Qn about Unit root tests

[econometricz]

Hello! I need to test 8 series for unit root . But I am confused about which option to choose - intercept, intercept & trend and none? Also, some of the papers report F test results along with ADF test stat. My output does not show the F test . The ADF stat is -1.81291 ....rt? Please help! Thanks!

Null Hypothesis: SERIES01 has a unit root
Exogenous: None
Lag Length: 1 (Automatic based on SIC, MAXLAG=14)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -1.181291 0.2169
Test critical values: 1% level -2.574714
5% level -1.942164
10% level -1.615810

*MacKinnon (1996) one-sided p-values.


Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SERIES01)
Method: Least Squares
Date: 06/28/10 Time: 21:06
Sample (adjusted): 3 240
Included observations: 238 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

SERIES01(-1) -0.005882 0.004979 -1.181291 0.2387
D(SERIES01(-1)) 0.153019 0.064312 2.379308 0.0181

R-squared 0.027836 Mean dependent var -0.190848
Adjusted R-squared 0.023716 S.D. dependent var 5.447034
S.E. of regression 5.382055 Akaike info criterion 6.212386
Sum squared resid 6836.099 Schwarz criterion 6.241564
Log likelihood -737.2739 Hannan-Quinn criter. 6.224145
Durbin-Watson stat 1.995164