help whit Unit root test

[Alberto77-Arg]

Hello!

I'm Alberto and I'm doing a research about the cointegration between the dividents payoff and the Merval (Argentian' stock exchange)

To do either a Granger or Johansen cointegration, as you know, the series have to be first order stationary... but the test of unit root of the logarithm of the dividents arent very clear to me:

When i make a unit root test whit trend and intercept, they say that the serie is stationary.. but whit no trend nor intercept they say is no stationary.

I will apreciate a lot if you can help me and sorry for my english :D

https://docs.google.com/open?id=0B5mDVl ... 0VoTzFXMVU