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# Augmented Dickey-Fuller Test Unit Root Test #
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Test regression trend


Call:
lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)

Residuals:
      Min        1Q    Median        3Q       Max
-0.044714 -0.006525  0.000129  0.006225  0.045353

Coefficients:
              Estimate Std. Error t value Pr(>|t|)   
(Intercept)  0.7976591  0.3547775   2.248   0.0270 *
z.lag.1     -0.0758706  0.0338880  -2.239   0.0277 *
tt           0.0004915  0.0002159   2.277   0.0252 *
z.diff.lag1 -0.1063957  0.1006744  -1.057   0.2934   
z.diff.lag2  0.2011373  0.1012373   1.987   0.0500 .
z.diff.lag3  0.2998586  0.1020548   2.938   0.0042 **
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Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.01307 on 89 degrees of freedom
Multiple R-squared:  0.1472,    Adjusted R-squared:  0.09924
F-statistic: 3.071 on 5 and 89 DF,  p-value: 0.01325


Value of test-statistic is: -2.2389 3.7382 2.5972

Critical values for test statistics:
      1pct  5pct 10pct
tau3 -4.04 -3.45 -3.15
phi2  6.50  4.88  4.16
phi3  8.73  6.49  5.47