Variable | ADF Test [Level Form] | PP Test [Level Form] | KPSS Test[Level Form] | |||||
Case 1 | Case 2 | Case 3 | Case 1 | Case 2 | Case 3 | Case 1 | Case 2 | |
GMSL | −1.4275 (0.8403) | 0.1416 (0.9658) | 0.3987 (0.7949) | −1.2393 (0.8909) | 0.3404 (0.9782) | 0.3712 (0.7878) | 0.4422 (0.1460) | 0.8512 (0.4630) |
TEM | −1.7785 (0.6999) | 1.8292 (0.9997) | 1.4609 (0.9625) | −1.4793 (0.8234) | 1.5681 (0.9993) | 1.4609 (0.9625) | 0.2153 (0.1460) | 0.8730 (0.4630) |
CO2 | −1.3502 (0.8631) | −1.2978 (0.6235) | 0.6605 (0.8554) | −1.6834 (0.7435) | −1.6184 (0.4658) | 0.5328 (0.8276) | 0.2213 (0.1460) | 0.5693 (0.4630) |
EN | −2.51104 (0.3218) | 0.1535 (0.9667) | 2.4778 (0.9963) | −2.5110 (0.318) | 0.2502 (0.9731) | 2.6749 (0.9978) | 0.1757 (0.1460) | 1.2876 (0.4630) |
UR | −1.4995 (0.8158) | 1.2841 (0.9982) | 2.8421 (0.9986) | −2.2547 (0.4498) | 4.7539 (1.000) | 26.3885 (1.000) | 0.2376 (0.1460) | 0.9362 (0.4630) |
OPN | −2.8163 (0.1986) | −1.0104 (0.7425) | 1.8605 (0.9837) | −2.8164 (0.1986) | −0.9206 (0.7734) | 2.6469 (0.9976) | 0.2015 (0.1460) | 2.4703 (0.4630) |
| ADF Test [Differenced Form] | PP Test [Differenced Form] | KPSS Test [Differenced Form] | |||||
GMSL | −8.2783** (0.0000) | −8.204** (0.0000) | −7.249** (0.0000) | −8.365** (0.0000) | −8.204** (0.0000) | −7.244** (0.0000) | 0.0943** (0.1460) | 0.1487** (0.4630) |
TEM | −10.206** (0.0000) | −9.710** (0.0000) | −9.209** (0.0000) | −10.26** (0.0000) | −9.549** (0.0000) | −9.001** (0.0000) | 0.1135* (0.1460) | 0.2351** (0.4630) |
CO2 | −5.4083** (0.0003) | −5.464** (0.0000) | −5.491** (0.0000) | −5.408** (0.0003) | −5.441** (0.0000) | −5.466** (0.0000) | 0.1022** (0.1460) | 0.1033 (0.4630) |
EN | −6.8411* (0.0001) | −6.880** (0.0001) | −6.099** (0.0001) | −6.852** (0.0001) | −6.891** (0.0001) | −6.108** (0.0001) | 0.0389** (0.1460) | 0.1190* (0.4630) |
UR | −2.5696 (0.2954) | −2.3469 (0.1621) | 0.9631 (0.9087) | −2.0183 (0.5767) | −2.4525 (0.1334) | 0.9632 (0.9087) | 0.0834** (0.1460) | 0.7316* (0.7390) |
OPN | −7.7588** (0.0001) | −7.817** (0.0001) | −7.123** (0.0001) | −8.235** (0.0001) | −8.237** (0.0001) | −7.123** (0.0001) | 0.0959** (0.1460) | 0.0982** (0.4630) |