s+FinMetrics

unitroot(x, trend="c", method="adf", statistic="t",

         lags=1, min.lags=1, max.lags=12, penalty=0,

         bandwidth=NULL, window="bartlett",

         asymptotic=F, na.rm=F)

method

 "adf" for augmented Dickey-Fuller test,

 "pp" for Phillips-Perron test,

 "mpp" for modified Phillips-Perron test

 "dfgls" for Dickey-Fuller test with GLS detrending

 "ers" for Elliott-Rothenberg-Stock point optimal test

 The default is "adf"

详细请参考:

chap 4 Unit Root Tests