Table 4.
The results of asymmetric Fourier causality test for COVID-19 deaths
| Null hypothesis | lnDeaths↛lnPM2.5 | lnDeaths + ↛ lnPM2.5- | lnDeaths + ↛ lnPM2.5+ | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Cities | Test statistics | p | k | Test statistics | p | k | Test statistics | p | k |
| New York | 17.897*** | 10 | 3 | 15.446** | 8 | 2 | 9.887 | 10 | 2 |
| Los Angeles | 24.804** | 12 | 2 | 14.821 | 10 | 2 | 3.251 | 8 | 3 |
| Chicago | 4.557 | 9 | 2 | 6.731 | 9 | 2 | 3.446 | 9 | 2 |
| Phoenix | 16.117 | 9 | 2 | 13.216 | 9 | 2 | 8.978 | 11 | 2 |
| Philadelphia | 5.215 | 9 | 2 | 10.983 | 8 | 2 | 4.889 | 8 | 2 |
| San Antonio | 11.260 | 9 | 2 | 9.607 | 10 | 2 | 5.272 | 9 | 1 |
| San Diego | 12.923 | 10 | 1 | 18.260** | 9 | 2 | 11.933 | 10 | 3 |
| San Jose | 7.948 | 10 | 1 | 51.190* | 12 | 2 | 9.399 | 10 | 1 |
See notes for Table 2