Skip to main content

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

  db 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
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