(continued)
Variables
Unit root test at
level
Unit root test at 1st
difference
Decision
Order of
integration
t-stat
Prob.
t-stat
Prob.
TEMP Harvesting
0.1682 0.7289
−2.1974 0.0289** Non-stationary at
level but stationary
at first difference
I(1)
PRECP Sowing
5.4085 1.0000
−2.8188 0.0066*
Non-stationary at
level but stationary
at first difference
I(1)
PRECP Flowering
−0.0864 0.6466
−3.9536 0.0003*
Non-stationary at
level but stationary
at first difference
I(1)
PRECP Harvesting
0.7726 0.8759
−4.7179 0.0000*
Non-stationary at
level but stationary
at first difference
I(0)
V. TEMP Sowing
−3.1745 0.0021* –
–
Stationary at level
I(0)
V. TEMP Flowering
−2.2543 0.0015* –
–
Stationary at level
I(0)
V. TEMP Harvesting
−4.9154 0.0000* –
–
Stationary at level
I(0)
V. PRECP Sowing
−6.8745 0.0000* –
–
Stationary at level
I(0)
V. PRECP Flowering −7.8527 0.0000* –
–
Stationary at level
I(0)
V. PRECP Harvesting −2.9239 0.0041* –
–
Stationary at level
I(0)
(P × T) Sowing
5.6934 1.0000
−6.5432 0.0000*
Non-stationary at
level but stationary
at first difference
I(1)
(P × T) Flowering
4.8658 1.0000
−5.8567 0.0000*
Non-stationary at
level but stationary
at first difference
I(1)
(P × T) Harvesting
5.0837 1.0000
−4.9743 0.0000*
Non-stationary at
level but stationary
at first difference
I(1)
Ln (A wheat )
6.9731 1.0000
−5.9388 0.0000*
Non-stationary at
level but stationary
at first difference
I(1)
Ln (Fr)
−0.0649 0.6278
−3.4893 0.0009*
Non-stationary at
level but stationary
at first difference
I(1)
Author’s own
Level of significance = 95 %(**); 100 %(*)
Climate Change, Risk and Food Security: An Analysis …
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