Seçtiğim Kodlar SL.TLF.TOTL.IN=iş gücü toplam ve NY.GDP.MKTP.KD.ZG=GSYİH büyümesi (yıllık %)
df = WDI(indicator=c(LaborForce='SL.TLF.TOTL.IN',GDPgrowth='NY.GDP.MKTP.KD.ZG' ), country=c('TR'), start=1995, end=2020)
library(dynlm)
## Warning: package 'dynlm' was built under R version 4.1.3
## 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(1995), end=c(2020),frequency=1)
df.ts<-df.ts[,c("LaborForce","GDPgrowth")]
plot(df.ts[,"LaborForce"], ylab="İşgücü")
plot(df.ts[,"GDPgrowth"], ylab="GSYİH Büyümesi")
gecikmeliun <- data.frame(cbind(df.ts[,"LaborForce"], lag(df.ts[,"LaborForce"],-1)))
names(gecikmeliun) <- c("LaborForce","LaborForce1gec")
head(gecikmeliun)
## LaborForce LaborForce1gec
## 1 21201813 NA
## 2 21547195 21201813
## 3 21567503 21547195
## 4 22168095 21567503
## 5 22625906 22168095
## 6 21921325 22625906
acf(df.ts[,"LaborForce"])
acf(df.ts[,"GDPgrowth"])
GSYİHbüyümesi <- df.ts[,"GDPgrowth"]
deltaİşgücü <- diff(df.ts[,"LaborForce"])
plot(GSYİHbüyümesi)
plot(deltaİşgücü)
GSYİHbüyümesi.reg <- dynlm(GSYİHbüyümesi~deltaİşgücü)
summary(GSYİHbüyümesi.reg)
##
## Time series regression with "ts" data:
## Start = 1996, End = 2020
##
## Call:
## dynlm(formula = GSYİHbüyümesi ~ deltaİşgücü)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.335 -2.200 1.226 2.847 6.546
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.548e+00 1.064e+00 4.272 0.000286 ***
## deltaİşgücü 9.462e-08 1.364e-06 0.069 0.945295
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 4.499 on 23 degrees of freedom
## Multiple R-squared: 0.0002092, Adjusted R-squared: -0.04326
## F-statistic: 0.004812 on 1 and 23 DF, p-value: 0.9453
uhat <- resid(GSYİHbüyümesi.reg)
plot(uhat)
acf(uhat)
library(lmtest)
bgtest(GSYİHbüyümesi.reg, order=1, type="F")
##
## Breusch-Godfrey test for serial correlation of order up to 1
##
## data: GSYİHbüyümesi.reg
## LM test = 0.10319, df1 = 1, df2 = 22, p-value = 0.7511
library(lmtest)
bgtest(GSYİHbüyümesi.reg, order=1, type="Chisq")
##
## Breusch-Godfrey test for serial correlation of order up to 1
##
## data: GSYİHbüyümesi.reg
## LM test = 0.11671, df = 1, p-value = 0.7326
library(sandwich)
## Warning: package 'sandwich' was built under R version 4.1.3
coeftest(GSYİHbüyümesi.reg, vcov.=vcovHAC(GSYİHbüyümesi.reg))
##
## t test of coefficients:
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.5477e+00 9.1971e-01 4.9447 5.35e-05 ***
## deltaİşgücü 9.4621e-08 1.0914e-06 0.0867 0.9317
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
install.packages("lmtest")
## Warning: package 'lmtest' is in use and will not be installed
library("lmtest")
coeftest(GSYİHbüyümesi.reg, vcov.=NeweyWest(GSYİHbüyümesi.reg))
##
## t test of coefficients:
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.5477e+00 9.4925e-01 4.7908 7.842e-05 ***
## deltaİşgücü 9.4621e-08 1.0811e-06 0.0875 0.931
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
coeftest(GSYİHbüyümesi.reg, vcov.=kernHAC(GSYİHbüyümesi.reg))
##
## t test of coefficients:
##
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 4.5477e+00 9.5793e-01 4.7474 8.737e-05 ***
## deltaİşgücü 9.4621e-08 1.1363e-06 0.0833 0.9344
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1