Introduction: Measuring the "stochastic behaviors" of environmental indicators is important to determine the sustainability and effectiveness of environmental policies.On the one hand, if an ecological index is non-stationary and contains a unit root (a random walk process), then when a shock is introduced to it, the fluctuations created will not be damped and can have permanent effects on the environment. On the other hand, if the ecological index is stationary, the effects of shocks are temporary and the series returns to its long-term average or trend path. In this case, shocks such as innovations or policy interventions do not affect environmental quality in the long run. Also, if the ecological index is non-stationary, the past trend of this variable is not useful in predicting the future situation, or ultimately has very little effect on this prediction. Conversely, if it is stationary, past values and their changes can be used to predict the future trend of the variable. Accordingly, this research aims to investigate the stability and persistence of shocks to different parts of the Iranian environment.
Method: The present descriptive-analytical and applied study, using time series data from 1961 to 2022, has examined the stability and persistence of shocks to environmental indicators in Iran using three general indicators: Ecological Footprint (EF), Biological Capacity (BC), and Load Capacity Factor (LCF), and six different components of EF. To obtain reliable results, unit root tests in three categories have been used: A. Conventional unit root tests including: ADF, PP, DF-GLS, KPSS, and NP, B. Structural break Unit Root and Least Squares Residual Augmented Unit Root Tests including: ZA and RALS-ADF, and C. Fourier unit root tests including: F-ADF, F-KPSS, and FFFFF-DF.
Results: Based on all unit root tests, carbon footprint, forest footprint, EF, BC and LCF are non-stationary and have unit roots. The grazing footprint component except in BP and RALS-ADF tests and the fisheries footprint component except in BP test are non-stationary and have unit roots in other unit root tests. In contrast, the cropland and built-up components are stationary and do not have unit roots based on most unit root tests, especially the Fourier unit root tests.
Discussion: According to the results of the unit root test, it can be said that environmental shocks and policies aimed at reducing environmental degradation will have a sustainable and continuous effect on the general sectors of demand, supply, and environmental balance, and the components: carbon footprint, forest footprint, grazing footprint, and fishing grounds footprint. In contrast, environmental shocks and policies will have a transient and temporary effect on the components of cropland footprint and built-up footprint. Accordingly, a reliable statistical prediction of the future behavior of cropland footprint and built-up footprint is possible based on their past behavior, and therefore, policymakers can use prediction as a basic policy tool to combat environmental degradation in these two sectors. Accordingly, a reliable statistical prediction of the future behavior of cropland footprint and built-up footprint is possible based on their past behavior, and therefore, policymakers can use prediction as a basic policy tool to combat environmental degradation in these two sectors.