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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
-0.060535 -0.018808 -0.003726  0.016245  0.049167
Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept)  3.65977    2.39264   1.530    0.152
z.lag.1     -0.41275    0.27777  -1.486    0.163
tt           0.04101    0.02840   1.444    0.174
z.diff.lag   0.21768    0.29041   0.750    0.468
Residual standard error: 0.03402 on 12 degrees of freedom
Multiple R-squared:  0.1763,    Adjusted R-squared:  -0.02965
F-statistic: 0.856 on 3 and 12 DF,  p-value: 0.49

Value of test-statistic is: -1.486 5.3227 1.2825
Critical values for test statistics:
      1pct  5pct 10pct
tau3 -4.38 -3.60 -3.24
phi2  8.21  5.68  4.67
phi3 10.61  7.24  5.91