library(car)
library(stargazer)

data<-read.table("http://kanggc.iptime.org/book/data/dummy.txt", header=T)

y<-ts(data$GDP, start=c(1995,1), frequency=4)
c<-ts(data$CONSUME, start=c(1995,1), frequency=4)
n=length(c)

tr=1:n
tr
d.log<-tr <= 12
d.log
d<-as.numeric(d.log)
d
dy<-d*y

(cbind(y,c,d,dy))

m1.lm<-lm(c~y)
summary(m1.lm)
(m1.lm$coeff[2])

m2.lm<-lm(c~d+y)
summary(m2.lm)

m3.lm<-lm(c~y+dy)
summary(m3.lm)

m4.lm<-lm(c~d+y+dy)
summary(m4.lm)

stargazer(m1.lm, m2.lm, m3.lm, m4.lm, type="text", title="Regression Results of using Dummy Variable")

jointHo<-c("d","dy")
linearHypothesis(m4.lm, jointHo)

m5.lm<-lm(c~y, data=data, subset=(d==1))
summary(m5.lm)
m6.lm<-lm(c~y, data=data, subset=(d==0))
summary(m6.lm)
stargazer(m4.lm, m5.lm, m6.lm, type="text", title="Regression Results of separate period")

m2_1.lm<-lm(c~offset(0.5092199*y), data=data, subset=(d==0))
summary(m2_1.lm)
m2_2.lm<-lm(c~offset(0.5092199*y), data=data, subset=(d==1))
summary(m2_2.lm)
stargazer(m2.lm, m2_1.lm, m2_2.lm, type="text", title="Regression Results of separate period")

m3_1.lm<-lm(c~y-1, offset=rep(10433.91,length(c)), data=data, subset=(d==0))
summary(m3_1.lm)
m3_2.lm<-lm(c~y-1, offset=rep(10433.91, length(c)), data=data, subset=(d==1))
summary(m3_2.lm)
stargazer(m3.lm, m3_1.lm, m3_2.lm, type="text", title="Regression Results of separate period")