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Table 4 Results of the unit root tests

From: An empirical analysis of African trade blocs effects on the global economy: new evidence from the gravity model

Augmented Dickey Fuller Test (ADF)

Phillips-Perron Test (PP)

Variables

Levels

First Diff

Status

Variables

Levels

First Diff

Status

COMESA

− 2.6035

− 5.3486

I(1)

COMESA

− 2.6117

− 5.3403

I(1)

EAC

− 2.3683

− 6.9215

I(1)

EAC

− 0.5156

− 6.0027

I(1)

ECCAS

− 2.0996

− 7.3932

I(1)

ECCAS

− 2.0871

− 7.528

I(1)

ECOWAS

− 2.9309

− 9.3775

I(1)

ECOWAS

− 1.6228

− 7.0793

I(1)

REC GDP

− 2.0110

− 4.2583

I(1)

REC GDP

− 1.8386

− 4.3335

I(1)

Trading partner GDP

− 1.9873

− 4.2686

I(1)

Trading partner GDP

− 1.5043

− 4.212

I(1)

SACU

− 1.9669

− 5.9818

I(1)

SACU

− 2.0178

− 5.9817

I(1)

SADC

− 1.9922

− 6.7172

I(1)

SADC

− 1.8453

− 49,251

I(1)

Tariff

1.0000

− 5.5987

I(1)

Tariff

− 2.9456

− 6.0894

I(1)

AFRIEXP

− 2.1081

− 5.3283

I(1)

AFRIEXP

− 2.3335

− 5.3292

I(1)

  1. Critical values for ADF are − 4.2268, − 3.5366, and − 3.2003 for 1%, 5% and 10%
  2. Critical values for PP are − 4.2191, − 3.5330 and − 3.1983 for 1%, 5% and 10%,