Table 2.
Fourier LM unit root test results
| Null hypothesis | Level | First difference | |||||
|---|---|---|---|---|---|---|---|
| Variables | τLM | p | k | F-statistics | τLM | p | k |
| lnNew York- PM2.5 | − 4.312* | 10 | 2 | 19.254* | – | – | – |
| lnLos Angeles- PM2.5 | − 4.306* | 12 | 3 | 25.268* | – | – | – |
| lnChicago- PM2.5 | − 4.677** | 10 | 1 | 20.375* | – | – | – |
| lnPhoenix- PM2.5 | − 4.530** | 11 | 1 | 25.372* | – | – | – |
| lnPhiladelphia- PM2.5 | − 4.193** | 12 | 1 | 28.731* | – | – | – |
| lnSan Antonio- PM2.5 | − 4.435** | 12 | 1 | 15.622* | – | – | – |
| lnSan Diego- PM2.5 | − 4.113* | 11 | 3 | 23.975* | – | – | – |
| lnSan Jose- PM2.5 | − 4.902* | 11 | 2 | 24.317* | – | – | – |
| lnCases | − 0.104 | 12 | 2 | 12.324* | − 6.313* | 12 | 2 |
| lnDeaths | 1.240 | 11 | 2 | 13.996* | − 5.416* | 12 | 2 |
The critical values are obtained from Enders and Lee (2012). The unit root test results for negative and positive components are available upon request from the author
*, **, and ***statistical significance at 1%, 5%, and 10% levels, respectively