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Journal of Economic Structures

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

Table 5 CIPS panel unit root tests

From: Evaluation of environmental energy efficiency and its influencing factors: a prefecture-level analysis of Japanese manufacturing industries

Variables

Levels

First differences

Order

Constant

Constant and trend

Constant

Constant and trend

GDPC

− 2.17864**

− 2.40279

–

–

I(0)

(GDPC)2

− 2.21616**

− 2.42996

–

–

I(0)

Food, beverages, and tobacco

 EEE1

− 2.29363***

− 2.86753***

–

–

I(0)

 EEE2

− 1.77151

− 2.48939

− 3.18313***

− 3.29856***

I(1)

 IS

− 1.10926

− 2.25906

− 3.19999***

− 3.47456***

I(1)

 EI

− 1.50784

− 2.18971

− 2.90571***

− 3.00765***

I(1)

Textile

 EEE1

− 2.08487*

− 2.05518

–

–

I(0)

 EEE2

− 1.34609

− 1.85256

− 3.64690***

− 3.80476***

I(1)

 IS

− 2.97759***

− 3.40605***

–

–

I(0)

 EI

− 1.46702

− 1.67085

− 3.09253***

− 4.53639***

I(1)

Pulp and paper

 EEE1

− 1.98447

− 2.33212

− 3.66913***

− 3.66226***

I(1)

 EEE2

− 1.79496

− 1.92754

− 3.30750***

− 3.33836***

I(1)

 IS

− 1.58663

− 2.03860

− 2.99590***

− 3.04617***

I(1)

 EI

− 1.76187

− 2.29168

− 3.17031***

− 3.30207***

I(1)

Chemical, oil, and coal

 EEE1

− 1.69694

− 2.08245

− 3.44084***

− 3.54160***

I(1)

 EEE2

− 2.05526*

− 2.39509

–

–

I(0)

 IS

− 1.61122

− 2.31463

− 3.43646***

− 3.56194***

I(1)

 EI

− 2.11258*

− 2.13129

–

–

I(0)

Ceramic, stone, and clay

 EEE1

− 1.68040

− 2.00372

− 3.19011***

− 3.38972***

I(1)

 EEE2

− 1.99514

− 2.14758

− 3.61700***

− 3.66830***

I(1)

 IS

− 2.11295*

− 2.40269

–

–

I(0)

 EI

− 1.08257

− 1.77552

− 2.68741***

− 2.91127***

I(1)

Iron and steel

 EEE1

− 2.17211**

− 2.46971

–

–

I(0)

 EEE2

− 1.78588

− 1.96017

− 3.09790***

− 3.20276***

I(1)

 IS

− 1.68238

− 2.48940

− 3.40149***

− 3.64857***

I(1)

 EI

− 1.71261

− 2.13523

− 3.16079***

− 3.15379***

I(1)

Machinery

 EEE1

− 1.36732

− 1.98537

− 3.29687***

− 3.45063***

I(1)

 EEE2

− 1.50001

− 2.23085

− 3.37202***

− 3.51415***

I(1)

 IS

− 2.25187**

− 2.28157

–

–

I(0)

 EI

− 2.66379***

− 3.21616***

–

–

I(0)

Manufacturing

 EEE1

− 1.84003

− 2.65923**

–

–

I(0)

 EEE2

− 1.43372

− 2.44986

− 3.73975***

− 3.80389***

I(1)

 IS

− 1.61702

− 2.20335

− 3.47426***

− 3.78557***

I(1)

 EI

− 1.54173

− 2.50029

− 3.16545***

− 3.17359***

I(1)

  1. The tests in the table select a single lag for the ADF (augmented Dickey–Fuller) regression and report the truncated CIPS statistic. The constants and trends are deterministic terms included in the tests
  2. *p < 0.1
  3. **p < 0.05
  4. ***p < 0.01
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