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)