Forecasting China’s CO2 Emissions for Energy Consumption Based on Cointegration Approach
Table 2
The ADF test result for the series.
Item
Variable
Test Type
Statistics of ADF
P value
Confidence threshold of 1%
Confidence threshold of 5%
Confidence threshold of 10%
Results
The level item
lnCE
(C, T,6)
-3.127378
0.1100
-4.127338
-3.490662
-3.173943
Non-stationary
lnTE
(C, T,6)
-2.983204
0.1459
-4.127338
-3.490662
-3.173943
Non-stationary
lnPG
(C, T,2)
-1.717557
0.7315
-4.115684
-3.485218
-3.170793
Non-stationary
lnUL
(C, T,5)
-2.024651
0.5757
-4.124265
-3.489228
-3.173114
Non-stationary
lnEI
(C, T,1)
-3.340095
0.0694
-4.113017
-3.483970
-3.170071
Non-stationary
First-order differential term
dlnCE
(C, N, 1)
-4.554732
0.0005
-3.542097
-2.910019
-2.592645
stationary
dlnTE
(C, N, 1)
-4.523070
0.0005
-3.542097
-2.910019
-2.592645
stationary
dlnPG
(C, N, 1)
-5.613558
0.0000
-3.542097
-2.910019
-2.592645
stationary
dlnUL
(C, N, 2)
-3.676089
0.0069
-3.544063
-2.910860
-2.593090
stationary
dlnEI
(C, N, 1)
-3.172484
0.0265
-3.542097
-2.910019
-2.592645
stationary
Note: C denotes including the intercept, T denotes including trend items, N denotes not including trend items, the digital denotes lag interval, P=0.001, denotes the variables are steady at 1% significance level, and denotes the variables are steady at 5% significance level.