#ESTIMATIONS UNIT ROOT TESTS OF TIME SERIES

#############
library(urca)
#############

# run alg_dataimport.txt first

#breakpoint 1997:1

#bd
adf.bd.nfl1.1<-ur.df(na.omit(dat.bd[,"bd.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.bd.nfl1.1)
ers.bd.nfl1.1<-ur.ers(na.omit(dat.bd[,"bd.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=5); summary(ers.bd.nfl1.1)
adf.bd.nfl1.2<-ur.df(na.omit(dat.bd[,"bd.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.bd.nfl1.2)
ers.bd.nfl1.2<-ur.ers(na.omit(dat.bd[,"bd.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=5); summary(ers.bd.nfl1.2)

#fr
adf.fr.nfl1.1<-ur.df(na.omit(dat.fr[,"fr.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.fr.nfl1.1)
ers.fr.nfl1.1<-ur.ers(na.omit(dat.fr[,"fr.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.fr.nfl1.1)
adf.fr.nfl1.2<-ur.df(na.omit(dat.fr[,"fr.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.fr.nfl1.2)
ers.fr.nfl1.2<-ur.ers(na.omit(dat.fr[,"fr.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=1); summary(ers.fr.nfl1.2)

#fn
adf.fn.nfl1.1<-ur.df(na.omit(dat.fn[,"fn.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.fn.nfl1.1)
ers.fn.nfl1.1<-ur.ers(na.omit(dat.fn[,"fn.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=4); summary(ers.fn.nfl1.1)
adf.fn.nfl1.2<-ur.df(na.omit(dat.fn[,"fn.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.fn.nfl1.2)
ers.fn.nfl1.2<-ur.ers(na.omit(dat.fn[,"fn.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=2); summary(ers.fn.nfl1.2)

#bg
adf.bg.nfl1.1<-ur.df(na.omit(dat.bg[,"bg.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.bg.nfl1.1)
ers.bg.nfl1.1<-ur.ers(na.omit(dat.bg[,"bg.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=3); summary(ers.bg.nfl1.1)
adf.bg.nfl1.2<-ur.df(na.omit(dat.bg[,"bg.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.bg.nfl1.2)
ers.bg.nfl1.2<-ur.ers(na.omit(dat.bg[,"bg.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=1); summary(ers.bg.nfl1.2)

#nl
adf.nl.nfl1.1<-ur.df(na.omit(dat.nl[,"nl.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.nl.nfl1.1)
ers.nl.nfl1.1<-ur.ers(na.omit(dat.nl[,"nl.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.nl.nfl1.1)
adf.nl.nfl1.2<-ur.df(na.omit(dat.nl[,"nl.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.nl.nfl1.2)
ers.nl.nfl1.2<-ur.ers(na.omit(dat.nl[,"nl.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=5); summary(ers.nl.nfl1.2)

#oe
adf.oe.nfl1.1<-ur.df(na.omit(dat.oe[,"oe.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.oe.nfl1.1)
ers.oe.nfl1.1<-ur.ers(na.omit(dat.oe[,"oe.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.oe.nfl1.1)
adf.oe.nfl1.2<-ur.df(na.omit(dat.oe[,"oe.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.oe.nfl1.2)
ers.oe.nfl1.2<-ur.ers(na.omit(dat.oe[,"oe.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=1); summary(ers.oe.nfl1.2)

#it
adf.it.nfl1.1<-ur.df(na.omit(dat.it[,"it.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.it.nfl1.1)
ers.it.nfl1.1<-ur.ers(na.omit(dat.it[,"it.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=4); summary(ers.it.nfl1.1)
adf.it.nfl1.2<-ur.df(na.omit(dat.it[,"it.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.it.nfl1.2)
ers.it.nfl1.2<-ur.ers(na.omit(dat.it[,"it.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=2); summary(ers.it.nfl1.2)

#es
adf.es.nfl1.1<-ur.df(na.omit(dat.es[,"es.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.es.nfl1.1)
ers.es.nfl1.1<-ur.ers(na.omit(dat.es[,"es.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=4); summary(ers.es.nfl1.1)
adf.es.nfl1.2<-ur.df(na.omit(dat.es[,"es.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.es.nfl1.2)
ers.es.nfl1.2<-ur.ers(na.omit(dat.es[,"es.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=5); summary(ers.es.nfl1.2)

#pt
adf.pt.nfl1.1<-ur.df(na.omit(dat.pt[,"pt.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.pt.nfl1.1)
ers.pt.nfl1.1<-ur.ers(na.omit(dat.pt[,"pt.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=5); summary(ers.pt.nfl1.1)
adf.pt.nfl1.2<-ur.df(na.omit(dat.pt[,"pt.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.pt.nfl1.2)
ers.pt.nfl1.2<-ur.ers(na.omit(dat.pt[,"pt.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=2); summary(ers.pt.nfl1.2)

