Hi AllI have a data, which I am trying to see the existence of a UNITROOT. I am using Agumented Dicker Fuller test. From the graph I can easily see that there is no trend so I am using the following line of code in SPLUS:unitroot(x, trend="c", statistic="t",method="adf", lags=12)The result of the above line gives a pvalue less than 0.05 which rejects the null hypothesis(:there is a unitroot)When I change statistic to "n" then the result gives a pvalue of 1 which does not reject H0unitroot(x, trend="c", statistic="n",method="adf", lags=12)MY QUESTION: Does my data have a unitroot? Which statistic should I accept?Thanks a lot

I use R and not S-PLUS, so am not familiar with the unitroot() function. If you type ?unitroot into the command line you should get the help file. If you posted the argument description (the different arguments "stasistic=" may take and what each means) here I, or others that don't use S=PLUS, may be able to help.As a note: the covariate-augmented Dickey-Fuller test has been implemented in R.