Ödev 5

Nüfus artışı (yıllık %) ve GSYİH büyümesi (yıllık %)

library(WDI)
dm = WDI(indicator=c(nüf='SP.POP.GROW', gdp='NY.GDP.MKTP.KD.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

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

dm.ts<-dm.ts[,c("nüf","gdp")]

plot(dm.ts[,"nüf"], ylab="Popülasyon")

plot(dm.ts[,"gdp"], ylab="GSYİH")

gecikmeliun <- data.frame(cbind(dm.ts[,"nüf"], lag(dm.ts[,"nüf"],-1)))
names(gecikmeliun) <- c("nüf","nüf1gec")
head(gecikmeliun)

##        nüf  nüf1gec
## 1 1.642780       NA
## 2 1.610070 1.642780
## 3 1.594180 1.610070
## 4 1.589415 1.594180
## 5 1.589088 1.589415
## 6 1.584884 1.589088

acf(dm.ts[,"nüf"])

acf(dm.ts[,"gdp"])

popülasyon <- dm.ts[,"nüf"]
gsyih <- dm.ts[,"gdp"]

büyüme.reg <- dynlm(popülasyon~gsyih)
summary(büyüme.reg)

## 
## Time series regression with "ts" data:
## Start = 1992, End = 2020
## 
## Call:
## dynlm(formula = popülasyon ~ gsyih)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -0.38206 -0.13450  0.07792  0.11676  0.21556 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 1.454378   0.044460  32.712   <2e-16 ***
## gsyih       0.006621   0.007031   0.942    0.355    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.1681 on 27 degrees of freedom
## Multiple R-squared:  0.03179,    Adjusted R-squared:  -0.004068 
## F-statistic: 0.8866 on 1 and 27 DF,  p-value: 0.3548

uhat <- resid(büyüme.reg)
plot(uhat)

acf(uhat)

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

## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  büyüme.reg
## LM test = 67.227, df1 = 1, df2 = 26, p-value = 1.112e-08

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

## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  büyüme.reg
## LM test = 20.912, df = 1, p-value = 4.808e-06

library(sandwich)
coeftest(büyüme.reg, vcov.=vcovHAC(büyüme.reg))

## 
## t test of coefficients:
## 
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 1.4543783  0.0656032 22.1693   <2e-16 ***
## gsyih       0.0066205  0.0069964  0.9463   0.3524    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

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

## 
## t test of coefficients:
## 
##              Estimate Std. Error t value  Pr(>|t|)    
## (Intercept) 1.4543783  0.2681550  5.4236 9.779e-06 ***
## gsyih       0.0066205  0.0095343  0.6944    0.4934    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

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

## 
## t test of coefficients:
## 
##              Estimate Std. Error t value  Pr(>|t|)    
## (Intercept) 1.4543783  0.2643669  5.5014 7.945e-06 ***
## gsyih       0.0066205  0.0095796  0.6911    0.4954    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1