#gr
adf.gr.nfl1.1<-ur.df(na.omit(dat.gr[,"gr.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.gr.nfl1.1)
ers.gr.nfl1.1<-ur.ers(na.omit(dat.gr[,"gr.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=4); summary(ers.gr.nfl1.1)
adf.gr.nfl1.2<-ur.df(na.omit(dat.gr[,"gr.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.gr.nfl1.2)
ers.gr.nfl1.2<-ur.ers(na.omit(dat.gr[,"gr.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=5); summary(ers.gr.nfl1.2)

#uk
adf.uk.nfl1.1<-ur.df(na.omit(dat.uk[,"uk.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.uk.nfl1.1)
ers.uk.nfl1.1<-ur.ers(na.omit(dat.uk[,"uk.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.uk.nfl1.1)
adf.uk.nfl1.2<-ur.df(na.omit(dat.uk[,"uk.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.uk.nfl1.2)
ers.uk.nfl1.2<-ur.ers(na.omit(dat.uk[,"uk.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=2); summary(ers.uk.nfl1.2)

#sd
adf.sd.nfl1.1<-ur.df(na.omit(dat.sd[,"sd.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.sd.nfl1.1)
ers.sd.nfl1.1<-ur.ers(na.omit(dat.sd[,"sd.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=5); summary(ers.sd.nfl1.1)
adf.sd.nfl1.2<-ur.df(na.omit(dat.sd[,"sd.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.sd.nfl1.2)
ers.sd.nfl1.2<-ur.ers(na.omit(dat.sd[,"sd.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=5); summary(ers.sd.nfl1.2)

#no
adf.no.nfl1.1<-ur.df(na.omit(dat.no[,"no.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.no.nfl1.1)
ers.no.nfl1.1<-ur.ers(na.omit(dat.no[,"no.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.no.nfl1.1)
adf.no.nfl1.2<-ur.df(na.omit(dat.no[,"no.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.no.nfl1.2)
ers.no.nfl1.2<-ur.ers(na.omit(dat.no[,"no.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=2); summary(ers.no.nfl1.2)

#dk
adf.dk.nfl1.1<-ur.df(na.omit(dat.dk[,"dk.nfl.gdp"][1:92]),type="drift",lags=5, selectlags="AIC"); summary(adf.dk.nfl1.1)
ers.dk.nfl1.1<-ur.ers(na.omit(dat.dk[,"dk.nfl.gdp"][1:92]),type="DF-GLS",model="constant",lag.max=1); summary(ers.dk.nfl1.1)
adf.dk.nfl1.2<-ur.df(na.omit(dat.dk[,"dk.nfl.gdp"][93:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.dk.nfl1.2)
ers.dk.nfl1.2<-ur.ers(na.omit(dat.dk[,"dk.nfl.gdp"][93:150]),type="DF-GLS",model="constant",lag.max=1); summary(ers.dk.nfl1.2)



#breakpoint 1994:1

#bd
adf.bd.nfl1.1<-ur.df(na.omit(dat.bd[,"bd.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.bd.nfl1.1)
ers.bd.nfl1.1<-ur.ers(na.omit(dat.bd[,"bd.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.bd.nfl1.1)
adf.bd.nfl1.2<-ur.df(na.omit(dat.bd[,"bd.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.bd.nfl1.2)
ers.bd.nfl1.2<-ur.ers(na.omit(dat.bd[,"bd.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.bd.nfl1.2)

#fr
adf.fr.nfl1.1<-ur.df(na.omit(dat.fr[,"fr.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.fr.nfl1.1)
ers.fr.nfl1.1<-ur.ers(na.omit(dat.fr[,"fr.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.fr.nfl1.1)
adf.fr.nfl1.2<-ur.df(na.omit(dat.fr[,"fr.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.fr.nfl1.2)
ers.fr.nfl1.2<-ur.ers(na.omit(dat.fr[,"fr.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.fr.nfl1.2)

#fn
adf.fn.nfl1.1<-ur.df(na.omit(dat.fn[,"fn.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.fn.nfl1.1)
ers.fn.nfl1.1<-ur.ers(na.omit(dat.fn[,"fn.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.fn.nfl1.1)
adf.fn.nfl1.2<-ur.df(na.omit(dat.fn[,"fn.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.fn.nfl1.2)
ers.fn.nfl1.2<-ur.ers(na.omit(dat.fn[,"fn.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.fn.nfl1.2)

#bg
adf.bg.nfl1.1<-ur.df(na.omit(dat.bg[,"bg.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.bg.nfl1.1)
ers.bg.nfl1.1<-ur.ers(na.omit(dat.bg[,"bg.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.bg.nfl1.1)
adf.bg.nfl1.2<-ur.df(na.omit(dat.bg[,"bg.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.bg.nfl1.2)
ers.bg.nfl1.2<-ur.ers(na.omit(dat.bg[,"bg.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.bg.nfl1.2)

