User’s Guide : Basic Data Analysis : Series : Unit Root Test
Unit Root Test
This view carries out the Augmented Dickey-Fuller (ADF), GLS transformed Dickey-Fuller (DFGLS), Phillips-Perron (PP), Kwiatkowski, et. al. (KPSS), Elliot, Richardson and Stock (ERS) Point Optimal, and Ng and Perron (NP) unit root tests for whether the series (or it’s first or second difference) is stationary.
In the panel context, this view carries out Levin, Lin and Chu, Breitung, Im, Pesaran and Shin, Fisher-type tests using ADF and PP tests (Maddala and Wu, and Choi), and Hadri panel unit root tests.
See “Unit Root Testing” for a discussion of stationary and nonstationary time series and additional details on how to carry out the unit roots tests in EViews.