jakubjanek8

Untitled

Apr 15th, 2021
536
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
  1. ########## 7) ##########
  2. u_lags_D <- u_lags
  3. y_lags_D <- y_lags
  4.  
  5. for (i in 1:4) {
  6.    u_lags_D[[i]] <- u_lags[[i]]*df$D[index]
  7.    y_lags_D[[i]] <- y_lags[[i]]*df$D[index]
  8. }
  9.  
  10. #### k = 2
  11. 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)
  12. print(summary(m7_2))
  13. delta_m7_2 <- coefficients(m7_2)
  14. sigma_m7_2 <- vcov(m7_2)
  15.  
  16. # a_LR pred zlomem (k = 2)
  17. a_LR_m7_2_before = sum(delta_m7_2[3:4])/(1-sum(delta_m7_2[1:2]))
  18. print(a_LR_m7_2_before)
  19.  
  20. # a_LR po zlomu (k = 2)
  21. a_LR_m7_2_after = sum(delta_m7_2[3:4] + delta_m7_2[5:6])/(1-sum(delta_m7_2[1:2]))
  22. print(a_LR_m7_2_after)
  23.  
  24.  
  25.  
  26. #### k = 4
  27. m7_4 <- lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + u_lags[[3]] + u_lags[[4]] +
  28.                  y_lags[[1]] + y_lags[[2]] + y_lags[[3]] + y_lags[[4]] +
  29.                  y_lags_D[[1]] + y_lags_D[[2]] + y_lags_D[[3]] + y_lags_D[[4]] - 1)
  30. print(summary(m7_4))
  31. delta_m7_4 <- coefficients(m7_4)
  32. sigma_m7_4 <- vcov(m7_4)
  33.  
  34. # a_LR pred zlomem (k = 4)
  35. a_LR_m7_4_before = sum(delta_m7_4[5:8])/(1-sum(delta_m7_4[1:4]))
  36. print(a_LR_m7_4_before)
  37.  
  38. # a_LR po zlomu (k = 4)
  39. a_LR_m7_4_after = sum(delta_m7_4[5:8] + delta_m7_4[9:12])/(1-sum(delta_m7_4[1:4]))
  40. print(a_LR_m7_4_after)
  41.  
  42. # 8.
  43.  
  44. m8_2 = lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + y_lags[[1]] + y_lags[[2]] + u_lags_D[[1]] +
  45.             u_lags_D[[2]] + y_lags_D[[1]] + y_lags_D[[2]] - 1)
  46.  
  47. print(summary(m8_2))
  48. delta_m8_2 <- coefficients(m8_2)
  49. sigma_m8_2 <- vcov(m8_2)
  50.  
  51. # a_LR pre k=2 pred zlomom
  52. a_LR_m8_2_before = sum(delta_m8_2[3:4])/(1-sum(delta_m8_2[1:2]))
  53. print(a_LR_m8_2_before)
  54.  
  55. #a_LR pre k=2 po zlome
  56. a_LR_m8_2_after = sum(delta_m8_2[5:8] + delta_m8_2[9:12])/(1-sum(delta_m8_2[1:4]))
  57. print(a_LR_m8_2_after)
  58.  
  59.  
  60. # m_8 pre k = 4
  61. m8_4 <- lm(Uc_lag ~ u_lags[[1]] + u_lags[[2]] + u_lags[[3]] + u_lags[[4]] +
  62.                         y_lags[[1]] + y_lags[[2]] + y_lags[[3]] + y_lags[[4]] +
  63.                         u_lags_D[[1]] + u_lags_D[[2]] + u_lags_D[[3]] + u_lags_D[[3]] + u_lags_D[[4]] +
  64.                         y_lags_D[[1]] + y_lags_D[[2]] + y_lags_D[[3]] + y_lags_D[[4]] - 1)
  65.                        
  66. summary(m8_4)
  67. delta_m8_4 <- coefficients(m8_4)
  68. sigma_m8_4 <- vcov(m8_4)
  69.  
  70. # a_LR pred zlomem (k = 4)
  71. a_LR_m8_4_before = sum(delta_m8_4[5:8])/(1-sum(delta_m8_4[1:4]))
  72. print(a_LR_m8_4_before)
  73.  
  74. # a_LR po zlomu (k = 4)
  75. a_LR_m8_4_after = sum(delta_m8_4[5:8] + delta_m8_4[9:12])/(1-sum(delta_m8_4[1:4]))
  76. print(a_LR_m8_4_after)
RAW Paste Data

Adblocker detected! Please consider disabling it...

We've detected AdBlock Plus or some other adblocking software preventing Pastebin.com from fully loading.

We don't have any obnoxious sound, or popup ads, we actively block these annoying types of ads!

Please add Pastebin.com to your ad blocker whitelist or disable your adblocking software.

×