[web:reg] Unit root test (ADF-test) Add In 0.9

[web:reg] Unit root test (ADF-test) Add In is an extension that brings fast, reliable stationarity diagnostics to your time-series workflow. It implements the Augmented Dickey-Fuller (ADF) test directly inside the web:reg environment, helping you decide whether differencing or detrending is needed before modeling, forecasting, or running regressions.

Key features:

• Multiple specifications: no constant, constant (drift), trend, and constant plus trend
• Automatic or manual lag length selection with common information criteria (AIC, BIC, HQ) or fixed lags
• Clear output with test statistic, p-value, critical values, chosen lag, and model specification
• Batch testing for multiple series to speed up preprocessing
• Optional visual aids, including level vs. first-difference plots and residual diagnostics
• Robust handling of missing timestamps and irregular frequencies with clear warnings
• Reproducible results with saved settings and exportable summaries to common formats

Typical workflow:

1. Select one or more series and choose the test specification (constant/trend) and lag strategy.
2. Run the ADF test to see stationarity verdicts, key statistics, and suggested transformations.
3. Export the results or proceed directly to modeling within web:reg.

Designed for economists, data scientists, and analysts working with time series, this add-in streamlines a critical diagnostic step and helps prevent spurious regression results. Requires the web:reg host application.

[web:reg] Unit root test (ADF-test) Add In is developed by Kurt Annen. The most popular version of this product among our users is 0.9.