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Dear Itamar, Thank you for your reply. I am pretty sure that the "gsadf" contains the test-statistics (and the 1%,5% or 10% of the sorted test-statistics) are the critical values. Are these critical values of the BSADF? Then how can we implement the GSADF process? Which method should be us...

Dear Itamar, Thanks for your usefull add-in. I have some queries however. First of all, why do you mention that "gsadf - This is the sequence of BSADF statistics"? I would say that BSADF process in another method different from the GSADF. Secondly, I cannot see any window with the "gs...