Table 1 Stationarity test of time series (xt) using the Augmented Dickey-Fuller (ADF) test, including decomposed approximate coefficients for four flood indices, global mean temperature, China’s precipitation regime, and population, forest cover, and polder area in the Yangtze River Basin from 950 to 2000 CE

From: Anthropogenic transition in flood regimes: insights from a millennium of the Yangtze River records

ADF t-statistic

Constant, Linear trend

Constant

None

Order of integration

xt

xt

2xt

xt

xt

2xt

xt

xt

2xt

Annual flood sum

−0.2850

−9.6753(***)

 

1.7991

−9.0177 (***)

 

2.4303

−8.6825 (***)

 

I(1)

Annual flooded basin

0.9908

−9.1460 (***)

 

2.4348

−8.3322 (***)

 

2.9789

−7.9742 (***)

 

I(1)

Overall flood intensity

−3.1266

−9.1092 (***)

 

−0.7714

−8.9627 (***)

 

0.1713

−8.8672 (***)

 

I(1)

100-year flood density

−1.8412

−28.0179 (***)

 

1.1138

−27.8932 (***)

 

2.8500

−27.6763 (***)

 

I(1)

Global mean temperature (T)

−2.3068

−21.4404 (***)

 

−2.4386

−21.3905 (***)

 

0.4737

−21.3904 (***)

 

I(1)

Precipitation regime (P)

−27.4758 (***)

−21.0486 (***)

 

−27.4608 (***)

−21.0589 (***)

 

−1.5759

−21.0689 (***)

 

I(1)

Population (Po)

0.2468

−1.9118

−32.3913 (***)

1.8517

−0.9615

−32.3657 (***)

2.1770

−0.3983

−32.3570 (***)

I(2)

Forest cover (Fc)

0.2287

0.5898

−34.8369 (***)

−1.7736

0.9403

−34.7077 (***)

0.5492

0.6289

−34.6776 (***)

I(2)

Polder area (Pa)

−2.6983

−3.8077 (*)

 

-1.3877

-3.7119 (**)

 

1.3171

-2.9702 (**)

 

I(1)

  1. The null hypothesis assumes that xt has a unit root, with the regression method being ordinary least squares (OLS) and three options for an exogenous regressor: (1) constant and linear trend, (2) constant, and (3) none. The ADF test is applied to xt and its higher-order differences until the t-statistic becomes significant, which determines the order of integration for the series. The results indicate that all series are nonstationary I(1) processes, except for population and forest cover, which are I(2) processes.
  2. (***), (**), and (*) denote the test significance at the level of p < 0.001, <0.01, and <0.05, respectively.