| At level | At first difference | Result | ||
---|---|---|---|---|---|
t-Statistic | Break dates | t-Statistic | Break dates | ||
lnEngy | − 5.646 [4] | 1978, 2003 | − 8.082 [3]*** | 1981, 1991 | I(1) |
lnOil | − 5.145 [1] | 1982, 1997 | − 7.775 [3]*** | 1979, 1987 | I(1) |
lnCO2 | − 5.325 [1] | 1977, 2004 | − 7.301 [1]*** | 1982, 2007 | I(1) |
lnRgdpc | − 4.976 [1] | 1980, 2005 | − 6.243 [1]** | 1999, 2003 | I(1) |
lnGCE | − 5.102 [1] | 1989, 1995 | − 8.093 [2]*** | 1994, 1998 | I(1) |
lnTrd | − 5.241 [3] | 1981, 1990 | − 7.330 [1]*** | 1976, 1988 | I(1) |