Table 5.
Unit root testing.
| Variables | Augmented Dickey-Fuller | |
|---|---|---|
| I(0) | I(1) | |
| MI | −1.6100 | −1.6122* |
| GHG | 1.248 | −2.2241** |
| GDP | −1.546 | −4.551*** |
| GE | 0.1612 | −1.661** |
| RQ | 1.764 | −2.5431** |
| GHE | −0.0076 | −4.431*** |
Significance is indicated by 10, 5, and 1% through *, **, and ***. I(0) is for level, and I(1) is for the first difference.