Table 5 Long-run linear and nonlinear consequences of relationships.
From: Linear and non-linear impact of key agricultural components on greenhouse gas emissions
Variables | Model: lnGHG/lnAGL+, lnAGL−, lnFC+, lnFC−, lnEUA+, lnEUA−, lnCPI, lnLPI, lnAVA, lnFL | Model: lnGHG/lnAGL, lnFC, lnEUA, lnCPI, lnLPI, lnAVA, lnFL |
|---|---|---|
ln \({AGL}_{t-1}^{+}\) | 0.187* (0.009) | 0.256* (0.002) |
ln \({AGL}_{t-1}^{-}\) | −0.316* (-0.001) | – |
\(ln{FC}_{t-1}^{+}\) | 0.463* (0.009) | 0.244* (0.003) |
Ln \({FC}_{t-1}^{-}\) | −0.092* (-0.005) | – |
ln \({CPI}_{t-1}\) | 0.044* (0.003) | 0.329* (0.002) |
ln \({EUA}_{t-1}^{+}\) | 0.242* (0.002) | 0.243* (0.008) |
ln \({EUA}_{t-1}^{-}\) | −0.762* (-0.008) | – |
lnLPIt-1 | 0.491** (0.025) | 0.314* (0.000) |
lnAVAt-1 | 0.345* (0.003) | 0.428** (0.021) |
lnFL | 0.825* (0.000) | 0.632*** (0.061) |
Constant | −4.192* (0.009) | −5.437* (0.001) |
Diagnostica test | ||
R2 | 0.973 | 0.932 |
Adj R2 | 0.722 | 0.792 |
DW-statistics | 1.848 | 1.343 |
Normality test | 0.854 (0.344) | 0.345 (0.202) |
LM test | 0.841 (0.467) | 0.491 (0.428) |
ARCH | 0.269 (0.293) | 0.206 (0.144) |
