User’s Guide : Basic Data Analysis : Groups : Unit Root Test
Unit Root Test
This view carries out the Augmented Dickey-Fuller (ADF), GLS transformed Dickey-Fuller (DFGLS), Phillips-Perron (PP), Kwiatkowski, et. al. (KPSS), Elliot, Richardson and Stock (ERS) Point Optimal, and Ng and Perron (NP) unit root tests for whether the series in the group (or the first or second differences of the series) are stationary.
See “Panel Unit Root Testing” for additional discussion.