09487    0.16958   0.559    0.580    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4933 on 34 degrees of freedom
## Multiple R-squared:  0.5709, Adjusted R-squared:  0.5457 
## F-statistic: 22.62 on 2 and 34 DF,  p-value: 5.668e-07
## 
## 
## Value of test-statistic is: -4.8438 11.7313 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -34643   -183    714    729  10574 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -712.58362 1166.71256  -0.611 0.545419    
## z.lag.1       -1.03662    0.24590  -4.216 0.000174 ***
## z.diff.lag    -0.01472    0.16995  -0.087 0.931502    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7049 on 34 degrees of freedom
## Multiple R-squared:  0.5291, Adjusted R-squared:  0.5014 
## F-statistic:  19.1 on 2 and 34 DF,  p-value: 2.757e-06
## 
## 
## Value of test-statistic is: -4.2156 8.8932 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Arbitraj ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -12315.5     58.7    124.0    257.1   3879.4 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -122.0346   401.9541  -0.304 0.763280    
## z.lag.1       -1.0619     0.2647  -4.011 0.000313 ***
## z.diff.lag    -0.1250     0.1698  -0.736 0.466897    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2439 on 34 degrees of freedom
## Multiple R-squared:  0.6129, Adjusted R-squared:  0.5902 
## F-statistic: 26.92 on 2 and 34 DF,  p-value: 9.824e-08
## 
## 
## Value of test-statistic is: -4.0114 8.0464 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: D_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -65825   -502   1308   1435  25655 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.307e+03  2.273e+03  -0.575 0.569192    
## z.lag.1     -1.064e+00  2.521e-01  -4.220 0.000172 ***
## z.diff.lag  -2.824e-02  1.704e-01  -0.166 0.869381    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 13730 on 34 degrees of freedom
## Multiple R-squared:  0.5484, Adjusted R-squared:  0.5218 
## F-statistic: 20.64 on 2 and 34 DF,  p-value: 1.352e-06
## 
## 
## Value of test-statistic is: -4.2201 8.9076 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Acilis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -27006.5    598.0    832.1   1026.3   5989.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -8.289e+02  8.590e+02  -0.965    0.341    
## z.lag.1     -1.132e+00  2.561e-01  -4.420 9.56e-05 ***
## z.diff.lag   8.165e-03  1.708e-01   0.048    0.962    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5109 on 34 degrees of freedom
## Multiple R-squared:  0.5616, Adjusted R-squared:  0.5358 
## F-statistic: 21.78 on 2 and 34 DF,  p-value: 8.169e-07
## 
## 
## Value of test-statistic is: -4.4205 9.771 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Kapanis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -17248.3     44.3    411.1    424.1   5640.1 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -410.13884  593.77786  -0.691    0.494    
## z.lag.1       -1.10957    0.25184  -4.406 9.98e-05 ***
## z.diff.lag     0.01123    0.16957   0.066    0.948    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3577 on 34 degrees of freedom
## Multiple R-squared:  0.5489, Adjusted R-squared:  0.5224 
## F-statistic: 20.69 on 2 and 34 DF,  p-value: 1.324e-06
## 
## 
## Value of test-statistic is: -4.4058 9.7088 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -44253    677   1238   1267   9921 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.236e+03  1.439e+03  -0.859    0.396    
## z.lag.1     -1.122e+00  2.545e-01  -4.408 9.91e-05 ***
## z.diff.lag   7.527e-03  1.703e-01   0.044    0.965    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 8606 on 34 degrees of freedom
## Multiple R-squared:  0.5569, Adjusted R-squared:  0.5309 
## F-statistic: 21.37 on 2 and 34 DF,  p-value: 9.772e-07
## 
## 
## Value of test-statistic is: -4.4082 9.7177 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Repo_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4100.1   -73.2   183.0   185.4  1329.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -184.1273   147.7652  -1.246    0.221    
## z.lag.1       -1.3132     0.2709  -4.848  2.7e-05 ***
## z.diff.lag     0.0430     0.1708   0.252    0.803    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 861.7 on 34 degrees of freedom
## Multiple R-squared:  0.631,  Adjusted R-squared:  0.6093 
## F-statistic: 29.07 on 2 and 34 DF,  p-value: 4.364e-08
## 
## 
## Value of test-statistic is: -4.8477 11.7597 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerçeklesen_HSİ ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -67099    786   1075   7128  32604 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1064.9430  2679.1607  -0.397   0.6935    
## z.lag.1        -1.7071     0.2639  -6.469 2.13e-07 ***
## z.diff.lag      0.2956     0.1625   1.819   0.0777 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 16240 on 34 degrees of freedom
## Multiple R-squared:  0.6922, Adjusted R-squared:  0.6741 
## F-statistic: 38.24 on 2 and 34 DF,  p-value: 1.993e-09
## 
## 
## Value of test-statistic is: -6.469 20.9327 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono _alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2122.76    17.78    20.35    36.07  2954.24 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -19.7792   149.4414  -0.132    0.895    
## z.lag.1      -1.3554     0.2497  -5.428 4.77e-06 ***
## z.diff.lag    0.2176     0.1673   1.301    0.202    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 908.8 on 34 degrees of freedom
## Multiple R-squared:  0.5776, Adjusted R-squared:  0.5527 
## F-statistic: 23.24 on 2 and 34 DF,  p-value: 4.341e-07
## 
## 
## Value of test-statistic is: -5.4285 14.7343 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2151.47    -2.16     7.89    10.38  2747.09 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -8.4014   135.3862  -0.062   0.9509    
## z.lag.1      -1.4213     0.2372  -5.991 8.83e-07 ***
## z.diff.lag    0.3269     0.1621   2.017   0.0517 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 823.5 on 34 degrees of freedom
## Multiple R-squared:  0.5852, Adjusted R-squared:  0.5608 
## F-statistic: 23.98 on 2 and 34 DF,  p-value: 3.185e-07
## 
## 
## Value of test-statistic is: -5.9915 17.9488 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: TB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4283.0   -21.9    29.0    49.8  5702.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.2963   284.4751  -0.099    0.921    
## z.lag.1      -1.3873     0.2438  -5.691 2.17e-06 ***
## z.diff.lag    0.2716     0.1650   1.646    0.109    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1730 on 34 degrees of freedom
## Multiple R-squared:  0.579,  Adjusted R-squared:  0.5543 
## F-statistic: 23.38 on 2 and 34 DF,  p-value: 4.096e-07
## 
## 
## Value of test-statistic is: -5.691 16.1939 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2130.10    24.74    28.65    35.81  2262.48 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.3756   110.7009  -0.256    0.799    
## z.lag.1      -1.4016     0.2483  -5.644  2.5e-06 ***
## z.diff.lag    0.2505     0.1656   1.513    0.140    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 672.8 on 34 degrees of freedom
## Multiple R-squared:  0.5885, Adjusted R-squared:  0.5643 
## F-statistic: 24.31 on 2 and 34 DF,  p-value: 2.786e-07
## 
## 
## Value of test-statistic is: -5.6439 15.9272 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1784.69   -32.22    44.65    51.29  1292.68 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -44.8470   103.6252  -0.433   0.6679    
## z.lag.1      -1.5733     0.2516  -6.254 4.04e-07 ***
## z.diff.lag    0.2917     0.1569   1.859   0.0717 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 628.4 on 34 degrees of freedom
## Multiple R-squared:  0.6449, Adjusted R-squared:  0.624 
## F-statistic: 30.88 on 2 and 34 DF,  p-value: 2.267e-08
## 
## 
## Value of test-statistic is: -6.2541 19.5573 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: A_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -3928.8  -203.0    72.1    86.7  3412.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -73.5889   196.7334  -0.374   0.7107    
## z.lag.1      -1.4340     0.2349  -6.106 6.28e-07 ***
## z.diff.lag    0.3350     0.1581   2.119   0.0415 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1194 on 34 degrees of freedom
## Multiple R-squared:  0.5911, Adjusted R-squared:  0.5671 
## F-statistic: 24.58 on 2 and 34 DF,  p-value: 2.497e-07
## 
## 
## Value of test-statistic is: -6.1058 18.6407 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerceklesen_VOB_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -16952.7    174.3    235.6    717.0  17733.6 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -2.230e+02  1.065e+03  -0.209    0.835    
## z.lag.1     -1.350e+00  2.806e-01  -4.812 3.01e-05 ***
## z.diff.lag   7.355e-03  1.714e-01   0.043    0.966    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 6471 on 34 degrees of freedom
## Multiple R-squared:  0.6702, Adjusted R-squared:  0.6508 
## F-statistic: 34.55 on 2 and 34 DF,  p-value: 6.459e-09
## 
## 
## Value of test-statistic is: -4.8119 11.5782 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -271124    4428    4937    6316   59860 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -4.835e+03  8.667e+03  -0.558    0.581    
## z.lag.1     -1.239e+00  2.626e-01  -4.716 3.99e-05 ***
## z.diff.lag   5.356e-02  1.712e-01   0.313    0.756    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 52320 on 34 degrees of freedom
## Multiple R-squared:  0.589,  Adjusted R-squared:  0.5649 
## F-statistic: 24.37 on 2 and 34 DF,  p-value: 2.721e-07
## 
## 
## Value of test-statistic is: -4.7164 11.1223 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------

