Table 2 Stationarity tests of the... | Emerald Publishing

Table 2

Stationarity tests of the variables (P-value)

Unit root test results table (ADF)
Null hypothesis: The variable has a unit root
	GFG	I	CO₂	GDPg	FDIIN	FD	POP
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
	GFG	I	CO₂	GDPg	FDIIN	FD	POP
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