Table 3.
Results for unit roots and stationarity tests
| ADF | ERS | PP | KPSS | |
|---|---|---|---|---|
| Level | ||||
| PCGDP | − 2.765 (− 3.124) | − 1.008 (− 3.120) | − 2.120 (− 3.040) | 0.450*** (0.145) |
| CO2 | − 2.790 (− 3.005) | − 1.142 (− 3.150) | − 2.150 (− 3.680) | 0.375*** (0.145) |
| NO2 | − 1.195 (− 3.086) | − 1.790 (− 3.710) | − 3.746 (− 3.785) | 0.150*** (0.145) |
| PM2.5 | − 2.456 (− 3.142) | − 1.158 (− 3.145) | − 2.125 (− 1.580) | 0.350*** (0.145) |
| First differences | ||||
| PCGDP | − 6.350*** (− 2.008) | − 5.522*** (−2.950) | − 6.488*** (− 2.960) | 0.314* (0.460) |
| CO2 | − 3.052*** (− 2.378) | − 1.792 (−2.622) | − 8.350*** (− 2.644) | 0.240 (0.460) |
| NO2 | − 3.480** (− 1.900) | − 2.378*** (−2.005) | − 8.005*** (− 2.916) | 0.110 (0.460) |
| PM2.5 | − 3.050** (− 2.250) | − 1.850 (−2.422) | − 8. 125** (− 2.486) | 0.250 (0.460) |
*p < 0.1; **p < 0.05; ***p < 0.01. 5% Critical values are given in parentheses