library(officer)

## Warning: package 'officer' was built under R version 4.4.3

## 
## Attaching package: 'officer'

## The following object is masked from 'package:readxl':
## 
##     read_xlsx

library(flextable)  

## Warning: package 'flextable' was built under R version 4.4.3

adf_summary <- summary(adf_results)

library(urca)

adf_sonuclari_df <- data.frame(
  Degisken = rep("YF_Fon_Alis", length(adf_results$statistic)),   
  Test_Statistic = as.vector(adf_sonuclari$statistic),  
  Kritik_1 = as.vector(adf_sonuclari$cval[, 1]), 
  Kritik_5 = as.vector(adf_sonuclari$cval[, 2]), 
  Kritik_10 = as.vector(adf_sonuclari$cval[, 3])  
)

ÖDEMELER İÇİN ADF TEST SONUÇLARI

library(readxl)
odemeler <- read_excel("C:/Users/Siminber/Desktop/odemeler.xlsx")

## New names:
## • `` -> `...1`

View(odemeler)

columns_to_test <- colnames(odemeler)[-1]  

for (col in columns_to_test) {
  adf_sonuclari[[col]] <- ur.df(diff(odemeler[[col]]), type = "drift", lags = 1)
}


for (col in names(adf_sonuclari)) {
  cat("### ADF Testi Sonucu:", col, "###\n")
  print(summary(adf_sonuclari[[col]]))
  cat("\n--------------------------\n")
}

