### Elliot- Rothenberg-Stock unit root test

Posted:

**Sat Dec 07, 2013 12:01 pm**I was asked to to a more powerful unit root test on my data than ADF and Phillips-Perron.

Elliot- Rothenberg-Stock unit root test was the one pointed out and I was reading carefully the User Guide2 but i didn't find out what my results mean, because I am not familiar to the test.

this is the table:

Null Hypothesis: LOGGDP has a unit root

Exogenous: Constant

Lag length: 1 (Spectral OLS AR based on SIC, maxlag=10)

Sample: 1948 2014

Included observations: 67

P-Statistic

Elliott-Rothenberg-Stock test statistic 1603.793

Test critical values: 1% level 1.897200

5% level 3.017600

10% level 3.998400

*Elliott-Rothenberg-Stock (1996, Table 1)

HAC corrected variance (Spectral OLS autoregression) 0.000986

Is ther a unit root or not??

Thank you so much for your time once again

Elliot- Rothenberg-Stock unit root test was the one pointed out and I was reading carefully the User Guide2 but i didn't find out what my results mean, because I am not familiar to the test.

this is the table:

Null Hypothesis: LOGGDP has a unit root

Exogenous: Constant

Lag length: 1 (Spectral OLS AR based on SIC, maxlag=10)

Sample: 1948 2014

Included observations: 67

P-Statistic

Elliott-Rothenberg-Stock test statistic 1603.793

Test critical values: 1% level 1.897200

5% level 3.017600

10% level 3.998400

*Elliott-Rothenberg-Stock (1996, Table 1)

HAC corrected variance (Spectral OLS autoregression) 0.000986

Is ther a unit root or not??

Thank you so much for your time once again