I can't include the notes just underneath the table correctly. I used the \multicolumn {5}{c} command aswell but still the output is not brilliant. Therefore I had to include the notes outside the table which does not look nice and is not attached to the table. I have included the code here. Please can anyone help me to do that.
Thanks
\begin{table}[ht]
\caption{\textbf{Results of ADF Tests for Unit-Roots in GDP and Gini coefficient for Sweden}}
% title of Table
\centering
% used for centering table
\begin{tabular}{c c c c c}
% centered columns (5 columns)
\hline\hline\hline
%inserts triple horizontal lines
& \multicolumn{3}{c} H0: unit roots I(1). H1: trend stationary I(0).\\ [1.5ex]
\hline
. &\multicolumn{3}{c}{\textbf{ADF test}} & \textbf{Integration Order} \\ [1ex]
\hline
\emph{Variables}&.&\emph{Levels}&\emph{$1^{st}$Difference}&\emph{I(d)} \\ [1ex]
% inserts table
%heading
\hline
% inserts single horizontal line
\textbf{ln}\emph{GDP}&.& -2.700(1) & -3.201(0)* & 1 \\ [1ex]
% inserting body of the table
\textbf{ln}\emph{GINI}&.& -4.167(0)* & N/A & 0 \\ [1ex]
% [1ex] adds vertical space
\hline
%inserts single line
\end{tabular}
\label{table:nonlin}
% is used to refer this table in the text
\end{table}
\\
\textbf{Notes:}The number of lags are in parentheses and the optimal lags for conducting the ADF tests were determined by SIC (Schwarz Info Criterion). * indicate significance at the 5\% level.The MacKinnon critical value for the ADF test is $-3.557$\\
I have sorted the problem out.
Thanks Thorsten. Oh, yeah, thanks for welcoming me too.
Here it is what I did:
I just simply typed the commands such as \begin{threeparttable} and all the remaining missing commands into my main code which pasted above, also included the necessary notes and it worked...