CH₄

N₂O

Robustness

R-squared = 0.48; Adj. R-squared = 0.14; SSR = 0.183; SER = 0.084; F. stat. = 1.42; LL = 58.15; AIC = −1.82; SC = −1.10

Diagnostic Tests

Stat. P. value

Normality 27.91 0.032

Autocorrelation 116.40 0.576

Heteroskedasticity 1237.75 0.386

Stability: VEC specification imposes 7 unit roots, none of them is outside the unit root circle

Robustness

R-squared = 0.58; Adj. R-squared = 0.30; SSR = 0.400; SER = 0.124; F. stat. = 2.10; LL = 40.99; AIC = −1.05; SC = −0.32; SW = 2.02

Diagnostic Tests

Stat. P. value

Normality 15.41 0.495

Autocorrelation 113.06 0.661

Heteroskedasticity 1233.51 0.418

Stability; VEC specification imposes 7 unit roots; none is outside the unit circle