Table 3.
Zivot and Andrews (1992) Unit Root Test
Unit Root at Level 0(1) | Unit Root at First Difference 1(1) | |
---|---|---|
Variables | t-statistics | t-statistics |
ln HHHEx | −0.974 | −5.052* |
ln CO2 | −0.611 | −6.404* |
ln EP | −1.987*** | −6.504* |
Note: *Refers to the level of significance at 1%, while *** refers to level of significance at 10%.