Table 7.
Augmented Dickey–Fuller (ADF) and Zivot-Andrews unit root test for all of the selected countries.
| Augmented Dickey–Fuller Test (ADF) | Zivot-Andrews Unit Root Test | |||
|---|---|---|---|---|
| Countries | Variables | Level | Difference | Structural Break Year |
| China | Gdp | −1.681 | −3.750 * | 2009 |
| Lexp | −9.159 * | −4.001 * | 1986 | |
| Mort | −5.403 * | −2.687 | 2008 | |
| Ffuel | −3.536 | −4.323 * | 2003 | |
| Ener cons | −1.720 | −3.021 * | 2003 | |
| CO2 | −2.635 | −3.419 ** | 2003 | |
| U.S. | Gdp | −2.711 | -3.879 * | 2003 |
| Lexp | −2.814 | −4.323 * | 2004 | |
| Mort | −1.611 | −6.511 * | 1990 | |
| Ffuel | −1.993 | −4.248 * | 1996 | |
| Ener cons | −2.013 | −4.353 * | 2008 | |
| CO2 | −2.022 | −4.341 * | 2008 | |
| Russia | Gdp | −1.854 | −5.445 * | 1996 |
| Lexp | −1839 | −3.734 * | 1992 | |
| Mort | −2.668 | −3.883 * | 1989 | |
| Ffuel | −0.418 | −5.419 * | 2009 | |
| Ener cons | −4.017 * | −2.083 | 1998 | |
| CO2 | −4.621 * | −3.275 ** | 2010 | |
| India | Gdp | −1.296 | −3.320 ** | 2009 |
| Lexp | 0.512 | −9.081 * | 1994 | |
| Mort | −0.077 | −9.694 * | 1997 | |
| Ffuel | −0.339 | −3.631 * | 1985 | |
| Ener cons | 0.648 | −3.298 ** | 2009 | |
| CO2 | −1.809 | −8.146 * | 2008 | |
| Japan | Gdp | −1.440 | −4.185 * | 1986 |
| Lexp | −2.038 | −6.131 * | 2008 | |
| Mort | −1.833 | −3.542 * | 1993 | |
| Ffuel | −1.361 | −5.607 * | 2009 | |
| Ener cons | 0.312 | −4.164 * | 1988 | |
| CO2 | −1.917 | −4.453 * | 1990 | |
Significance level indicates: ** for 5%, * for 10%.