library(stargazer)
library(lmtest)
library(orcutt)

sample1<-("http://kanggc.iptime.org/book/data/ar.txt")
sample1_dat<-read.delim(sample1,header=T)

consume<-ts(sample1_dat$consume, start=c(1995.1), frequency=4)
gdp<-ts(sample1_dat$gdp, start=c(1995.1), frequency=4)

ols.res<-lm(consume~gdp)
summary(ols.res)
res<-resid(ols.res)
res
lres<-append(res[1:24], 0, after=0)
lres
res.t<-ts(res)
lres.t<-ts(append(res.t[1:24], 0, after=0))

plot(res,main="Residual plotting(u(t) vs. time)",xlab='time')
plot(lres,res,main="Residual plotting(u(t) vs. u(t-1))")
abline(h=0, v=0)

#DW test
dwtest(ols.res)

#LM test
n<-length(res)
lres.t<-ts(append(res.t[1:24], 0, after=0))
(res.aux<-lm(res.t~gdp+lres.t))
lm<-n*summary(res.aux)$r.squared
lm
(pchisq(lm, df=1, lower.tail=F))

library(tigerstats)
par(mfrow=c(3,1))
pchisqGC(3.841459, df=1, region="above", graph=T)
pchisqGC(2.705543, df=1, region="above", graph=T)
pchisqGC(3.122012, df=1, region="above", graph=T)