## ### ADF Testi Sonucu: YF_Fon_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28759.3    415.4    490.3   1419.7   6559.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -416.3335   878.0559  -0.474    0.638    
## z.lag.1       -1.2824     0.2601  -4.930 2.12e-05 ***
## z.diff.lag     0.1036     0.1706   0.607    0.548    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5314 on 34 degrees of freedom
## Multiple R-squared:  0.5854, Adjusted R-squared:  0.5611 
## F-statistic: 24.01 on 2 and 34 DF,  p-value: 3.155e-07
## 
## 
## Value of test-statistic is: -4.9302 12.1537 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Fon_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28141.0    440.7    493.2   1335.3   5496.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -444.89815  856.88075  -0.519    0.607    
## z.lag.1       -1.23770    0.25752  -4.806 3.06e-05 ***
## z.diff.lag     0.08974    0.17086   0.525    0.603    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5180 on 34 degrees of freedom
## Multiple R-squared:  0.5713, Adjusted R-squared:  0.5461 
## F-statistic: 22.66 on 2 and 34 DF,  p-value: 5.577e-07
## 
## 
## Value of test-statistic is: -4.8062 11.55 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -56934    855   1004   2754  12051 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -860.60497 1732.36272  -0.497    0.623    
## z.lag.1       -1.25805    0.25885  -4.860 2.61e-05 ***
## z.diff.lag     0.09515    0.17076   0.557    0.581    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 10480 on 34 degrees of freedom
## Multiple R-squared:  0.5782, Adjusted R-squared:  0.5534 
## F-statistic:  23.3 on 2 and 34 DF,  p-value: 4.237e-07
## 
## 
## Value of test-statistic is: -4.8601 11.8105 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -19143.2  -1018.0    524.9    548.4  14022.2 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -526.57105  817.73763  -0.644    0.524    
## z.lag.1       -1.24168    0.25635  -4.844 2.74e-05 ***
## z.diff.lag     0.09487    0.16958   0.559    0.580    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4933 on 34 degrees of freedom
## Multiple R-squared:  0.5709, Adjusted R-squared:  0.5457 
## F-statistic: 22.62 on 2 and 34 DF,  p-value: 5.668e-07
## 
## 
## Value of test-statistic is: -4.8438 11.7313 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -34643   -183    714    729  10574 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -712.58362 1166.71256  -0.611 0.545419    
## z.lag.1       -1.03662    0.24590  -4.216 0.000174 ***
## z.diff.lag    -0.01472    0.16995  -0.087 0.931502    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7049 on 34 degrees of freedom
## Multiple R-squared:  0.5291, Adjusted R-squared:  0.5014 
## F-statistic:  19.1 on 2 and 34 DF,  p-value: 2.757e-06
## 
## 
## Value of test-statistic is: -4.2156 8.8932 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Arbitraj ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -12315.5     58.7    124.0    257.1   3879.4 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -122.0346   401.9541  -0.304 0.763280    
## z.lag.1       -1.0619     0.2647  -4.011 0.000313 ***
## z.diff.lag    -0.1250     0.1698  -0.736 0.466897    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2439 on 34 degrees of freedom
## Multiple R-squared:  0.6129, Adjusted R-squared:  0.5902 
## F-statistic: 26.92 on 2 and 34 DF,  p-value: 9.824e-08
## 
## 
## Value of test-statistic is: -4.0114 8.0464 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: D_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -65825   -502   1308   1435  25655 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.307e+03  2.273e+03  -0.575 0.569192    
## z.lag.1     -1.064e+00  2.521e-01  -4.220 0.000172 ***
## z.diff.lag  -2.824e-02  1.704e-01  -0.166 0.869381    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 13730 on 34 degrees of freedom
## Multiple R-squared:  0.5484, Adjusted R-squared:  0.5218 
## F-statistic: 20.64 on 2 and 34 DF,  p-value: 1.352e-06
## 
## 
## Value of test-statistic is: -4.2201 8.9076 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Acilis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -27006.5    598.0    832.1   1026.3   5989.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -8.289e+02  8.590e+02  -0.965    0.341    
## z.lag.1     -1.132e+00  2.561e-01  -4.420 9.56e-05 ***
## z.diff.lag   8.165e-03  1.708e-01   0.048    0.962    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5109 on 34 degrees of freedom
## Multiple R-squared:  0.5616, Adjusted R-squared:  0.5358 
## F-statistic: 21.78 on 2 and 34 DF,  p-value: 8.169e-07
## 
## 
## Value of test-statistic is: -4.4205 9.771 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Kapanis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -17248.3     44.3    411.1    424.1   5640.1 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -410.13884  593.77786  -0.691    0.494    
## z.lag.1       -1.10957    0.25184  -4.406 9.98e-05 ***
## z.diff.lag     0.01123    0.16957   0.066    0.948    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3577 on 34 degrees of freedom
## Multiple R-squared:  0.5489, Adjusted R-squared:  0.5224 
## F-statistic: 20.69 on 2 and 34 DF,  p-value: 1.324e-06
## 
## 
## Value of test-statistic is: -4.4058 9.7088 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -44253    677   1238   1267   9921 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.236e+03  1.439e+03  -0.859    0.396    
## z.lag.1     -1.122e+00  2.545e-01  -4.408 9.91e-05 ***
## z.diff.lag   7.527e-03  1.703e-01   0.044    0.965    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 8606 on 34 degrees of freedom
## Multiple R-squared:  0.5569, Adjusted R-squared:  0.5309 
## F-statistic: 21.37 on 2 and 34 DF,  p-value: 9.772e-07
## 
## 
## Value of test-statistic is: -4.4082 9.7177 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Repo_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4100.1   -73.2   183.0   185.4  1329.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -184.1273   147.7652  -1.246    0.221    
## z.lag.1       -1.3132     0.2709  -4.848  2.7e-05 ***
## z.diff.lag     0.0430     0.1708   0.252    0.803    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 861.7 on 34 degrees of freedom
## Multiple R-squared:  0.631,  Adjusted R-squared:  0.6093 
## F-statistic: 29.07 on 2 and 34 DF,  p-value: 4.364e-08
## 
## 
## Value of test-statistic is: -4.8477 11.7597 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerçeklesen_HSİ ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -67099    786   1075   7128  32604 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1064.9430  2679.1607  -0.397   0.6935    
## z.lag.1        -1.7071     0.2639  -6.469 2.13e-07 ***
## z.diff.lag      0.2956     0.1625   1.819   0.0777 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 16240 on 34 degrees of freedom
## Multiple R-squared:  0.6922, Adjusted R-squared:  0.6741 
## F-statistic: 38.24 on 2 and 34 DF,  p-value: 1.993e-09
## 
## 
## Value of test-statistic is: -6.469 20.9327 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono _alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2122.76    17.78    20.35    36.07  2954.24 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -19.7792   149.4414  -0.132    0.895    
## z.lag.1      -1.3554     0.2497  -5.428 4.77e-06 ***
## z.diff.lag    0.2176     0.1673   1.301    0.202    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 908.8 on 34 degrees of freedom
## Multiple R-squared:  0.5776, Adjusted R-squared:  0.5527 
## F-statistic: 23.24 on 2 and 34 DF,  p-value: 4.341e-07
## 
## 
## Value of test-statistic is: -5.4285 14.7343 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2151.47    -2.16     7.89    10.38  2747.09 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -8.4014   135.3862  -0.062   0.9509    
## z.lag.1      -1.4213     0.2372  -5.991 8.83e-07 ***
## z.diff.lag    0.3269     0.1621   2.017   0.0517 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 823.5 on 34 degrees of freedom
## Multiple R-squared:  0.5852, Adjusted R-squared:  0.5608 
## F-statistic: 23.98 on 2 and 34 DF,  p-value: 3.185e-07
## 
## 
## Value of test-statistic is: -5.9915 17.9488 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: TB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4283.0   -21.9    29.0    49.8  5702.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.2963   284.4751  -0.099    0.921    
## z.lag.1      -1.3873     0.2438  -5.691 2.17e-06 ***
## z.diff.lag    0.2716     0.1650   1.646    0.109    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1730 on 34 degrees of freedom
## Multiple R-squared:  0.579,  Adjusted R-squared:  0.5543 
## F-statistic: 23.38 on 2 and 34 DF,  p-value: 4.096e-07
## 
## 
## Value of test-statistic is: -5.691 16.1939 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2130.10    24.74    28.65    35.81  2262.48 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.3756   110.7009  -0.256    0.799    
## z.lag.1      -1.4016     0.2483  -5.644  2.5e-06 ***
## z.diff.lag    0.2505     0.1656   1.513    0.140    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 672.8 on 34 degrees of freedom
## Multiple R-squared:  0.5885, Adjusted R-squared:  0.5643 
## F-statistic: 24.31 on 2 and 34 DF,  p-value: 2.786e-07
## 
## 
## Value of test-statistic is: -5.6439 15.9272 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1784.69   -32.22    44.65    51.29  1292.68 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -44.8470   103.6252  -0.433   0.6679    
## z.lag.1      -1.5733     0.2516  -6.254 4.04e-07 ***
## z.diff.lag    0.2917     0.1569   1.859   0.0717 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 628.4 on 34 degrees of freedom
## Multiple R-squared:  0.6449, Adjusted R-squared:  0.624 
## F-statistic: 30.88 on 2 and 34 DF,  p-value: 2.267e-08
## 
## 
## Value of test-statistic is: -6.2541 19.5573 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: A_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -3928.8  -203.0    72.1    86.7  3412.