Table 2

Stationarity tests of the variables (P-value)

Unit root test results table (ADF)
Null hypothesis: The variable has a unit root
GFGICO2GDPgFDIINFDPOP
With Constant 0.58 0.02 0.8 0.007 0 0.48 0.7 
With Constant and Trend 0.67 0.03 0.21 0.035 0.01 0.82 0.56 
Without Constant and Trend 0.2 0.25 0.94 0.186 0 0.72 0.34 
Unit root test results table (ADF)
Null hypothesis: The variable has a unit root
GFGICO2GDPgFDIINFDPOP
With Constant 0.58 0.02 0.8 0.007 0 0.48 0.7 
With Constant and Trend 0.67 0.03 0.21 0.035 0.01 0.82 0.56 
Without Constant and Trend 0.2 0.25 0.94 0.186 0 0.72 0.34 
At first difference
d(GFG)d(I)d(CO2)d(GDPg)d(FDIIN)d(FD)d(POP)
With Constant 0 0.01 0.01 0 0 0 0.08 
With Constant and Trend 0 0.02 0.04 0 0 0 0.26 
Without Constant and Trend 0 0 0 0 0 0 0.01 
Lag Length based on SIC 
Probability based on MacKinnon (1996) one-sided p-values 
At first difference
d(GFG)d(I)d(CO2)d(GDPg)d(FDIIN)d(FD)d(POP)
With Constant 0 0.01 0.01 0 0 0 0.08 
With Constant and Trend 0 0.02 0.04 0 0 0 0.26 
Without Constant and Trend 0 0 0 0 0 0 0.01 
Lag Length based on SIC 
Probability based on MacKinnon (1996) one-sided p-values 
Source(s): Authors’ own work based on output by E-views 10
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