CH4

N2O

Variable

Coefficient

t-Statistic

Prob.

Coefficient

t-Statistic

Prob.

L(GDPP)

−1.52

−2.937

0.006*

−4.03

−5.633

0.000*

L(GDP)2

0.13

3.285

0.002*

0.34

6.205

0.000*

L(CPIN)

0.51

5.332

0.000*

0.41

3.059

0.004*

L(EUP)

−1.63

−4.687

0.000*

−2.30

−4.773

0.000*

L(OIL)

−0.17

−1.562

0.126

−0.23

−1.553

0.129

L(TOP)

0.12

1.657

0.106

0.31

3.057

0.004*

L(FDI)

0.004

0.973

0.336

−0.000

−0.030

0.976

C

22.03

6.091

0.000*

32.76

6.564

0.000*

R-squared = 0.94; Adjusted R-squared = 0.93; SER = 0.107; SSR = 0.443; LL = 42.940; AIC= −1.487; SC = −1.172; HQC = −1.368; F-statistic = 92.24 (P. 0.000); DW = 1.76

Diagnostic Tests

Stat. Prob. DW

Normality (J-B) (9.04) 0.011 1.76

Autocorrelation F (0.28) 0.754 1.98

Heteroskedasticity F (0.82) 0.578 2.46

Stability RESET F (1.15) 0.259 1.87

R-squared = 0.95; Adj. R-squared = 0.94; SER = 0.147; SSR = 0.843; LL = 27.80; F. Stat. = 96.06 (P. 0.000); AIC = −0.843; SC = −0.528; HQC = −0.724; DW = 1.73

Diagnostic Tests

Stat. Prob. DW

Normality (J-B) (3.32) 0.190 1.73

Autocorrelation F (0.41) 0.667 2.00

Heteroskedasticity F (1.09) 0.390 2.61

Stability RESET F (1.12) 0.276 1.68