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -73.5889   196.7334  -0.374   0.7107    
## z.lag.1      -1.4340     0.2349  -6.106 6.28e-07 ***
## z.diff.lag    0.3350     0.1581   2.119   0.0415 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1194 on 34 degrees of freedom
## Multiple R-squared:  0.5911, Adjusted R-squared:  0.5671 
## F-statistic: 24.58 on 2 and 34 DF,  p-value: 2.497e-07
## 
## 
## Value of test-statistic is: -6.1058 18.6407 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerceklesen_VOB_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -16952.7    174.3    235.6    717.0  17733.6 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -2.230e+02  1.065e+03  -0.209    0.835    
## z.lag.1     -1.350e+00  2.806e-01  -4.812 3.01e-05 ***
## z.diff.lag   7.355e-03  1.714e-01   0.043    0.966    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 6471 on 34 degrees of freedom
## Multiple R-squared:  0.6702, Adjusted R-squared:  0.6508 
## F-statistic: 34.55 on 2 and 34 DF,  p-value: 6.459e-09
## 
## 
## Value of test-statistic is: -4.8119 11.5782 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -271124    4428    4937    6316   59860 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -4.835e+03  8.667e+03  -0.558    0.581    
## z.lag.1     -1.239e+00  2.626e-01  -4.716 3.99e-05 ***
## z.diff.lag   5.356e-02  1.712e-01   0.313    0.756    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 52320 on 34 degrees of freedom
## Multiple R-squared:  0.589,  Adjusted R-squared:  0.5649 
## F-statistic: 24.37 on 2 and 34 DF,  p-value: 2.721e-07
## 
## 
## Value of test-statistic is: -4.7164 11.1223 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Fatura_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -10723.6    234.1    239.7    465.8   2186.9 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -234.51564  342.92805  -0.684    0.499    
## z.lag.1       -1.27592    0.26088  -4.891 2.38e-05 ***
## z.diff.lag     0.09371    0.17073   0.549    0.587    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2064 on 34 degrees of freedom
## Multiple R-squared:  0.5869, Adjusted R-squared:  0.5626 
## F-statistic: 24.15 on 2 and 34 DF,  p-value: 2.971e-07
## 
## 
## Value of test-statistic is: -4.8909 11.9606 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Vergi _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -25227.0    548.4    577.8    935.4   3360.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -555.20683  758.50238  -0.732    0.469    
## z.lag.1       -1.16078    0.25160  -4.614 5.41e-05 ***
## z.diff.lag     0.06213    0.17036   0.365    0.718    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4567 on 34 degrees of freedom
## Multiple R-squared:  0.5497, Adjusted R-squared:  0.5232 
## F-statistic: 20.75 on 2 and 34 DF,  p-value: 1.288e-06
## 
## 
## Value of test-statistic is: -4.6136 10.6454 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: İB_SSKveBag-kur _prim _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -8205.3    57.6   132.1   191.6  3060.5 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -128.9942   266.3941  -0.484    0.631    
## z.lag.1       -1.1723     0.2488  -4.712 4.05e-05 ***
## z.diff.lag     0.0975     0.1703   0.572    0.571    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1614 on 34 degrees of freedom
## Multiple R-squared:  0.5392, Adjusted R-squared:  0.5121 
## F-statistic:  19.9 on 2 and 34 DF,  p-value: 1.902e-06
## 
## 
## Value of test-statistic is: -4.7116 11.1009 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Kredi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -6560.1   131.7   135.4   286.9  1986.1 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -130.92876  205.48346  -0.637    0.528    
## z.lag.1       -1.31338    0.26971  -4.870 2.53e-05 ***
## z.diff.lag     0.05227    0.17078   0.306    0.761    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1241 on 34 degrees of freedom
## Multiple R-squared:  0.6258, Adjusted R-squared:  0.6037 
## F-statistic: 28.42 on 2 and 34 DF,  p-value: 5.542e-08
## 
## 
## Value of test-statistic is: -4.8696 11.8582 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Diger_odemeler ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -7841.7    65.5    77.2   298.1  1503.5 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -61.50377  236.11242  -0.260 0.796061    
## z.lag.1      -1.12480    0.25911  -4.341 0.000121 ***
## z.diff.lag   -0.01602    0.17086  -0.094 0.925857    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1433 on 34 degrees of freedom
## Multiple R-squared:  0.5723, Adjusted R-squared:  0.5472 
## F-statistic: 22.75 on 2 and 34 DF,  p-value: 5.355e-07
## 
## 
## Value of test-statistic is: -4.3409 9.4219 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -59564   1103   1150   2436  10017 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.099e+03  1.786e+03  -0.615    0.542    
## z.lag.1     -1.187e+00  2.536e-01  -4.679 4.47e-05 ***
## z.diff.lag   7.465e-02  1.707e-01   0.437    0.665    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 10780 on 34 degrees of freedom
## Multiple R-squared:  0.5552, Adjusted R-squared:  0.529 
## F-statistic: 21.22 on 2 and 34 DF,  p-value: 1.045e-06
## 
## 
## Value of test-statistic is: -4.6787 10.9459 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Fatura_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -12282.8     30.0     45.2    692.6   2576.1 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -29.37849  370.02681  -0.079    0.937    
## z.lag.1      -1.14250    0.25062  -4.559 6.36e-05 ***
## z.diff.lag    0.06531    0.17112   0.382    0.705    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2250 on 34 degrees of freedom
## Multiple R-squared:  0.5382, Adjusted R-squared:  0.5111 
## F-statistic: 19.81 on 2 and 34 DF,  p-value: 1.974e-06
## 
## 
## Value of test-statistic is: -4.5588 10.3912 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Vergi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2584.52     8.33    15.49   129.47   593.84 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -7.07351   80.45471  -0.088    0.930    
## z.lag.1     -1.24124    0.26281  -4.723 3.92e-05 ***
## z.diff.lag   0.05081    0.17101   0.297    0.768    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 489.4 on 34 degrees of freedom
## Multiple R-squared:  0.5924, Adjusted R-squared:  0.5684 
## F-statistic: 24.71 on 2 and 34 DF,  p-value: 2.368e-07
## 
## 
## Value of test-statistic is: -4.723 11.1545 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_SSKveBag-kur_prim _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2403.49     2.36    13.31   134.33   473.84 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -0.2926    73.1778  -0.004    0.997    
## z.lag.1      -1.2130     0.2500  -4.851 2.68e-05 ***
## z.diff.lag    0.1236     0.1702   0.726    0.473    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 445.1 on 34 degrees of freedom
## Multiple R-squared:  0.5469, Adjusted R-squared:  0.5202 
## F-statistic: 20.52 on 2 and 34 DF,  p-value: 1.432e-06
## 
## 
## Value of test-statistic is: -4.8513 11.7676 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MBKredi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -17883.7     49.5     99.3    909.8   3564.0 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -28.015    534.391  -0.052    0.958    
## z.lag.1       -1.175      0.245  -4.794 3.17e-05 ***
## z.diff.lag     0.131      0.170   0.770    0.446    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3250 on 34 degrees of freedom
## Multiple R-squared:  0.5275, Adjusted R-squared:  0.4997 
## F-statistic: 18.98 on 2 and 34 DF,  p-value: 2.913e-06
## 
## 
## Value of test-statistic is: -4.7941 11.4915 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Diger_odemeler ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1792.95    12.45    17.34   137.32   384.81 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -11.2990    59.8439  -0.189    0.851    
## z.lag.1      -1.2611     0.2558  -4.929 2.12e-05 ***
## z.diff.lag    0.1167     0.1702   0.686    0.497    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 363.8 on 34 degrees of freedom
## Multiple R-squared:  0.5709, Adjusted R-squared:  0.5456 
## F-statistic: 22.62 on 2 and 34 DF,  p-value: 5.674e-07
## 
## 
## Value of test-statistic is: -4.9291 12.1485 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -43447    111    242   1631   8600 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -76.0983  1316.7508  -0.058    0.954    
## z.lag.1       -1.2300     0.2511  -4.898 2.33e-05 ***
## z.diff.lag     0.1282     0.1701   0.754    0.456    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 8009 on 34 degrees of freedom
## Multiple R-squared:  0.5527, Adjusted R-squared:  0.5264 
## F-statistic:    21 on 2 and 34 DF,  p-value: 1.15e-06
## 
## 
## Value of test-statistic is: -4.898 11.9955 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------

