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Thank you very much for your help and the prompt reply.

Intending to verify that the code uses a moving window, i created another one workfile and I runned separately the ADF test for the first 3 subsamples (1-250, 2-251, 3-252). Comparing the results, i realized that the code runs the test in the way that i described in my previous message.

I used the following code: !width = 250 !lastfirst = @obsrange-!width+1 matrix(!lastfirst, 2) uroot for !i=1 to !lastfirst smpl @first+!i-1 @first+!i-1+!width-1 freeze(bb) bond_spread.uroot(const, trend) uroot(!i, 1) = @val(bb(7, 4)) uroot(!i, 2) = @val(bb(7, 5)) if (@isobject("bb")) then ...

I used the above code in order to implement the ADF test on a rolling window of 250 obs. However, regarding the results, in each estimation the sample widens by one observation and is not moved. In particular, the ADF test is employed for the samples: 1-250, 1-251, 1-252 .... instead of: 1-250, 2-25...