Table 4 Co-integration tests.

From: Impacts of green and non-green energies production and R&D on ecological and carbon footprints

Residual Co-integration test by Pedroni

Model 1 (ECP is dependent)

Model 2 (CFP is dependent)

 

Stat.

Prob.

Stat.

Prob.

Panel v-Statistics

-2.703

0.996

-1.928

0.959

Panel rho-Statistics

1.636

0.949

2.300

0.950

Panel pp-Statistics

-1.317

0.093

1.187

0.072

Panel ADF-Statistics

-1.388

0.082

1.829

0.054

Group rho-Statistics

2.442

0.992

1.804

0.964

Group PP-Statistics

-6.194

0.000

-6.547

0.000

Group ADF-Statistics

-3.758

0.000

-2.482

0.006

Kao Cointegration Test

ADF

-1.5548

0.0600

-3.966

0.0001