| Type: | Package |
| Title: | Econometrics with R |
| Version: | 1.4 |
| Description: | Function and data sets in the book entitled "R ile Temel Ekonometri", S.Guris, E.C.Akay, B. Guris(2020). The book published in Turkish. It is possible to makes Durbin two stage method for autocorrelation, generalized differencing method for correction autocorrelation, Hausman Test for identification and computes LM, LR and Wald test statistics for redundant variable by using the functions written in this package. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Depends: | R (≥ 3.5.0) |
| Encoding: | UTF-8 |
| LazyData: | true |
| RoxygenNote: | 7.1.1 |
| NeedsCompilation: | no |
| Packaged: | 2020-11-24 22:51:41 UTC; BVB |
| Author: | Selahattin Guris [aut], Ebru Caglayan Akay [aut], Burak Guris [cre] |
| Maintainer: | Burak Guris <bguris@istanbul.edu.tr> |
| Repository: | CRAN |
| Date/Publication: | 2020-11-26 11:20:05 UTC |
Durbin two stage method
Description
This function makes Durbin two stage method for autocorrelation.
Usage
Durbin2(y, x)
Arguments
y |
series name |
x |
series name, |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
Durbin2(ITH,IHR)
Generalized differencing methods
Description
This function uses generalized differencing method for correction autocorrelation.
Usage
Gfdiff(y, x)
Arguments
y |
series name |
x |
series name, |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
Gfdiff(IHR, ITH)
Hausmann Test for identification
Description
This function allows you to make Hausman Test for identification
Usage
HausmanTest(y, x, z)
Arguments
y |
series name |
x |
series name, |
z |
series name |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
DK =REcoData$DK
HausmanTest(IHR,ITH,DK)
REcoData
Description
Mothly time series data between 2010.1-2019.4
Usage
REcoData
Format
A data frame containing :
IHR Export
ITH Import
IO Unemployment Rate
DK Exchange Rate
ENF Inflation Rate
SUE Industrial Production Index
Examples
summary(REcoData)
REcoData_DCM
Description
Poverty data for 100 people
Usage
REcoData_DCM
Format
A data frame containing :
Yoksulluk Poverty, 1 if poor, 0 if not poor
YKGelir Annual Disposable Income
KK 1 if living in the city, 0 if living in the countryside
Examples
summary(REcoData_DCM)
REcoData_Panel
Description
Panel data between 1996-2017 for G8 countries
Usage
REcoData_Panel
Format
A data frame containing :
YIL Year
ULKE Countries
POPG Population Growth
INF Inflation Rate
UR Unemployment Rate
GDP Gross Domestic Product
EXP Export
FDI Foreign Direct Investment
Examples
summary(REcoData_Panel)
REcoData_Panel_UR
Description
Panel data between 1980-2017 for fifteen countries
Usage
REcoData_Panel_UR
Format
A data frame containing :
EC Electricity net consumption
Examples
summary(REcoData_Panel_UR)
REcoData_SEM
Description
Yearly data for Turkey between 1990-2002
Usage
REcoData_SEM
Format
A data frame containing :
LIH Natural Logarithm of Import
LIT Natural Logarithm of Export
LPA Natural Logarithm of Money Supply
LDK Natural Logarithm of Exchange Rate
Examples
summary(REcoData_SEM)
REcoData_Tourism
Description
Quarterly tourism revenue data for Turkey between 2003.Q1-2019.Q2
Usage
REcoData_Tourism
Format
A data frame containing :
tur Tourism Revenue (Million USD)
Examples
summary(REcoData_Tourism)
Restriction Tests
Description
This function computes LM, LR and Wald test statistics for redundant variable.
Usage
ResTest(y, x1, x2)
Arguments
y |
series name, |
x1 |
series name |
x2 |
series name |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
DK =REcoData$DK
ResTest(IHR,ITH,DK)
Weighted Least Square
Description
This Function makes Weighted Least Square estimation.
Usage
Wls(y, x)
Arguments
y |
series name, |
x |
series name |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
Wls(ITH,IHR)
Standardized Regression
Description
This function computes standardized regression model.
Usage
stdreg(y, x)
Arguments
y |
series name, |
x |
series name |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
stdreg(IHR,ITH)