Table 3 Panel unit root and cointegration tests.

From: Climate change as a game changer: Rethinking Africa’s food security- health outcome nexus through a multi-sectoral lens

Panel unit toot test

Variable

PCADF-test

PCADF-test

PCADF-test

Level

1st Diff

Level

1st Diff

Level

1st Diff

 

Aggrt. Panel

Northern Africa

Central Africa

HLTH

-1.956

-3.245***

-1.705

-3.808***

-0.693

-3.898***

FDS

-1.924

-2.844***

-4.566

-3.390**

-2.699

-3.620***

CLM

-2.599

-3.009***

-1.220

-3.013*

-1.782

-4.019***

GDP

-2.163

-2.686**

-0.896

-5.301***

-1.621

-3.876***

GHEXP

-2.214

-3.474***

-1.850

-3.215**

-1.269

-3.888***

 

Eastern Africa

Western Africa

Southern Africa

HLTH

-2.211

-4.765***

-1.497

-3.100***

-1.611

-2.800*

FDS

-1.772

-3.427***

-2.249

-3.694***

-2.232

-2.948**

CLM

-1.103

-3.836***

-2.691

-3.936***

-2.033

-3.896***

GDP

-1.980

-3.253***

-2.286

-2.908 **

-2.176

-3.335***

GHEXP

-2.376

-2.967**

-2.308

-3.797***

-1.870

-3.055***

Panel Cointegration tests

W-E- cointegration test

 

Gt

Ga

Pt

Pa

Gt

Ga

Pt

Pa

Whole panel

Northern Africa

-7.954***

-13.189***

-14.594***

-10.545***

- 3.295***

- 3.816***

-4.308***

-3.144***

Eastern Africa

Western Africa

-2.651***

- 5.627***

- 3.800***

- 4.449***

-2.987***

-7.397***

- 8.117***

- 6.012***

Central Africa

Southern Africa

-6.993***

-4.960***

-5.882***

-3.897***

-9.024***

-6.992***

- 7.366***

-5.281***

BCS panel cointegration test

Test-value

Critical values

Test-value

Critical values

Test-value

Critical values

10%

5%

1%

10%

5%

1%

10%

5%

1%

Whole panel

Northern Africa

Central Africa

-2.347***

-2.03

-2.11

-2.26

-4.484***

-2.22

-2.37

-2.66

-2.803***

-2.22

-2.37

-2.66

Eastern Africa

Western Africa

Southern Africa

-3.846***

-2.22

-2.37

-2.66

-2.684***

-2.11

-2.22

-2.45

-5.091***

-2.16

-2.28

-2.52

  1. ***, and ** represents 1%, and 5% levels of significance correspondingly.
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