Table 2 Unit root tests results... | Emerald Publishing

Table 2

Unit root tests results

Variables	ADF test (at level)	ADF test (at first difference)	PP test (at level)	PP test (at first difference)
CO₂ emissions	−0.269	−4.408^***	−0.381	−4.435^***
GDP	−3.013^**	−7.621^***	−3.184	−7.237^***
Energy intensity	−1.997	−6.078^***	−2.095	−6.064^***
Renewable energy	−0.395	−6.560^***	−0.185	−7.253^***
FDI	−1.817	−3.543^**	−2.202	−3.517^**
Manufacturing	−1.674	−4.050^***	−2.098	−4.041^***
Trade	−1.421	−4.197^***	−1.690	−4.204^***
DFI	−1.162	−6.065^***	−0.755	−6.325^***
TFI	3.387	−3.793^**	1.450	−4.041^**

Variables	ADF test (at level)	ADF test (at first difference)	PP test (at level)	PP test (at first difference)
CO₂ emissions	−0.269	−4.408^***	−0.381	−4.435^***
GDP	−3.013^**	−7.621^***	−3.184	−7.237^***
Energy intensity	−1.997	−6.078^***	−2.095	−6.064^***
Renewable energy	−0.395	−6.560^***	−0.185	−7.253^***
FDI	−1.817	−3.543^**	−2.202	−3.517^**
Manufacturing	−1.674	−4.050^***	−2.098	−4.041^***
Trade	−1.421	−4.197^***	−1.690	−4.204^***
DFI	−1.162	−6.065^***	−0.755	−6.325^***
TFI	3.387	−3.793^**	1.450	−4.041^**

Note(s): *, ** and *** indicate that the null hypothesis is rejected at the 10, 5 and 1% levels of significance, respectively

Source(s): The author`s computation using Stata 14