ADF with a summation term

[travellingeviews]

Hi,

I am trying to run an agumented dickey fuller (ADF) test on several equations that have a summation term in them. I have some data with the ADF already calculated, and I'm testing myself using this data. Every time I try to get the same results as the data I have, I get something different.

The equations are pretty simple and most just include a constant, one lag of the dependent variable, and a summation of all the values of the dependent variable. So it would be something like this:

delta(y) = constant + (coefficient)(lag of y) + summation(coefficient)(delta of y, t-i).

Can anyone tell me how I would set this up?

Thanks!

[EViews Glenn]

Include one term for each of the delta y lags in the summation.