gstadf.test <- function(y, r0 = 0.01 + 1.8/sqrt(length(y)), cnst = TRUE, test_type = "sadf"){
  result <- list()
  result$y <- y
  result$r0 <- r0
  result$cnst <- cnst
  result$test_type <- test_type

  # Часть 1. Оценка NW.
  y_0 <- y - y[1]
  N <- length(y)
  tau_l <- 0.1
  kerU <- function(x){
    result <- c()
    for(i in 1:length(x)){
      if((x[i] < 0) & (x[i] >= -1)){
        result[i] <- 1
      } else {
        result[i] <- 0
      }
    }
    return(result)
  }
  my <- diff(y_0)
  mx <- y_0[1:(length(y_0)-1)]
  HT <- seq(N^(-0.5), N^(-0.1), by=0.01)
  rx <- (1:N)/N
  TSCV <- Inf
  for(hi in 1:length(HT)){
    h1 <- HT[hi]
    rr1 <- rep(0, length(my))
    for(k in floor(tau_l*N):length(my)){
      z1 <- kerU((rx[k]-rx)/h1)
      z1 <- z1[2:length(z1)]
      rr1[k] <- sum(mx*z1*my)/sum(mx*z1*mx)
    }
    u <- my - rr1*mx
    ee <- u[floor(tau_l*N):length(u)]
    TSCV1 <- mean(ee^2)
    if(TSCV1 < TSCV){
      TSCV <- TSCV1
      u_hat <- u
      h <- h1
    }
  }
  result$u_hat <- u_hat
  result$h <- h
  result$w_sq <- mean(u_hat^2)

  # Часть 2. Переиндексация.
  new_index <- reindex(u_hat)
  y_tt <- y[(new_index$new_index + 1)]
  if(cnst == TRUE){
    y_tt <- y_tt - mean(y_tt)
  }

  # Часть 3. Сам тест.
  result$t_values <- c()
  if(test_type == "sadf"){
    for(i in floor(r0*length(y_tt)):length(y_tt)){
      result$t_values[(i - floor(r0*length(y_tt)) + 1)] <-
        (y_tt[i]^2 - y_tt[1]^2 - result$w_sq*(i-1)/N)/(result$w_sq^0.5*2*sum(y_tt[1:(i-1)]^2)^0.5)
    }
    result$sadf_value <- max(result$t_values)
    if(length(y_tt)-1 == 100){
      result$cr_value <- 1.37
    } else if(length(y_tt)-1 == 200){
      result$cr_value <- 1.41
    } else if(length(y_tt)-1 == 400){
      result$cr_value <- 1.49
    } else if(length(y_tt)-1 == 800){
      result$cr_value <- 1.51
    } else if(length(y_tt)-1 == 1600){
      result$cr_value <- 1.51
    }
    result$is_explosive <- ifelse(result$sadf_value > result$cr_value, 1, 0)
  }
  return(result)
}