########## 7) ##########
u_lags_D <- u_lags
y_lags_D <- y_lags

for (i in 1:4) {
   u_lags_D[[i]] <- u_lags[[i]]*df$D[index]
   y_lags_D[[i]] <- y_lags[[i]]*df$D[index]
}

#### k = 2
m7_2 <- lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + y_lags[[1]] + y_lags[[2]] + y_lags_D[[1]] + y_lags_D[[2]] - 1)
print(summary(m7_2))
delta_m7_2 <- coefficients(m_7_2)
sigma_m7_2 <- vcov(m7_2)

# a_LR pred zlomem (k = 2)
a_LR_m7_2_before = sum(delta_m7_2[3:4])/(1-sum(delta_m7_2[1:2]))
print(a_LR_m7_2_before)

# a_LR po zlomu (k = 2)
a_LR_pr7_k2_after = sum(delta_m7_2[3:4] + delta_m7_2[5:6])/(1-sum(delta_m7_2[1:2]))
print(a_LR_pr7_k2_after)



#### k = 4
m7_4 <- lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + u_lags[[3]] + u_lags[[4]] +
                 y_lags[[1]] + y_lags[[2]] + y_lags[[3]] + y_lags[[4]] +
                 y_lags_D[[1]] + y_lags_D[[2]] + y_lags_D[[3]] + y_lags_D[[4]] - 1)
print(summary(m7_4))
delta_m7_4 <- coefficients(m7_4)
sigma_m7_4 <- vcov(m7_4)

# a_LR pred zlomem (k = 4)
a_LR_m7_4_before = sum(delta_m7_4[5:8])/(1-sum(delta_m7_4[1:4]))
print(a_LR_m7_4_before)

# a_LR po zlomu (k = 4)
a_LR_m7_4_after = sum(delta_m7_4[5:8] + delta_m7_4[9:12])/(1-sum(delta_m7_4[1:4]))
print(a_LR_m7_4_after)

# 8.

m8_2 = lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + y_lags[[1]] + y_lags[[2]] + u_lags_D[[1]] +
            u_lags_D[[2]] + y_lags_D[[1]] + y_lags_D[[2]] - 1)

print(summary(m8_2))
delta_m8_2 <- coefficients(m8_2)
sigma_m8_2 <- vcov(m8_2)

# a_LR pre k=2 pred zlomom
a_LR_m8_2_before = sum(delta_m8_2[3:4])/(1-sum(delta_m8_2[1:2]))
print(a_LR_m8_2_before)

#a_LR pre k=2 po zlome
a_LR_m8_2_after = sum(delta_m8_2[5:8] + delta_m8_2[9:12])/(1-sum(delta_m8_2[1:4]))
print(a_LR_m8_2_after)


# m_8 pre k = 4
m8_4 <- lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + u_lags[[3]] + u_lags[[4]] +
                        y_lags[[1]] + y_lags[[2]] + y_lags[[3]] + y_lags[[4]] +
                        u_lags_D[[1]] + u_lags_D[[2]] + u_lags_D[[3]] + u_lags_D[[3]] + u_lags_D[[4]] +
                        y_lags_D[[1]] + y_lags_D[[2]] + y_lags_D[[3]] + y_lags_D[[4]] - 1)

summary(m8_4)
delta_m8_4 <- coefficients(m8_4)
sigma_m8_4 <- vcov(m8_4)

# a_LR pred zlomem (k = 4)
a_LR_m8_4_before = sum(delta_m8_4[5:8])/(1-sum(delta_m8_4[1:4]))
print(a_LR_pr7_k4_before)

# a_LR po zlomu (k = 4)
a_LR_m8_4_after = sum(delta_m8_4[5:8] + delta_m8_4[9:12])/(1-sum(delta_m8_4[1:4]))
print(a_LR_m8_4_after)