setwd("H:/MES DOCUMENTS/Mes sites Web/monsiteweb2/LivreEconometrie/programmes/R/")
getwd()
chap4<-read.table("chapitre4R.csv",head=TRUE,sep=";")
head(chap4)

##probleme 4.1 estimation de l'équation d'équilibre

reg1=lm(LOGY2000~LOGS2000+LOGN2000,data=chap4)
summary(reg1)
reg2=lm(LOGY2000~I(LOGS2000-LOGN2000),data=chap4)
summary(reg2)
anova(reg1,reg2)

##probleme 4.2 test de convergence

DLOGY <-chap4$LOGY2000-chap4$LOGY70
reg3=lm(DLOGY~LOGY70,data=chap4)
summary(reg3)
coef3<-reg3$coef[2]
a3 = log(1+coef3)
vit3=-a3/31
vit3
reg4=lm(DLOGY~LOGY70+DUMS+DUMD,data=chap4)
summary(reg4)
reg5=lm(DLOGY~LOGY70+LOGS+LOGN,data=chap4)
summary(reg5)
reg6=lm(DLOGY~LOGY70+I(LOGS-LOGN),data=chap4)
summary(reg6)
anova(reg5,reg6)
coef6<-reg6$coef[2]
coef6
a6 = log(1+coef6)
vit6=-a6/31
vit6
anova(reg3,reg5)


##probleme 4.3 tests d'effets spécifiques - pays UE
reg7=lm(DLOGY~LOGY70+LOGS+LOGN+DUMS+DUMD,data=chap4)
reg8=lm(DLOGY~LOGY70+I(LOGS-LOGN)+DUMS+DUMD,data=chap4)
anova(reg7,reg8)
summary(reg8)
coef8<-reg8$coef[2]
coef8
a8 = log(1+coef8)
vit8=-a8/31
vit8

names(reg8)
DLOGYP<-fitted.values(reg3)
DLOGYPDUM<-fitted.values(reg8)
DUMEULOGY70 <-chap4$DUMEU*chap4$LOGY70

reg9=lm(DLOGY~LOGY70+I(LOGS-LOGN)+DUMEU+DUMEULOGY70+DUMS+DUMD,data=chap4)
summary(reg9)
coef9EU<-reg9$coef[2]+reg9$coef[5]
coef9EU
a9EU = log(1+coef9EU,10)*2.3025859
vit9EU=-a9EU/31
vit9EU
coef9<-reg9$coef[2]
coef9
a9 = log(1+coef9)
vit9=-a9/31
vit9