odev

library(WDI)

## Warning: package 'WDI' was built under R version 4.1.2

df = WDI(indicator=c(arz='AG.LND.TOTL.K2', orm='AG.LND.FRST.K2' ), country=c('TR'),  start=1992, end=2020)
library(dynlm)

## Warning: package 'dynlm' was built under R version 4.1.2

## Zorunlu paket yükleniyor: zoo

## Warning: package 'zoo' was built under R version 4.1.2

## 
## Attaching package: 'zoo'

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

library(dynlm)

df.ts <- ts(df, start=c(1992), end=c(2020),frequency=1)
 df.ts<-df.ts[,c("arz","orm")]
 plot(df.ts[,"arz"], ylab="arazialanı")

plot(df.ts[,"orm"], ylab="ormanalanı")

gecikmeliorm <- data.frame(cbind(df.ts[,"orm"], lag(df.ts[,"orm"],-1 )))
names(gecikmeliorm) <- c("orm","orm1gec")
head(gecikmeliorm)

##        orm  orm1gec
## 1 198564.5       NA
## 2 198929.4 198564.5
## 3 199294.3 198929.4
## 4 199659.1 199294.3
## 5 200024.0 199659.1
## 6 200388.9 200024.0

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

ormanalanı <- df.ts[,"orm"]
deltaormanalanı <- diff(df.ts[,"orm"])
plot(ormanalanı)

plot(deltaormanalanı)

phillips.reg <- dynlm(ormanalanı~deltaormanalanı)
summary(phillips.reg)

## 
## Time series regression with "ts" data:
## Start = 1993, End = 2020
## 
## Call:
## dynlm(formula = ormanalanı ~ deltaormanalanı)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -7121.3 -2575.3  -842.1  1706.6 18895.5 
## 
## Coefficients:
##                  Estimate Std. Error t value Pr(>|t|)    
## (Intercept)     1.974e+05  2.167e+03  91.114  < 2e-16 ***
## deltaormanalanı 1.298e+01  2.312e+00   5.613 6.72e-06 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 4972 on 26 degrees of freedom
## Multiple R-squared:  0.5479, Adjusted R-squared:  0.5305 
## F-statistic: 31.51 on 1 and 26 DF,  p-value: 6.72e-06

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

acf(uhat)

library(lmtest)

## Warning: package 'lmtest' was built under R version 4.1.2

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

## 
##  Breusch-Godfrey test for serial correlation of order up to 1
## 
## data:  phillips.reg
## LM test = 17.144, df1 = 1, df2 = 25, p-value = 0.0003451

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 = 11.39, df = 1, p-value = 0.0007384