library(dLagM)
library(AER)

sample1<-("http://kanggc.iptime.org/book/data/ar.txt")
sample1_dat<-read.delim(sample1,header=T)
#sample1_dat
sample1.ts<-ts(sample1_dat, start=c(1995,1), end=c(2001,1), frequency=4)

cons<-sample1.ts[,1]
gdp<-sample1.ts[,2]

lcons1<-cons[1:24]
lgdp1<-gdp[1:24]

fm.res <- ivreg(cons[2:25] ~ lcons1+gdp[2:25] | lcons1+lgdp1)
summary(fm.res)

data(sample1_dat)
koyck.res<-koyckDlm(x = sample1_dat$gdp,y = sample1_dat$consume)
summary(koyck.res)  

lambda<-0.347
beta0<-0.2168
beta1<-beta0*lambda
beta2<-beta0*lambda^2
beta3<-beta0*lambda^3
beta4<-beta0*lambda^4
beta0;beta1;beta2;beta3;beta4