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Table 1 Augmented Dickey-Fuller, Philip-Perron, and KPSS unit root tests

From: Renewable energy, energy efficiency, and eco-friendly environment (R-E5) in Nigeria

Variables ADF statistic PP statistic KPSS statistic
InREN t −7.1190* −10.2891* 0.1288
ΔInREN t −4.5976* −17.7251* 0.18848**
InPOP t −3.5147 −1.7788 0.057359
ΔInPOP t −3.7071** −3.8137* 0.1880**
InGDP t −5.2226* −5.2407* 0.0770
ΔInGDP t −8.1553* −24.3946* 0.3493*
InFUEt −2.9590 −2.9986 0.0578
ΔInFUE t −5.9338* −6.8035* 0.2283*
InCO2t −1.8842 −1.8247 0.1413
ΔInCO2t −5.4920* −6.0445* 0.1820**
  1. The optimal lag order for ADF test is determined by AIC, while the bandwidths for PP and KPSS tests are determined by using the Newey-West Bartlett kernel (the unit root test indicates that all the variables are integrated or stationary at the first difference, I(1) except InREN t and GDP t which are stationary at levels)
  2. *Significance at 1 % level; **significance at 5 % level; ***significance at 10 % level