Unit root doubts

[Sahara]

Dear all,

I have some doubts about..well..lots of things, but at the moment, it is linked to unit root. I have to test the cointegration of 6 series, however, before that, I have to check the unit root. I am not sure about how to test the unit root of all these series, should I test it individually or as a group? What is the best and most reliable option?

Thank you in advance!

Sahara