##SORU

library(WDI)
df = WDI(indicator=c(un='SL.UEM.TOTL.ZS', enf='FP.CPI.TOTL.ZG' ), country=c('TR'),  start=1992, end=2020)
library(dynlm)
## Loading required package: 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)
head(df.ts)
##      iso2c country year   un       enf
## [1,]     1       1 1992 8.51  70.07610
## [2,]     1       1 1993 8.96  66.09384
## [3,]     1       1 1994 8.58 105.21499
## [4,]     1       1 1995 7.64  89.11332
## [5,]     1       1 1996 6.63  80.41215
## [6,]     1       1 1997 6.84  85.66936
plot(df.ts[,"un"], ylab="iÅŸsizlik")

acf(df.ts[,"un"])

acf(df.ts[,"enf"])

enflasyon <- df.ts[,"enf"]
deltaissizlik <- diff(df.ts[,"un"])
plot(enflasyon)

plot(deltaissizlik)

phillips.reg <- dynlm(enflasyon~deltaissizlik)
summary(phillips.reg)
## 
## Time series regression with "ts" data:
## Start = 1993, End = 2020
## 
## Call:
## dynlm(formula = enflasyon ~ deltaissizlik)
## 
## Residuals:
##    Min     1Q Median     3Q    Max 
## -30.44 -24.05 -20.79  27.40  71.41 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept)     33.002      6.331   5.213 1.92e-05 ***
## deltaissizlik   -2.103      5.163  -0.407    0.687    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 33.2 on 26 degrees of freedom
## Multiple R-squared:  0.00634,    Adjusted R-squared:  -0.03188 
## F-statistic: 0.1659 on 1 and 26 DF,  p-value: 0.6871
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 = 131.8, df1 = 1, df2 = 25, p-value = 1.844e-11