test=ur.df(myseries,type="drift",lags=9,selectlags = "AIC")
    summary(test)
###############################################
# Augmented Dickey-Fuller Test Unit Root Test #
###############################################

Test regression drift


Call:
lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)

Residuals:
    Min      1Q  Median      3Q     Max
-5.6558 -0.8559 -0.1850  0.9438  3.3900

Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept)   0.3351     0.4166   0.804   0.4282
z.lag.1      -0.3662     0.2171  -1.687   0.1032
z.diff.lag1  -0.1267     0.2032  -0.624   0.5381
z.diff.lag2  -0.3465     0.1834  -1.890   0.0696 .
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.744 on 27 degrees of freedom
Multiple R-squared:  0.3679,    Adjusted R-squared:  0.2976
F-statistic: 5.238 on 3 and 27 DF,  p-value: 0.005583


Value of test-statistic is: -1.6868 1.5055

test=ur.df(myseries,type="drift",lags=5,selectlags = "AIC")


###############################################
# Augmented Dickey-Fuller Test Unit Root Test #
###############################################

Test regression drift


Call:
lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)

Residuals:
    Min      1Q  Median      3Q     Max
-5.5543 -0.9269 -0.2216  0.9126  3.4027

Coefficients:
            Estimate Std. Error t value Pr(>|t|)
(Intercept)  0.44241    0.39802   1.112   0.2749
z.lag.1     -0.45811    0.19678  -2.328   0.0266 *
z.diff.lag1 -0.01737    0.17767  -0.098   0.9227
z.diff.lag2 -0.29120    0.16638  -1.750   0.0900 .
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.7 on 31 degrees of freedom
Multiple R-squared:  0.3694,    Adjusted R-squared:  0.3083
F-statistic: 6.052 on 3 and 31 DF,  p-value: 0.002287


Value of test-statistic is: -2.3281 2.9333