
uroot(adf,const,info=sic,p)housingindex
uroot(adf,trend,info=sic,p)housingindex
uroot(adf,none,info=sic,p)housingindex
genr dhousing=dlog(housingindex)
uroot(adf,const,info=sic,p)dhousing
uroot(adf,trend,info=sic,p)dhousing
uroot(adf,none,info=sic,p)dhousing
So here I have a variable called housingindex, first I will run ADF tests for this variable under SIC creteria, using constant, trend or none 3 conditions. Given the results showed that this variable had unit root, I did a first difference using this "dlog" function (note: if your variable is already in ratrios then simply use "d" instead of "dlog"). Then check for unit roots again and now we are good.
For the above programs you can create a new program and change the variable names into the ones you are using.
