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Table 3 Zivot and Andrews (1992) unit root test with structural break

From: Oil price, energy consumption and carbon dioxide (CO2) emissions: insight into sustainability challenges in Venezuela

 

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)

  1. Lag length in []. *** Indicates significance at 1%. ∆ indicates series first difference