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.