library(readxl)
PT <- read_excel("C:/Users/Siminber/Desktop/PT.xlsx")

## New names:
## • `MB_TP_Havale` -> `MB_TP_Havale...13`
## • `MB_TP_Havale` -> `MB_TP_Havale...16`

columns_to_test <- colnames(PT)[-1]  

for (col in columns_to_test) {
  adf_sonuclari[[col]] <- ur.df(diff(PT[[col]]), type = "drift", lags = 1)
}


for (col in names(adf_sonuclari)) {
  cat("### ADF Testi Sonucu:", col, "###\n")
  print(summary(adf_sonuclari[[col]]))
  cat("\n--------------------------\n")
}

## ### ADF Testi Sonucu: YF_Fon_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28759.3    415.4    490.3   1419.7   6559.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -416.3335   878.0559  -0.474    0.638    
## z.lag.1       -1.2824     0.2601  -4.930 2.12e-05 ***
## z.diff.lag     0.1036     0.1706   0.607    0.548    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5314 on 34 degrees of freedom
## Multiple R-squared:  0.5854, Adjusted R-squared:  0.5611 
## F-statistic: 24.01 on 2 and 34 DF,  p-value: 3.155e-07
## 
## 
## Value of test-statistic is: -4.9302 12.1537 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Fon_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -28141.0    440.7    493.2   1335.3   5496.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -444.89815  856.88075  -0.519    0.607    
## z.lag.1       -1.23770    0.25752  -4.806 3.06e-05 ***
## z.diff.lag     0.08974    0.17086   0.525    0.603    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5180 on 34 degrees of freedom
## Multiple R-squared:  0.5713, Adjusted R-squared:  0.5461 
## F-statistic: 22.66 on 2 and 34 DF,  p-value: 5.577e-07
## 
## 
## Value of test-statistic is: -4.8062 11.55 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: YF_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -56934    855   1004   2754  12051 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -860.60497 1732.36272  -0.497    0.623    
## z.lag.1       -1.25805    0.25885  -4.860 2.61e-05 ***
## z.diff.lag     0.09515    0.17076   0.557    0.581    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 10480 on 34 degrees of freedom
## Multiple R-squared:  0.5782, Adjusted R-squared:  0.5534 
## F-statistic:  23.3 on 2 and 34 DF,  p-value: 4.237e-07
## 
## 
## Value of test-statistic is: -4.8601 11.8105 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -19143.2  -1018.0    524.9    548.4  14022.2 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -526.57105  817.73763  -0.644    0.524    
## z.lag.1       -1.24168    0.25635  -4.844 2.74e-05 ***
## z.diff.lag     0.09487    0.16958   0.559    0.580    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4933 on 34 degrees of freedom
## Multiple R-squared:  0.5709, Adjusted R-squared:  0.5457 
## F-statistic: 22.62 on 2 and 34 DF,  p-value: 5.668e-07
## 
## 
## Value of test-statistic is: -4.8438 11.7313 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Doviz_Satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -34643   -183    714    729  10574 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -712.58362 1166.71256  -0.611 0.545419    
## z.lag.1       -1.03662    0.24590  -4.216 0.000174 ***
## z.diff.lag    -0.01472    0.16995  -0.087 0.931502    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7049 on 34 degrees of freedom
## Multiple R-squared:  0.5291, Adjusted R-squared:  0.5014 
## F-statistic:  19.1 on 2 and 34 DF,  p-value: 2.757e-06
## 
## 
## Value of test-statistic is: -4.2156 8.8932 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Arbitraj ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -12315.5     58.7    124.0    257.1   3879.4 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -122.0346   401.9541  -0.304 0.763280    
## z.lag.1       -1.0619     0.2647  -4.011 0.000313 ***
## z.diff.lag    -0.1250     0.1698  -0.736 0.466897    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2439 on 34 degrees of freedom
## Multiple R-squared:  0.6129, Adjusted R-squared:  0.5902 
## F-statistic: 26.92 on 2 and 34 DF,  p-value: 9.824e-08
## 
## 
## Value of test-statistic is: -4.0114 8.0464 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: D_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -65825   -502   1308   1435  25655 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.307e+03  2.273e+03  -0.575 0.569192    
## z.lag.1     -1.064e+00  2.521e-01  -4.220 0.000172 ***
## z.diff.lag  -2.824e-02  1.704e-01  -0.166 0.869381    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 13730 on 34 degrees of freedom
## Multiple R-squared:  0.5484, Adjusted R-squared:  0.5218 
## F-statistic: 20.64 on 2 and 34 DF,  p-value: 1.352e-06
## 
## 
## Value of test-statistic is: -4.2201 8.9076 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Acilis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -27006.5    598.0    832.1   1026.3   5989.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -8.289e+02  8.590e+02  -0.965    0.341    
## z.lag.1     -1.132e+00  2.561e-01  -4.420 9.56e-05 ***
## z.diff.lag   8.165e-03  1.708e-01   0.048    0.962    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5109 on 34 degrees of freedom
## Multiple R-squared:  0.5616, Adjusted R-squared:  0.5358 
## F-statistic: 21.78 on 2 and 34 DF,  p-value: 8.169e-07
## 
## 
## Value of test-statistic is: -4.4205 9.771 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Kapanis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -17248.3     44.3    411.1    424.1   5640.1 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -410.13884  593.77786  -0.691    0.494    
## z.lag.1       -1.10957    0.25184  -4.406 9.98e-05 ***
## z.diff.lag     0.01123    0.16957   0.066    0.948    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3577 on 34 degrees of freedom
## Multiple R-squared:  0.5489, Adjusted R-squared:  0.5224 
## F-statistic: 20.69 on 2 and 34 DF,  p-value: 1.324e-06
## 
## 
## Value of test-statistic is: -4.4058 9.7088 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: VH_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -44253    677   1238   1267   9921 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.236e+03  1.439e+03  -0.859    0.396    
## z.lag.1     -1.122e+00  2.545e-01  -4.408 9.91e-05 ***
## z.diff.lag   7.527e-03  1.703e-01   0.044    0.965    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 8606 on 34 degrees of freedom
## Multiple R-squared:  0.5569, Adjusted R-squared:  0.5309 
## F-statistic: 21.37 on 2 and 34 DF,  p-value: 9.772e-07
## 
## 
## Value of test-statistic is: -4.4082 9.7177 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Repo_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4100.1   -73.2   183.0   185.4  1329.8 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -184.1273   147.7652  -1.246    0.221    
## z.lag.1       -1.3132     0.2709  -4.848  2.7e-05 ***
## z.diff.lag     0.0430     0.1708   0.252    0.803    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 861.7 on 34 degrees of freedom
## Multiple R-squared:  0.631,  Adjusted R-squared:  0.6093 
## F-statistic: 29.07 on 2 and 34 DF,  p-value: 4.364e-08
## 
## 
## Value of test-statistic is: -4.8477 11.7597 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerçeklesen_HSİ ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -67099    786   1075   7128  32604 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1064.9430  2679.1607  -0.397   0.6935    
## z.lag.1        -1.7071     0.2639  -6.469 2.13e-07 ***
## z.diff.lag      0.2956     0.1625   1.819   0.0777 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 16240 on 34 degrees of freedom
## Multiple R-squared:  0.6922, Adjusted R-squared:  0.6741 
## F-statistic: 38.24 on 2 and 34 DF,  p-value: 1.993e-09
## 
## 
## Value of test-statistic is: -6.469 20.9327 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono _alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2122.76    17.78    20.35    36.07  2954.24 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -19.7792   149.4414  -0.132    0.895    
## z.lag.1      -1.3554     0.2497  -5.428 4.77e-06 ***
## z.diff.lag    0.2176     0.1673   1.301    0.202    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 908.8 on 34 degrees of freedom
## Multiple R-squared:  0.5776, Adjusted R-squared:  0.5527 
## F-statistic: 23.24 on 2 and 34 DF,  p-value: 4.341e-07
## 
## 
## Value of test-statistic is: -5.4285 14.7343 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Tahvil_ve_bono_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2151.47    -2.16     7.89    10.38  2747.09 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -8.4014   135.3862  -0.062   0.9509    
## z.lag.1      -1.4213     0.2372  -5.991 8.83e-07 ***
## z.diff.lag    0.3269     0.1621   2.017   0.0517 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 823.5 on 34 degrees of freedom
## Multiple R-squared:  0.5852, Adjusted R-squared:  0.5608 
## F-statistic: 23.98 on 2 and 34 DF,  p-value: 3.185e-07
## 
## 
## Value of test-statistic is: -5.9915 17.9488 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: TB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -4283.0   -21.9    29.0    49.8  5702.