Table 3 Unit root examinations.
ADF (level) | ADF (first difference) | PP (level) | PP (first difference) | KPSS (level) | KPSS (first difference) | Remark | |
|---|---|---|---|---|---|---|---|
North China | |||||||
CO2 | –1.883 | –2.342 | –1.883 | –2.342 | 0.574** | 0.223 | I (1) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –3.306** | –2.237 | –2.969* | –2.216 | 0.571** | 0.376* | I (0) |
GDP | –4.941*** | –0.976 | –6.719*** | –1.447 | 0.579** | 0.503** | I (0) |
Northeast China | |||||||
CO2 | –1.503 | –2.234 | –4.696*** | –2.234 | 0.529** | 0.405* | I (0) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –3.899** | –2.061 | –3.690** | –1.998 | 0.442* | 0.409* | I (0) |
GDP | –3.523** | –0.481 | –3.052* | –1.781 | 0.508** | 0.464** | I (0) |
Eastern China | |||||||
CO2 | –2.142 | –2.139 | –3.899** | -2.158 | 0.585** | 0.395* | I (0) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –5.410*** | –2.054 | –9.605*** | -2.051 | 0.583** | 0.469** | I (0) |
GDP | –4.735*** | –1.771 | –13.893*** | -1.469 | 0.603** | 0.504** | I (0) |
Southcentral China | |||||||
CO2 | –2.363 | –2.487 | –7.835*** | –2.542 | 0.528** | 0.409* | I (0) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –4.188*** | –2.297 | -6.731 | –2.246 | 0.550** | 0.440* | I (0) |
GDP | –4.094*** | –1.976 | -11.536*** | –1.826 | 0.605** | 0.479** | I (0) |
Southwest China | |||||||
CO2 | –5.037*** | –1.926 | –4.445*** | –1.925 | 0.503** | 0.484** | I (0) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –3.212** | –2.656 | –4.982*** | –2.656 | 0.549** | 0.479** | I (0) |
GDP | –2.716* | –1.986 | –3.453** | –1.895 | 0.605** | 0.435* | I (0) |
Northwest China | |||||||
CO2 | –1.571 | –2.195 | –2.153 | –1.529 | 0.588** | 0.311 | I (1) |
CCPU | –2.338 | –2.791* | –2.350 | –2.791* | 0.165 | 0.314 | I (1) |
EC | –1.440 | –1.484 | –2.992* | –1.528 | 0.597** | 0.363 | I (0) |
GDP | –3.519** | –1.978 | –3.642** | –1.904 | 0.595** | 0.435* | I (0) |