CH₄ VECM

Variable

Short Run

Variable

Long Run

Coefficient

T. stat.

P. value

Coefficient

T. stat.

ECT_t−1

−0.16

−2.063

0.040*

L(CH₄)_t−1

1.00

dL(CH₄)_t−1

−0.18

−1.032

0.303

L(GDPP)_t−1

−4.17

−4.828**

dL(CH₄)_t-2

0.00

4.9e-05

1.000

L(GDPP)²_t−1

0.32

4.743**

dL(GDPP)_t−1

−1.45

−1.260

0.209

L(CPIN)_t−1

−1.88

−8.371***

dL(GDPP)_t−2

0.75

0.600

0.549

L(EUP)_t−1

−0.27

−0.394

dL(GDPP)²_t−1

0.12

1.293

0.198

L(OIL)_t−1

−0.09

−0.584

dL(GDPP)²_t−2

−0.08

−0.742

0.459

L(TOP)_t−1

−0.53

−4.547**

dL(CPIN)_t−1

−0.47

−3.145

0.002**

L(FDI)_t−1

0.07

6.515***

dL(CPIN)_t−2

−0.24

−1.611

0.109

C

13.35

dL(EUP)_t−1

0.97

2.202

0.029*

dL(EUP)_t−2

0.19

0.439

0.661

dL(OIL)_t−1

0.18

1.199

0.232

dL(OIL)_t−2

−0.20

−1.309

0.192

dL(TOP)_t−1

0.08

0.762

0.447

dL(TOP)_t−2

0.03

0.279

0.781

dL(FDI)_t−1

0.01

1.245

0.215

dL(FDI)_t−2

0.01

1.344

0.180

C

0.06

3.237

0.001**

N₂O VECM

Variable

Short Run

Variable

Long Run

Coefficient

T. stat.

P. value

Coefficient

T. stat.

ECT_t−1

−0.34

−3.404

0.001**

L(N₂O)_t−1

1.00

d(L(N₂O)_t−1

0.06

0.334

0.739

L(GDPP)_t−1

−1.55

−1.879*

d(L(N₂O)_t−2

0.08

0.514

0.608

L(GDPP)²_t−1

0.09

1.341

d(L(GDPP)_t−1

0.60

0.341

0.733

L(CPIN)_t−1

−2.03

−9.512***

d(L(GDPP)_t−2

1.42

0.744

0.458

L(EUP)_t−1

0.59

0.902

d(L(GDPP)²_t−1

−0.06

−0.428

0.669

L(OIL)_t−1

0.15

1.010

d(L(GDPP)²_t−2

−0.14

−0.917

0.365

L(TOP)_t−1

−1.01

−9.070***

d(L(CPIN)_t−1

−1.01

−4.855

0.000***

L(FDI)_t−1

0.09

8.742***

d(L(CPIN)t−2

−0.55

−2.485

0.014**

C

4.08

d(L(EUP)_t−1

1.82

2.766

0.006**

d(L(EUP)_t−2

0.69

1.080

0.282

d(L(OIL)_t−1

0.38

1.689

0.095*

d(L(OIL)_t−2

−0.33

−1.490

0.138

d(L(TOP)_t−1

−0.03

−0.198

0.844

d(L(TOP)_t−2

−0.17

−1.102

0.272

d(L(FDI)_t−1

0.02

2.241

0.026**

d(L(FDI)_t−2

0.01

2.129

0.035**

C

0.10

3.807

0.000***