| At level | At first difference | Result | ||
---|---|---|---|---|---|
t-Statistic | Break date | t-Statistic | Break date | ||
lnEngy | − 3.466 [1] | 1987 | − 13.332 [0]*** | 1982 | I(1) |
lnOil | − 3.895 [0] | 1986 | − 7.582 [0]*** | 1981 | I(1) |
lnCO2 | − 4.630 [0] | 2004 | − 7.480 [1]*** | 2004 | I(1) |
lnRgdpc | − 3.999 [1] | 2004 | − 5.915 [1]*** | 2004 | I(1) |
lnGCE | − 3.681 [0] | 2004 | − 6.898 [1]*** | 1997 | I(1) |
lnTrd | − 4.152 [0] | 1988 | − 8.200 [0]*** | 1984 | I(1) |