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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 2 Zivot–Andrews structural break trended unit root test

From: Revisiting the electricity consumption-led growth hypothesis: is the rule defied in France?

Variable

At level

At 1st difference

T-stat

Break year

T-stat

Break year

\(\ln Y_{t}\)

− 1.543 (1)

1985

− 6.156 (2)*

1982

\(\ln EC_{t}\)

− 3.738 (2)

2000

− 5.442 (1)**

1986

\(\ln F_{t}\)

− 3.201 (1)

1978

− 11.839 (4)*

1978

\(\ln K_{t}\)

− 4.120 (3)

1981

− 5.499 (1)**

1985

\(\ln TO_{t}\)

− 4.167 (3)

1998

− 6.719 (3)*

1987

\(\ln EX_{t}\)

− 4.332 (1)

1997

− 6.841 (2)*

1988

\(\ln IM_{t}\)

− 4.195 (2)

1998

− 7.182 (1)*

1976

  1. * and ** indicate p-values at 1% and 5% levels. Lag length of variables is shown in small parentheses