Test for a unit root                                             (STB-17: sts7)
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	^unitroot^ varname ^, ^[^lags(^#^)^] [^trend^]


tests the null hypothesis that "varname" has a unit root.  Three test
statistics are reported: the augmented Dickey-Fuller statistic, and the
Z(alpha) and Z(t) statistics developed by Phillips and Perron.  A drift
term is included in the test regressions.  A trend term is optional.
All three statistics have the same non-standard distribution.  The true
distribution under the null has been calculated and is tabulated in
Fuller (1976, p. 373) where the original Dickey-Fuller test is
explained in detail.


References:
-----------

Fuller, Wayne A.  (1976)  "Introduction to Statistical Time Series,"
John Wiley & Sons.


Also see
--------

    STB:  sts2 (STB-7)
On-line:  ^help^ for ^dickey^, ^ppunit^