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A Systems View Across Time and Space

Table 4 FCVAR results for the growth rate series

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

 

d–b

Cointegrating equation beta

CO2 growth rate

GDP growth rate

Model for the growth rates of CO2 and GDP imposing d = b

d = 1.024 (0.092)

1.000

− 2.662

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Model for the growth rates of CO2 and GDP not imposing d = b

d = 0.948 (0.106)

b = 0.986 (0.000)

1.000

− 2.735

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