Dynamic relationship among CO₂ emission, agricultural productivity and food security in Nigeria

Figures & data

Figure 1. Plot showing CE, AGP, and FS.

Table 1. Unit root tests

Variables	Level		First difference		Decision
	t-statistic	Probability	t-statistic	Probability
ADF
AGP	−1.400	0.849	−5.854***	0.000	I(1)
FS	−1.361	0.860	5.819***	0.000	I(1)
CE	−2.238	0.459	−6.614***	0.000	I(1)
PP
AGP	−1.480	0.823	−5.821***	0.000	I(1)
FS	−1.348	0.863	−5.792***	0.000	I(1)
CE	−2.157	0.502	−6.652***	0.000	I(1)

*** Indicates significance at 1 percent level.

Table 2. Johansen cointegration test based on VAR

Hypothesized No. of cointegrating equations	Statistic	5% Critical value	Probability
Trace test
None	28.274	29.797	0.074
At most 1	9.691	15.495	0.305
At most 2	0.383	3.841	0.536
Maximum Eigen value test
None	18.583	21.132	0.110
At most 1	9.308	14.265	0.261
At most 2	0.383	3.841	0.536

Table 3. VAR estimates of the short run relationship

	CE	AGP	FS
CE(−1)	0.096	−0.060*	−0.058*
	(−0.156)	(−0.033)	(−0.033)
	[ 0.616]	[−1.836]	[−1.744]
CE(−2)	−0.022	−0.089**	−0.085**
	(−0.165)	(−0.035)	(−0.035)
	[−0.131]	[−2.566]	[−2.442]
AGP(−1)	−1.434	0.612	0.479
	(−14.278)	(−2.999)	(−3.021)
	[−0.100]	[0.204]	[0.159]
AGP(−2)	−14.051	−3.766	−4.053
	(−13.541)	(−2.844)	(−2.865)
	[−1.038]	[−1.324]	[−1.415]
FS(−1)	0.702	−0.545	−0.402
	(−14.205)	(−2.983)	(−3.005)
	[0.049]	[−0.183]	[−0.134]
FS(−2)	14.834	3.774	4.064
	(−13.548)	(−2.845)	(−2.866)
	[1.095]	[1.326]	[1.418]
Constant	0.438	0.119	0.103
	(−0.389)	(−0.082)	(−0.082)
	[1.124]	[1.451]	[1.254]
R^2	0.082	0.253	0.241
F-statistic	0.593	2.260	2.116

Note: Standard errors in parenthesis and t-statistics in square brackets.

* Indicate significance at 10 percent.

** 5 percent level, respectively.

Figure 2. Impulse responses.

Table 4. Variance decomposition

Period	CE	AGP	FS
Variance decomposition of CO2 emission
1	100.000	0.000	0.000
5	92.862	4.732	2.406
10	92.546	4.868	2.586
Variance decomposition of agricultural productivity
1	2.115	97.885	0.000
5	23.794	74.151	2.055
10	23.839	74.095	2.066
Variance decomposition of food security
1	2.100	97.701	0.199
5	22.048	75.440	2.512
10	22.097	75.388	2.515

Table 5. Granger causality tests between CE and AGP and between CE and FS

Null hypothesis	F-statistic	Probability
AGP does not Granger cause CE	1.395	0.498
CE does not Granger cause AGP	10.948***	0.004
FS does not Granger cause CE	1.487	0.476
CE does not Granger cause FS	9.902***	0.007

*** Indicates significance at 1% level.

Table

Lag	Log L	LR	FPE	AIC	SC	HQ
0	−13.522	NA	0.000	0.718	0.838	0.763
1	279.803	8.435	0.000	−11.687	−10.852	−11.374
2	284.829	544.815^*	1.42e−09^*	−11.862^*	−11.385^*	−11.683^*
3	300.383	16.560	0.000	−11.756	−10.563	−11.309
4	306.046	8.125	0.000	−11.611	−10.060	−11.030

^* Lag order selected by the criterion.