Skip to main content

Table 3 Cointegrating regression using first differenced data

From: Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach

  Constant Slope db (White noise) db (Autocorrelation)
LSTD − 0.0101 (− 3.29) 1.0200 (7.97) 0.83 (0.73, 0.96) 0.87 (0.62, 1.20)
LSFD − 0.0079 (− 3.29) 1.1932 (2.32) 0.46 (0.22, 0.64) 0.44 (0.19, 0.69)
NBLS − 0.0043 (− 3.29) 1.0121 (3.65) 0.19 (− 0.04, 0.36) 0.08 (− 0.02, 0.42)
  1. LSTD means least squares in the time domain (5); LSFD is least squares in the frequency domain (6), and NBLS is narrow band least squares (7)