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Sustainable Energy Research

Table 5 Westerlund cointegration test

From: The asymmetric effect of oil price on ecological footprint: evidence from oil-producing African countries

Test

Value

Z value

p value

Gt

– 6.207***

– 7.413

0.000

Ga

– 8.521**

4.011

0.016

Pt

– 6.311***

– 8.677

0.000

Pa

– 9.690

3.551

0.349

  1. *** and ** represent 1% and 5% levels of significance respectively
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