FADF unit root test results
| Variable | k | p | F | Test statistics |
|---|---|---|---|---|
| LCO2 | 1 | 1 | 34.011 | −0.786 |
| LGDP | 1 | 1 | 33.287 | −0.731 |
| LAIR | 1 | 1 | 43.886 | −2.042 |
| LRAIL | 2 | 0 | 22.125 | −2.069 |
| Variable | k | p | F | Test statistics |
|---|---|---|---|---|
| LCO2 | 1 | 1 | 34.011 | −0.786 |
| LGDP | 1 | 1 | 33.287 | −0.731 |
| LAIR | 1 | 1 | 43.886 | −2.042 |
| LRAIL | 2 | 0 | 22.125 | −2.069 |
Note(s): The test statistic has been compared with the Critical Values tabulated in Christopoulos and Leon-Ledesma (2010). The significance of the trigonometric terms was tested by considering the Critical Values in Enders and Lee (2012)
Source(s): Authors’ elaborations in Rats
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