odev 5

Ekilebilir arazi (arazi alanının yüzdesi) ve Ekilebilir arazi (kişi başı hektar)

library(WDI)
df = WDI(indicator=c(eyuz='AG.LND.ARBL.ZS', ehek='AG.LND.ARBL.HA.PC' ), country=c('TR'),  start=1992, end=2020)

library(dynlm)

## Zorunlu paket yükleniyor: zoo

## 
## Attaching package: 'zoo'

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

df.ts <- ts(df, start=c(1992), end=c(2020),frequency=1)

df.ts<-df.ts[,c("eyuz","ehek")]

plot(df.ts[,"eyuz"], ylab="arazi alaninin yuzdesi")

plot(df.ts[,"ehek"], ylab="kisi basi hektar")

gecikmelieyuz <- data.frame(cbind(df.ts[,"eyuz"], lag(df.ts[,"eyuz"],-1)))
names(gecikmelieyuz) <- c("eyuz","eyuz1gec")
head(gecikmelieyuz)

##       eyuz eyuz1gec
## 1 31.85167       NA
## 2 31.80879 31.85167
## 3 32.09984 31.80879
## 4 32.03357 32.09984
## 5 31.85167 32.03357
## 6 31.56972 31.85167

ekilebilirarazi <- df.ts[,"ehek"]
deltahektar <- diff(df.ts[,"eyuz"])
plot(ekilebilirarazi)

plot(deltahektar)

phillips.reg <- dynlm(ekilebilirarazi~deltahektar)
summary(phillips.reg)

## 
## Time series regression with "ts" data:
## Start = 1993, End = 2018
## 
## Call:
## dynlm(formula = ekilebilirarazi ~ deltahektar)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -0.09172 -0.06383  0.01261  0.05217  0.09060 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.34291    0.01364  25.144   <2e-16 ***
## deltahektar  0.03264    0.02668   1.223    0.233    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.06144 on 24 degrees of freedom
##   (0 observations deleted due to missingness)
## Multiple R-squared:  0.05868,    Adjusted R-squared:  0.01945 
## F-statistic: 1.496 on 1 and 24 DF,  p-value: 0.2332

uhat <- resid(phillips.reg)
plot(uhat)

acf(uhat)

library(lmtest)
bgtest(phillips.reg, order=1, type="F")

## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  phillips.reg
## LM test = 114.84, df1 = 1, df2 = 23, p-value = 2.04e-10

library(lmtest)
bgtest(phillips.reg, order=1, type="Chisq")

## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  phillips.reg
## LM test = 21.662, df = 1, p-value = 3.252e-06

library(sandwich)

## Warning: package 'sandwich' was built under R version 4.1.3

coeftest(phillips.reg, vcov.=vcovHAC(phillips.reg))

## 
## t test of coefficients:
## 
##             Estimate Std. Error t value  Pr(>|t|)    
## (Intercept) 0.342915   0.025623 13.3830 1.266e-12 ***
## deltahektar 0.032638   0.021508  1.5175    0.1422    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

coeftest(phillips.reg, vcov.=NeweyWest(phillips.reg))

## 
## t test of coefficients:
## 
##             Estimate Std. Error t value  Pr(>|t|)    
## (Intercept) 0.342915   0.073086  4.6919 9.089e-05 ***
## deltahektar 0.032638   0.031695  1.0298    0.3134    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

coeftest(phillips.reg, vcov.=kernHAC(phillips.reg))

## 
## t test of coefficients:
## 
##             Estimate Std. Error t value  Pr(>|t|)    
## (Intercept) 0.342915   0.069958  4.9017 5.334e-05 ***
## deltahektar 0.032638   0.031784  1.0269    0.3147    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1