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.2963   284.4751  -0.099    0.921    
## z.lag.1      -1.3873     0.2438  -5.691 2.17e-06 ***
## z.diff.lag    0.2716     0.1650   1.646    0.109    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1730 on 34 degrees of freedom
## Multiple R-squared:  0.579,  Adjusted R-squared:  0.5543 
## F-statistic: 23.38 on 2 and 34 DF,  p-value: 4.096e-07
## 
## 
## Value of test-statistic is: -5.691 16.1939 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_alis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2130.10    24.74    28.65    35.81  2262.48 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -28.3756   110.7009  -0.256    0.799    
## z.lag.1      -1.4016     0.2483  -5.644  2.5e-06 ***
## z.diff.lag    0.2505     0.1656   1.513    0.140    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 672.8 on 34 degrees of freedom
## Multiple R-squared:  0.5885, Adjusted R-squared:  0.5643 
## F-statistic: 24.31 on 2 and 34 DF,  p-value: 2.786e-07
## 
## 
## Value of test-statistic is: -5.6439 15.9272 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Altin_satis ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1784.69   -32.22    44.65    51.29  1292.68 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -44.8470   103.6252  -0.433   0.6679    
## z.lag.1      -1.5733     0.2516  -6.254 4.04e-07 ***
## z.diff.lag    0.2917     0.1569   1.859   0.0717 .  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 628.4 on 34 degrees of freedom
## Multiple R-squared:  0.6449, Adjusted R-squared:  0.624 
## F-statistic: 30.88 on 2 and 34 DF,  p-value: 2.267e-08
## 
## 
## Value of test-statistic is: -6.2541 19.5573 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: A_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -3928.8  -203.0    72.1    86.7  3412.4 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -73.5889   196.7334  -0.374   0.7107    
## z.lag.1      -1.4340     0.2349  -6.106 6.28e-07 ***
## z.diff.lag    0.3350     0.1581   2.119   0.0415 *  
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1194 on 34 degrees of freedom
## Multiple R-squared:  0.5911, Adjusted R-squared:  0.5671 
## F-statistic: 24.58 on 2 and 34 DF,  p-value: 2.497e-07
## 
## 
## Value of test-statistic is: -6.1058 18.6407 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Gerceklesen_VOB_islemleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -16952.7    174.3    235.6    717.0  17733.6 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -2.230e+02  1.065e+03  -0.209    0.835    
## z.lag.1     -1.350e+00  2.806e-01  -4.812 3.01e-05 ***
## z.diff.lag   7.355e-03  1.714e-01   0.043    0.966    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 6471 on 34 degrees of freedom
## Multiple R-squared:  0.6702, Adjusted R-squared:  0.6508 
## F-statistic: 34.55 on 2 and 34 DF,  p-value: 6.459e-09
## 
## 
## Value of test-statistic is: -4.8119 11.5782 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -271124    4428    4937    6316   59860 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -4.835e+03  8.667e+03  -0.558    0.581    
## z.lag.1     -1.239e+00  2.626e-01  -4.716 3.99e-05 ***
## z.diff.lag   5.356e-02  1.712e-01   0.313    0.756    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 52320 on 34 degrees of freedom
## Multiple R-squared:  0.589,  Adjusted R-squared:  0.5649 
## F-statistic: 24.37 on 2 and 34 DF,  p-value: 2.721e-07
## 
## 
## Value of test-statistic is: -4.7164 11.1223 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Fatura_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -10723.6    234.1    239.7    465.8   2186.9 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -234.51564  342.92805  -0.684    0.499    
## z.lag.1       -1.27592    0.26088  -4.891 2.38e-05 ***
## z.diff.lag     0.09371    0.17073   0.549    0.587    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2064 on 34 degrees of freedom
## Multiple R-squared:  0.5869, Adjusted R-squared:  0.5626 
## F-statistic: 24.15 on 2 and 34 DF,  p-value: 2.971e-07
## 
## 
## Value of test-statistic is: -4.8909 11.9606 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Vergi _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -25227.0    548.4    577.8    935.4   3360.7 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -555.20683  758.50238  -0.732    0.469    
## z.lag.1       -1.16078    0.25160  -4.614 5.41e-05 ***
## z.diff.lag     0.06213    0.17036   0.365    0.718    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4567 on 34 degrees of freedom
## Multiple R-squared:  0.5497, Adjusted R-squared:  0.5232 
## F-statistic: 20.75 on 2 and 34 DF,  p-value: 1.288e-06
## 
## 
## Value of test-statistic is: -4.6136 10.6454 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: İB_SSKveBag-kur _prim _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -8205.3    57.6   132.1   191.6  3060.5 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -128.9942   266.3941  -0.484    0.631    
## z.lag.1       -1.1723     0.2488  -4.712 4.05e-05 ***
## z.diff.lag     0.0975     0.1703   0.572    0.571    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1614 on 34 degrees of freedom
## Multiple R-squared:  0.5392, Adjusted R-squared:  0.5121 
## F-statistic:  19.9 on 2 and 34 DF,  p-value: 1.902e-06
## 
## 
## Value of test-statistic is: -4.7116 11.1009 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Kredi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -6560.1   131.7   135.4   286.9  1986.1 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -130.92876  205.48346  -0.637    0.528    
## z.lag.1       -1.31338    0.26971  -4.870 2.53e-05 ***
## z.diff.lag     0.05227    0.17078   0.306    0.761    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1241 on 34 degrees of freedom
## Multiple R-squared:  0.6258, Adjusted R-squared:  0.6037 
## F-statistic: 28.42 on 2 and 34 DF,  p-value: 5.542e-08
## 
## 
## Value of test-statistic is: -4.8696 11.8582 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Diger_odemeler ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -7841.7    65.5    77.2   298.1  1503.5 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -61.50377  236.11242  -0.260 0.796061    
## z.lag.1      -1.12480    0.25911  -4.341 0.000121 ***
## z.diff.lag   -0.01602    0.17086  -0.094 0.925857    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 1433 on 34 degrees of freedom
## Multiple R-squared:  0.5723, Adjusted R-squared:  0.5472 
## F-statistic: 22.75 on 2 and 34 DF,  p-value: 5.355e-07
## 
## 
## Value of test-statistic is: -4.3409 9.4219 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -59564   1103   1150   2436  10017 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.099e+03  1.786e+03  -0.615    0.542    
## z.lag.1     -1.187e+00  2.536e-01  -4.679 4.47e-05 ***
## z.diff.lag   7.465e-02  1.707e-01   0.437    0.665    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 10780 on 34 degrees of freedom
## Multiple R-squared:  0.5552, Adjusted R-squared:  0.529 
## F-statistic: 21.22 on 2 and 34 DF,  p-value: 1.045e-06
## 
## 
## Value of test-statistic is: -4.6787 10.9459 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Fatura_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -12282.8     30.0     45.2    692.6   2576.1 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -29.37849  370.02681  -0.079    0.937    
## z.lag.1      -1.14250    0.25062  -4.559 6.36e-05 ***
## z.diff.lag    0.06531    0.17112   0.382    0.705    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 2250 on 34 degrees of freedom
## Multiple R-squared:  0.5382, Adjusted R-squared:  0.5111 
## F-statistic: 19.81 on 2 and 34 DF,  p-value: 1.974e-06
## 
## 
## Value of test-statistic is: -4.5588 10.3912 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Vergi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2584.52     8.33    15.49   129.47   593.84 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -7.07351   80.45471  -0.088    0.930    
## z.lag.1     -1.24124    0.26281  -4.723 3.92e-05 ***
## z.diff.lag   0.05081    0.17101   0.297    0.768    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 489.4 on 34 degrees of freedom
## Multiple R-squared:  0.5924, Adjusted R-squared:  0.5684 
## F-statistic: 24.71 on 2 and 34 DF,  p-value: 2.368e-07
## 
## 
## Value of test-statistic is: -4.723 11.1545 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_SSKveBag-kur_prim _odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2403.49     2.36    13.31   134.33   473.84 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -0.2926    73.1778  -0.004    0.997    
## z.lag.1      -1.2130     0.2500  -4.851 2.68e-05 ***
## z.diff.lag    0.1236     0.1702   0.726    0.473    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 445.1 on 34 degrees of freedom
## Multiple R-squared:  0.5469, Adjusted R-squared:  0.5202 
## F-statistic: 20.52 on 2 and 34 DF,  p-value: 1.432e-06
## 
## 
## Value of test-statistic is: -4.8513 11.7676 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MBKredi_odemeleri ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -17883.7     49.5     99.3    909.8   3564.0 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -28.015    534.391  -0.052    0.958    
## z.lag.1       -1.175      0.245  -4.794 3.17e-05 ***
## z.diff.lag     0.131      0.170   0.770    0.446    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3250 on 34 degrees of freedom
## Multiple R-squared:  0.5275, Adjusted R-squared:  0.4997 
## F-statistic: 18.98 on 2 and 34 DF,  p-value: 2.913e-06
## 
## 
## Value of test-statistic is: -4.7941 11.4915 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Diger_odemeler ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1792.95    12.45    17.34   137.32   384.81 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -11.2990    59.8439  -0.189    0.851    
## z.lag.1      -1.2611     0.2558  -4.929 2.12e-05 ***
## z.diff.lag    0.1167     0.1702   0.686    0.497    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 363.8 on 34 degrees of freedom
## Multiple R-squared:  0.5709, Adjusted R-squared:  0.5456 
## F-statistic: 22.62 on 2 and 34 DF,  p-value: 5.674e-07
## 
## 
## Value of test-statistic is: -4.9291 12.1485 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -43447    111    242   1631   8600 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -76.0983  1316.7508  -0.058    0.954    
## z.lag.1       -1.2300     0.2511  -4.898 2.33e-05 ***
## z.diff.lag     0.1282     0.1701   0.754    0.456    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 8009 on 34 degrees of freedom
## Multiple R-squared:  0.5527, Adjusted R-squared:  0.5264 
## F-statistic:    21 on 2 and 34 DF,  p-value: 1.15e-06
## 
## 
## Value of test-statistic is: -4.898 11.9955 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_EFT ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -495691    2205    8977   12485   94643 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -8.730e+03  1.499e+04  -0.582    0.564    
## z.lag.1     -1.176e+00  2.562e-01  -4.590 5.81e-05 ***
## z.diff.lag   4.763e-02  1.710e-01   0.279    0.782    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 90540 on 34 degrees of freedom
## Multiple R-squared:  0.5624, Adjusted R-squared:  0.5367 
## F-statistic: 21.85 on 2 and 34 DF,  p-value: 7.908e-07
## 
## 
## Value of test-statistic is: -4.5899 10.5342 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: KendiHes_TP_Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -224867    3246    3430    6976   46583 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -3.214e+03  6.832e+03  -0.470 0.641065    
## z.lag.1     -1.104e+00  2.596e-01  -4.251 0.000157 ***
## z.diff.lag  -4.581e-02  1.708e-01  -0.268 0.790149    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 41360 on 34 degrees of freedom
## Multiple R-squared:  0.5798, Adjusted R-squared:  0.5551 
## F-statistic: 23.45 on 2 and 34 DF,  p-value: 3.974e-07
## 
## 
## Value of test-statistic is: -4.2514 9.0393 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: KendiHes_YP_Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -18680.2   -822.4    205.0    229.1  22015.1 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)   
## (Intercept) -202.5747   925.2871  -0.219  0.82801   
## z.lag.1       -0.8240     0.2349  -3.508  0.00129 **
## z.diff.lag    -0.1424     0.1695  -0.841  0.40644   
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 5621 on 34 degrees of freedom
## Multiple R-squared:  0.4911, Adjusted R-squared:  0.4611 
## F-statistic:  16.4 on 2 and 34 DF,  p-value: 1.031e-05
## 
## 
## Value of test-statistic is: -3.5082 6.1546 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_KendiHes_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -245183    3356    3498    7075   52213 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -3.365e+03  7.435e+03  -0.453 0.653699    
## z.lag.1     -1.065e+00  2.564e-01  -4.154 0.000208 ***
## z.diff.lag  -5.713e-02  1.707e-01  -0.335 0.739878    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 45030 on 34 degrees of freedom
## Multiple R-squared:  0.5668, Adjusted R-squared:  0.5413 
## F-statistic: 22.24 on 2 and 34 DF,  p-value: 6.661e-07
## 
## 
## Value of test-statistic is: -4.1544 8.6315 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Ucuncu_sahis_TP Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -212049    3439    3616    7512   50040 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -3.427e+03  6.651e+03  -0.515    0.610    
## z.lag.1     -1.161e+00  2.570e-01  -4.519 7.16e-05 ***
## z.diff.lag   2.837e-02  1.710e-01   0.166    0.869    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 40240 on 34 degrees of freedom
## Multiple R-squared:  0.5652, Adjusted R-squared:  0.5396 
## F-statistic:  22.1 on 2 and 34 DF,  p-value: 7.104e-07
## 
## 
## Value of test-statistic is: -4.5188 10.2109 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Ucuncu_sahis_YP Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -39706    523    552   1328   5397 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -536.6703  1179.7320  -0.455 0.652066    
## z.lag.1       -1.0962     0.2503  -4.380 0.000108 ***
## z.diff.lag     0.0265     0.1710   0.155 0.877779    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7139 on 34 degrees of freedom
## Multiple R-squared:  0.5343, Adjusted R-squared:  0.5069 
## F-statistic:  19.5 on 2 and 34 DF,  p-value: 2.282e-06
## 
## 
## Value of test-statistic is: -4.3797 9.591 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Ucuncu_sahis_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -251865    3962    4113    7266   54035 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -3.951e+03  7.775e+03  -0.508    0.615    
## z.lag.1     -1.147e+00  2.561e-01  -4.479 8.05e-05 ***
## z.diff.lag   2.346e-02  1.710e-01   0.137    0.892    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 47030 on 34 degrees of freedom
## Multiple R-squared:  0.5608, Adjusted R-squared:  0.535 
## F-statistic: 21.71 on 2 and 34 DF,  p-value: 8.412e-07
## 
## 
## Value of test-statistic is: -4.4789 10.031 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Havale_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -498515    