我不懂。
最简单办法，你查Hadri (2000) 的文章，看看就明白了。

帮助里面的介绍也很有用啊
hadrilm performs a test for stationarity in heterogeneous panel data (Hadri,
2000). This Lagrange Multiplier (LM) test has a null of stationarity, and its
test statistic is distributed as standard normal under the null.  The series
may be stationary around a deterministic level, specific to the unit (i.e. a
fixed effect) or around a unit-specific deterministic trend.  The error process
may be assumed to be homoskedastic across the panel, or heteroskedastic across
units. Serial dependence in the disturbances can also be taken into account
using a Newey-West estimator of the long run variance.  The residual-based test
is based on the squared partial sum process of residuals from a demeaning
(detrending) model of level (trend) stationarity.

Test results and p-values are placed in the return array.