Fourier ADF, Fourier GLS and Fourier KPSS test results-with constant model
| Unit root test type | Industrial production index (logipi) – constant model | Atmospheric carbon emissions (logcarbon) – constant model |
|---|---|---|
| Fourier ADF test (Enders and Lee, 2012, p. 197) | ADF-stat = −6.5662** Fourier = 1.0000 Lag = 12.0000 | ADF-stat = −7.5142** Fourier = 1.0000 Lag = 12.0000 |
| Fourier GLS test (Rodrigues and Taylor, 2012, p. 742) | GLS-stat = −3.0297** Fourier = 1.0000 Lag = 11.0000 | GLS-stat = −4.4917* Fourier = 1.0000 Lag = 12.0000 |
| Fourier KPSS test (Becker et al., 2006, p. 389) | KPSS-stat = 0.3782* Fourier = 2.0000 | KPSS-stat = 0.0309* Fourier = 1.0000 |
| Unit root test type | Industrial production index (logipi) – constant model | Atmospheric carbon emissions (logcarbon) – constant model |
|---|---|---|
| Fourier ADF test ( | ADF-stat = −6.5662 | ADF-stat = −7.5142 |
| Fourier GLS test ( | GLS-stat = −3.0297 | GLS-stat = −4.4917 |
| Fourier KPSS test ( | KPSS-stat = 0.3782 | KPSS-stat = 0.0309 |
Notes:
Critical value (*) 1% and (**) 5% are −3.637 and −3.017, respectively.
Sources: The calculated figures for the unit root tests in Tables IV and V are interpreted based on the critical values, which are taken from the above-mentioned articles, namely; Fourier ADF test (Enders and Lee, 2012, p. 197), Fourier LM test (Enders and Lee, 2012, p. 582), Fourier GLS test (Rodrigues and Taylor, 2012, p. 742) and Fourier KPSS test (Becker et al., 2006, p. 389)
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