7308    7680   16394   79503 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -7.257e+03  1.504e+04  -0.482 0.632564    
## z.lag.1     -1.099e+00  2.558e-01  -4.298 0.000137 ***
## z.diff.lag  -1.766e-02  1.710e-01  -0.103 0.918334    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 91030 on 34 degrees of freedom
## Multiple R-squared:   0.56,  Adjusted R-squared:  0.5341 
## F-statistic: 21.64 on 2 and 34 DF,  p-value: 8.677e-07
## 
## 
## Value of test-statistic is: -4.2983 9.2388 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Doviz_Trans ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -38696    173    256   1010   7805 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -224.31125 1172.67546  -0.191 0.849443    
## z.lag.1       -0.98762    0.24327  -4.060 0.000273 ***
## z.diff.lag    -0.01981    0.17139  -0.116 0.908666    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7127 on 34 degrees of freedom
## Multiple R-squared:  0.5042, Adjusted R-squared:  0.475 
## F-statistic: 17.29 on 2 and 34 DF,  p-value: 6.618e-06
## 
## 
## Value of test-statistic is: -4.0597 8.241 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: IB_Doviz_Trans_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1035193    16170    16668    30283   181004 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1.603e+04  3.104e+04  -0.517   0.6088    
## z.lag.1     -1.125e+00  2.554e-01  -4.405   0.0001 ***
## z.diff.lag   9.510e-03  1.711e-01   0.056   0.9560    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 187700 on 34 degrees of freedom
## Multiple R-squared:  0.5576, Adjusted R-squared:  0.5315 
## F-statistic: 21.42 on 2 and 34 DF,  p-value: 9.541e-07
## 
## 
## Value of test-statistic is: -4.4045 9.7009 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_EFT ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -472014    1663    3397   22855  104513 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1019.3311 14305.7542  -0.071    0.944    
## z.lag.1        -1.2542     0.2548  -4.922 2.17e-05 ***
## z.diff.lag      0.1193     0.1702   0.701    0.488    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 87010 on 34 degrees of freedom
## Multiple R-squared:  0.5666, Adjusted R-squared:  0.5411 
## F-statistic: 22.22 on 2 and 34 DF,  p-value: 6.721e-07
## 
## 
## Value of test-statistic is: -4.9216 12.1112 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_TP_Havale...13 ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -105124     303     502    3637   20630 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -201.3888  3214.0072  -0.063     0.95    
## z.lag.1       -1.2186     0.2531  -4.814 2.99e-05 ***
## z.diff.lag     0.1055     0.1705   0.619     0.54    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 19550 on 34 degrees of freedom
## Multiple R-squared:  0.5562, Adjusted R-squared:  0.5301 
## F-statistic: 21.31 on 2 and 34 DF,  p-value: 1.005e-06
## 
## 
## Value of test-statistic is: -4.8137 11.5862 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_YP Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -3555.8     2.4    19.9   101.8  1072.2 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  -8.07871  112.23132  -0.072 0.943037    
## z.lag.1      -1.02736    0.23874  -4.303 0.000135 ***
## z.diff.lag    0.05544    0.17113   0.324 0.747962    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 682.7 on 34 degrees of freedom
## Multiple R-squared:  0.4885, Adjusted R-squared:  0.4584 
## F-statistic: 16.23 on 2 and 34 DF,  p-value: 1.123e-05
## 
## 
## Value of test-statistic is: -4.3033 9.2598 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_KendiHes_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -108838     328     487    3551   20489 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -209.1377  3321.8857  -0.063    0.950    
## z.lag.1       -1.2096     0.2527  -4.787 3.24e-05 ***
## z.diff.lag     0.1022     0.1706   0.599    0.553    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 20210 on 34 degrees of freedom
## Multiple R-squared:  0.5535, Adjusted R-squared:  0.5272 
## F-statistic: 21.07 on 2 and 34 DF,  p-value: 1.115e-06
## 
## 
## Value of test-statistic is: -4.7873 11.4593 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_TP_Havale...16 ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -240333     752    1398   11120   69122 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -671.95848 7593.88045  -0.088    0.930    
## z.lag.1       -1.26004    0.26097  -4.828 2.86e-05 ***
## z.diff.lag     0.08049    0.17089   0.471    0.641    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 46190 on 34 degrees of freedom
## Multiple R-squared:  0.5859, Adjusted R-squared:  0.5615 
## F-statistic: 24.05 on 2 and 34 DF,  p-value: 3.101e-07
## 
## 
## Value of test-statistic is: -4.8283 11.6564 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_YP_Havale ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -19004.1     51.2     89.3   1010.4   3533.9 
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -42.99044  561.73280  -0.077    0.939    
## z.lag.1      -1.07066    0.24118  -4.439 9.05e-05 ***
## z.diff.lag    0.07543    0.17094   0.441    0.662    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 3417 on 34 degrees of freedom
## Multiple R-squared:  0.5008, Adjusted R-squared:  0.4714 
## F-statistic: 17.05 on 2 and 34 DF,  p-value: 7.43e-06
## 
## 
## Value of test-statistic is: -4.4392 9.8538 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Ucuncu_sahis_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -259879     799    1472   11748   70125 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -713.04365 8131.09909  -0.088    0.931    
## z.lag.1       -1.24443    0.25955  -4.795 3.17e-05 ***
## z.diff.lag     0.07902    0.17091   0.462    0.647    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 49450 on 34 degrees of freedom
## Multiple R-squared:  0.5794, Adjusted R-squared:  0.5546 
## F-statistic: 23.42 on 2 and 34 DF,  p-value: 4.04e-07
## 
## 
## Value of test-statistic is: -4.7945 11.4939 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Havale_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -368952    1065    1897   16455   86060 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -9.199e+02  1.142e+04  -0.081    0.936    
## z.lag.1     -1.233e+00  2.574e-01  -4.791  3.2e-05 ***
## z.diff.lag   8.612e-02  1.708e-01   0.504    0.617    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 69470 on 34 degrees of freedom
## Multiple R-squared:  0.571,  Adjusted R-squared:  0.5458 
## F-statistic: 22.63 on 2 and 34 DF,  p-value: 5.637e-07
## 
## 
## Value of test-statistic is: -4.7914 11.4791 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Doviz_Trans ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -2249.77     2.02     9.04   120.57   526.15 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -0.67868   69.79037  -0.010    0.992    
## z.lag.1     -1.17023    0.24935  -4.693 4.28e-05 ***
## z.diff.lag   0.09643    0.17067   0.565    0.576    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 424.5 on 34 degrees of freedom
## Multiple R-squared:  0.538,  Adjusted R-squared:  0.5109 
## F-statistic:  19.8 on 2 and 34 DF,  p-value: 1.988e-06
## 
## 
## Value of test-statistic is: -4.6931 11.0126 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------
## ### ADF Testi Sonucu: MB_Doviz_Trans_Toplam ###
## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -844568    2853    4866   41445  181255 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept) -1931.0612 25602.6609  -0.075     0.94    
## z.lag.1        -1.2383     0.2552  -4.853 2.66e-05 ***
## z.diff.lag      0.1055     0.1705   0.619     0.54    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 155700 on 34 degrees of freedom
## Multiple R-squared:  0.5651, Adjusted R-squared:  0.5395 
## F-statistic: 22.09 on 2 and 34 DF,  p-value: 7.128e-07
## 
## 
## Value of test-statistic is: -4.8527 11.7744 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.58 -2.93 -2.60
## phi1  7.06  4.86  3.94
## 
## 
## --------------------------