Table 2 Unit root tests’ results.
From: Oil sector and CO2 emissions in Saudi Arabia: asymmetry analysis
Variable | ADF test | Ng-Perron test (C&T) | |||||
|---|---|---|---|---|---|---|---|
None | C | C&T | MZa | MZt | MSB | MPT | |
COt | 0.8364(0) | −2.5703(2) | −2.5374(3) | −9.6215(0) | −2.1922 | 0.2279 | 9.4757 |
GDPCt | 0.6936(1) | −1.7846(0) | −1.9339(0) | −6.1388(0) | −1.7449 | 0.2849 | 14.8417 |
OSPt | 1.5147(0) | −1.3507(0) | −0.9973(0) | −9.6005(0) | −2.0945 | 0.2182 | 9.8954 |
OSNt | 1.7246(1) | −0.7618(0) | −1.8394(1) | −6.9562(1) | −1.8555 | 0.2668 | 13.1108 |
GPt | −1.5908(0) | −1.1191(0) | −1.3937(0) | −11.2104(1) | −2.2830 | 0.2037 | 8.5531 |
URBt | −0.0084(1) | −2.6908*(1) | −2.7090(1) | −0.8798(1) | −0.4539 | 0.5159 | 56.0412 |
ΔCOt | −7.1063***(0) | −7.1396***(0) | −7.0398***(0) | −21.0862**(0) | −3.2274** | 0.1531** | 4.4403** |
ΔGDPCt | −3.7807***(1) | −4.6987***(0) | −5.2276***(1) | −18.6478**(0) | −3.0532** | 0.1637** | 4.8888** |
ΔOSPt | −3.1083***(1) | −6.7839***(0) | −6.8783***(0) | −21.3499**(0) | −3.2669** | 0.1530** | 4.2706** |
ΔOSNt | −3.4920***(0) | −4.8016***(0) | −4.7876***(0) | −19.3584**(0) | −3.1068** | 0.1605** | 4.7339** |
ΔGPt | −4.9589***(0) | −5.0261***(0) | −5.0029***(0) | −20.2915**(0) | −3.1850** | 0.1570** | 4.4924** |
ΔURBt | −5.6217***(0) | −3.8373***(0) | −4.4888***(1) | −20.9703**(0) | −3.2366** | 0.1543** | 4.3542** |
