ODEV6

library(WDI)

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

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 4.1.3

## 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(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"])

gecikmeliarz <- data.frame(cbind(df.ts[,"arz"], lag(df.ts[,"arz"],-1 )))
names(gecikmeliarz) <- c("arz","arz1gec")
head(gecikmeliarz)

##      arz arz1gec
## 1 769630      NA
## 2 769630  769630
## 3 769630  769630
## 4 769630  769630
## 5 769630  769630
## 6 769630  769630

arazialanı <- df.ts[,"arz"]
ormanalanı <- df.ts[,"orm"]
büyüme.reg <- dynlm(ormanalanı~arazialanı)
summary(büyüme.reg)

## 
## Time series regression with "ts" data:
## Start = 1992, End = 2020
## 
## Call:
## dynlm(formula = ormanalanı ~ arazialanı)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9462.7 -6908.6  -935.4  6086.9 14176.3 
## 
## Coefficients: (1 not defined because of singularities)
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)   208027       1366   152.3   <2e-16 ***
## arazialanı        NA         NA      NA       NA    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 7355 on 28 degrees of freedom

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 = 348.12, df1 = 1, df2 = 26, p-value < 2.2e-16

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 = 26.985, df = 1, p-value = 2.051e-07

library(sandwich)

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

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

## 
## t test of coefficients:
## 
##             Estimate Std. Error t value  Pr(>|t|)    
## (Intercept)   208027       2203  94.428 < 2.2e-16 ***
## ---
## 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) 208027.3     9461.1  21.988 < 2.2e-16 ***
## ---
## 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)   208027       9272  22.436 < 2.2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

```