Fractional FADF unit root test results
| Variable | k | F | Test statistics |
|---|---|---|---|
| LCO2 | 0.10 | 7.725 | −3.079 |
| LGDP | 0.10 | 6.465 | −3.496 |
| LAIR | 1.50 | 6.607 | −2.564 |
| LRAIL | 0.460 | 7.639 | −2.981 |
| Variable | k | F | Test statistics |
|---|---|---|---|
| LCO2 | 0.10 | 7.725 | −3.079 |
| LGDP | 0.10 | 6.465 | −3.496 |
| LAIR | 1.50 | 6.607 | −2.564 |
| LRAIL | 0.460 | 7.639 | −2.981 |
Note(s): The test statistic has been compared with the Critical Values tabulated in Bozoklu et al. (2020). 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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