#nl
adf.nl.nfl1.1<-ur.df(na.omit(dat.nl[,"nl.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.nl.nfl1.1)
ers.nl.nfl1.1<-ur.ers(na.omit(dat.nl[,"nl.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.nl.nfl1.1)
adf.nl.nfl1.2<-ur.df(na.omit(dat.nl[,"nl.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.nl.nfl1.2)
ers.nl.nfl1.2<-ur.ers(na.omit(dat.nl[,"nl.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.nl.nfl1.2)

#oe
adf.oe.nfl1.1<-ur.df(na.omit(dat.oe[,"oe.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.oe.nfl1.1)
ers.oe.nfl1.1<-ur.ers(na.omit(dat.oe[,"oe.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.oe.nfl1.1)
adf.oe.nfl1.2<-ur.df(na.omit(dat.oe[,"oe.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.oe.nfl1.2)
ers.oe.nfl1.2<-ur.ers(na.omit(dat.oe[,"oe.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.oe.nfl1.2)

#it
adf.it.nfl1.1<-ur.df(na.omit(dat.it[,"it.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.it.nfl1.1)
ers.it.nfl1.1<-ur.ers(na.omit(dat.it[,"it.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.it.nfl1.1)
adf.it.nfl1.2<-ur.df(na.omit(dat.it[,"it.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.it.nfl1.2)
ers.it.nfl1.2<-ur.ers(na.omit(dat.it[,"it.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.it.nfl1.2)

#es
adf.es.nfl1.1<-ur.df(na.omit(dat.es[,"es.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.es.nfl1.1)
ers.es.nfl1.1<-ur.ers(na.omit(dat.es[,"es.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.es.nfl1.1)
adf.es.nfl1.2<-ur.df(na.omit(dat.es[,"es.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.es.nfl1.2)
ers.es.nfl1.2<-ur.ers(na.omit(dat.es[,"es.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.es.nfl1.2)

#pt
adf.pt.nfl1.1<-ur.df(na.omit(dat.pt[,"pt.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.pt.nfl1.1)
ers.pt.nfl1.1<-ur.ers(na.omit(dat.pt[,"pt.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.pt.nfl1.1)
adf.pt.nfl1.2<-ur.df(na.omit(dat.pt[,"pt.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.pt.nfl1.2)
ers.pt.nfl1.2<-ur.ers(na.omit(dat.pt[,"pt.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.pt.nfl1.2)

#gr
adf.gr.nfl1.1<-ur.df(na.omit(dat.gr[,"gr.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.gr.nfl1.1)
ers.gr.nfl1.1<-ur.ers(na.omit(dat.gr[,"gr.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.gr.nfl1.1)
adf.gr.nfl1.2<-ur.df(na.omit(dat.gr[,"gr.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.gr.nfl1.2)
ers.gr.nfl1.2<-ur.ers(na.omit(dat.gr[,"gr.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.gr.nfl1.2)

#uk
adf.uk.nfl1.1<-ur.df(na.omit(dat.uk[,"uk.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.uk.nfl1.1)
ers.uk.nfl1.1<-ur.ers(na.omit(dat.uk[,"uk.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.uk.nfl1.1)
adf.uk.nfl1.2<-ur.df(na.omit(dat.uk[,"uk.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.uk.nfl1.2)
ers.uk.nfl1.2<-ur.ers(na.omit(dat.uk[,"uk.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.uk.nfl1.2)

#sd
adf.sd.nfl1.1<-ur.df(na.omit(dat.sd[,"sd.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.sd.nfl1.1)
ers.sd.nfl1.1<-ur.ers(na.omit(dat.sd[,"sd.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.sd.nfl1.1)
adf.sd.nfl1.2<-ur.df(na.omit(dat.sd[,"sd.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.sd.nfl1.2)
ers.sd.nfl1.2<-ur.ers(na.omit(dat.sd[,"sd.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.sd.nfl1.2)

#no
adf.no.nfl1.1<-ur.df(na.omit(dat.no[,"no.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.no.nfl1.1)
ers.no.nfl1.1<-ur.ers(na.omit(dat.no[,"no.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.no.nfl1.1)
adf.no.nfl1.2<-ur.df(na.omit(dat.no[,"no.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.no.nfl1.2)
ers.no.nfl1.2<-ur.ers(na.omit(dat.no[,"no.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.no.nfl1.2)

#dk
adf.dk.nfl1.1<-ur.df(na.omit(dat.dk[,"dk.nfl.gdp"][1:80]),type="drift",lags=5, selectlags="AIC"); summary(adf.dk.nfl1.1)
ers.dk.nfl1.1<-ur.ers(na.omit(dat.dk[,"dk.nfl.gdp"][1:80]),type="DF-GLS",model="constant",lag.max=3); summary(ers.dk.nfl1.1)
adf.dk.nfl1.2<-ur.df(na.omit(dat.dk[,"dk.nfl.gdp"][81:150]),type="drift",lags=5, selectlags="AIC"); summary(adf.dk.nfl1.2)
ers.dk.nfl1.2<-ur.ers(na.omit(dat.dk[,"dk.nfl.gdp"][81:150]),type="DF-GLS",model="constant",lag.max=3); summary(ers.dk.nfl1.2)



