Table 7

Fourier panel cointegration test results (FFFFF)

StatProbStatProbStatProbStatProbStatProbStatProbStatProb
BUFORBUFORGDPGDP2URBARB
Dependent variable: PM2.5 GLS test results
Mean−4.450.01−4.860.00−4.020.01−4.960.00−5.120.00−4.610.01−4.930.00
Max−6.830.00−7.270.00−6.280.00−6.810.00−6.810.00−7.420.00−5.980.00
Median−4.680.00−5.280.00−4.820.00−5.190.00−5.250.00−5.150.00−5.250.00
Dependent variable: PM2.5 PP test results
Mean−5.830.00−5.760.00−6.200.00−6.340.00−6.310.00−6.150.00−6.340.00
Max−10.500.00−8.160.00−11.350.00−12.100.00−12.040.00−8.170.00−13.650.00
Median−5.790.00−5.720.00−5.740.00−5.780.00−5.780.00−6.020.00−5.880.00
Dependent variable: CO2 GLS test results
Mean−4.660.00−4.810.00−4.600.00−4.800.00−4.770.00−4.930.00−4.780.00
Max−6.280.00−6.770.00−6.700.00−5.970.00−5.990.00−6.650.00−5.800.00
Median−4.700.00−4.680.00−4.870.00−4.830.00−4.710.00−4.840.00−4.910.00
Dependent variable: CO2 PP test results
Mean−4.990.00−5.260.00−5.070.00−5.130.00−5.090.00−5.340.00−5.310.00
Max−9.310.00−8.930.00−6.940.00−7.570.00−7.600.00−8.660.00−9.410.00
Median−4.780.00−5.150.00−5.060.00−5.100.00−5.060.00−5.280.00−5.030.00
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