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Table 4 Lee and Strazicich (2003) LM unit root test with two structural breaks

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 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)

  1. Lag length in []. ** And *** indicates significance at 5% level and 1% level, respectively