Table 2.
The augmented Dickey–Fuller, Phillips–Perron, and structural break (Chow test) tests for CO2 emission data at the level (0).
Item | Estimate |
---|---|
Dickey–Fuller | −3.0238 |
Lag order | 3 |
p value | 0.161 |
Phillips–Perron unit root test | −9.6469 |
Lag order | 3 |
p value | 0.5404 |
Structural break test | |
(Chow test) | |
p value | 1.00 |
The Phillips–Perron unit root test: 9.6469.