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. 2020 Sep 4;28(3):2669–2677. doi: 10.1007/s11356-020-10689-0

Table 4.

Toda-Yamamoto causality tests results

Dep. variable PCGDP CO2 NO2 PM2.5
PCGDP - 2.125 (0.250) 2.265 (0.300) 2.150 (0.450)
CO2 11.450*** (0.000) - 0.607 (0.450) 0.845 (0.350)
NO2 11.159*** (0.000) 2.305 (0.380) - 3.402 (0.450)
PM2.5 10.260*** (0.000) 3.120 (0.280) 0.848 (0.500) -

*p < 0.1; **p < 0.05; ***p < 0.01