Table 10 Pedroni cointegration test.
From: The key challenges and best alternatives to environmental sustainability: a comprehensive study
Alternative hypothesis: common AR coefficient (within-dimension) | ||||
|---|---|---|---|---|
Statistics | p-value | Weighted Statistics | p-value | |
Panel v-statistics | -1.2887 | 0.901 | -6.7236 | 1.000 |
Panel rho statistics | 9.0187 | 1.000 | 8.1960 | 1.000 |
Panel PP statistics | -8.6281*** | 0.000 | -22.8827*** | 0.000 |
Panel ADF Statistic | -3.2886*** | 0.000 | -5.2181*** | 0.000 |
Alternative hypothesis: individual AR Coefficient (between-dimension) | ||||
Statistics | p-value | |||
Panel rho statistics | 10.9595 | 1.000 | ||
Panel PP statistics | -19.0314*** | 0.000 | ||
Panel ADF Statistic | -4.47491*** | 0.000 | ||
Kao cointegration | ||||
ADF | 2.6223*** | 0.004 | ||
