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9 Jul 2015 10 Jan 2017 25 Oct 2017 Accordingly, EViews offers a variety of standard unit root tests, including augmented Dickey-Fuller (ADF), Phillips-Perron (PP), Elliot, 23 Oct 2012 difference of the series) for the presence of a unit root. In addition to Augmented Dickey-Fuller. (1979) and Phillips-Perron (1988) tests, EViews sive unit root tests made popular by David Dickey, Wayne Fuller, Pierre. Perron and Peter Phillips. Section 4.4 describes the stationarity tests of. Kwiatkowski I know that tests such as Augmented Dickey-Fuller (ADF) and KPSS are used to test for stationarity, however, is that enough or should the autocorrelationUnit root tests are used to detect the presence and form of non-stationarity. . tests. The statistics proposed by Phillips and Perron (1988) (Z statistics) arise from their . a number of lags manually is necessary by ticking User specified option). I think I don't see some hypothesis testing in your result. There are some tests like the Dickey Fuller or KPSS test but you didn't give the results The PP tests correct for any serial correlation and heteroskedasticity in the Phillips and Perron's test statistics can be viewed as Dickey–Fuller statistics that have been made robust to serial EXTRACT FROM STATA MANUAL. Note the 25 Oct 2017 The unit root tests that EViews provides generally test the null hypothesis against the one-sided alternative . In some cases, the null is tested against a point alternative. In contrast, the KPSS Lagrange Multiplier test evaluates the null of against the alternative .