data(intdef, package=’wooldridge’)
str(intdef)
(intdef)
A <- intdef[,c(1,2,3,6)]
windows()
plot(A)
# Linear regression of static model:
summary( out <- lm(i3~inf+def,data=intdef) )
A$res <- out$residuals ###把殘差存回A資料集
A
windows()
plot(A$year,A$res)
windows()
pacf( out$residuals)
windows()
acf( out$residuals)
# Define Yearly time series beginning in 1948
tsdata <- ts(A, start=1948)
plot(tsdata)
# Libraries for dynamic lm, regression table and F tests
library(dynlm);library(lmtest);library(car)
out2 <- dynlm(i3 ~ inf+def+L(i3,1) , data=tsdata)
windows()
pacf( out2$residuals)
windows()
acf( out2$residuals)
coeftest(out2)
out3 <- dynlm(i3 ~ inf+def+L(i3,1) + L(i3,2) , data=tsdata)
windows()
pacf( out3$residuals)
windows()
acf( out3$residuals)
coeftest(out3)
library(lmtest)
bptest(out)
bptest(out2)
bptest(out3)