Pakistan CO₂ Emission Modelling and Forecasting: A Linear and Nonlinear Time Series Approach

Table 2

The augmented Dickey–Fuller, Phillips–Perron, and structural break (Chow test) tests for CO₂ emission data at the level (0).

Item	Estimate
Dickey–Fuller	−3.0238
Lag order	3
p value	0.161
Phillips–Perron unit root test	−9.6469
Lag order	3
p value	0.5404
Structural break test
(Chow test)
p value	1.00

The Phillips–Perron unit root test: 9.6469.