Dear All,

I am at the crux of my thesis data analysis. I am doing the pre-tests involving three scenarios of unit root tests, that is, the ADF, PP, and DF-GLS unit root tests. I am experiencing some complications analyzing the test. Based on both AIC & SIC IC, I observed that out of my 5 variables, some variables are non-stationary and some are stationary at different significance levels. My benchmark is the 1% significance level. The ADF is showing non-stationarity for some of the series, but PP and DF-GLS are showing stationarity of all the series. I am using 3 packages to do the analysis, R, Eviews8 and Stata 13. How can I move on with this? Please help me out.