Tau tables (mean assumed = 0) n 0.01 0.025 0.05 0.10 0.90 0.95 0.975 0.99 ============================================================ 25 -2.66 -2.26 -1.95 -1.61 0.92 1.33 1.70 2.16 50 -2.62 -2.25 -1.95 -1.61 0.91 1.31 1.66 2.08 100 -2.60 -2.24 -1.95 -1.61 0.90 1.29 1.64 2.03 250 -2.58 -2.23 -1.95 -1.62 0.89 1.29 1.63 2.01 500 -2.58 -2.23 -1.95 -1.62 0.89 1.28 1.62 2.00 inf. -2.58 -2.23 -1.95 -1.62 0.89 1.28 1.62 2.00 Tau tables (mean fitted in model) n 0.01 0.025 0.05 0.10 0.90 0.95 0.975 0.99 ============================================================ 25 -3.75 -3.33 -3.00 -2.63 -0.37 0.00 0.34 0.72 50 -3.58 -3.22 -2.93 -2.60 -0.40 -0.03 0.29 0.66 100 -3.51 -3.17 -2.89 -2.58 -0.42 -0.05 0.26 0.63 250 -3.46 -3.14 -2.88 -2.57 -0.42 -0.06 0.24 0.62 500 -3.44 -3.13 -2.87 -2.57 -0.43 -0.07 0.24 0.61 inf -3.43 -3.12 -2.86 -2.57 -0.44 -0.07 0.23 0.60 Tau tables (trend fitted in model) n 0.01 0.025 0.05 0.10 0.90 0.95 0.975 0.99 ============================================================ 25 -4.38 -3.95 -3.60 -3.24 -1.14 -0.80 -0.50 -0.15 50 -4.15 -3.80 -3.50 -3.18 -1.19 -0.87 -0.58 -0.24 100 -4.04 -3.73 -3.45 -3.15 -1.22 -0.90 -0.62 -0.28 250 -3.99 -3.69 -3.43 -3.13 -1.23 -0.92 -0.64 -0.31 500 -3.98 -3.68 -3.42 -3.13 -1.24 -0.93 -0.65 -0.32 inf -3.96 -3.66 -3.41 -3.12 -1.25 -0.94 -0.66 -0.33 Example: Series seems to show a trend so you regress Y(t)-Y(t-1) on 1, t, Y(t-1), Y(t-1)-Y(t-2) with 100 observations. Coefficient of Y(t-1) is -.0620 with standard error 0.2000. Compare Tau = -0.620/0.2000 = -3.10 to -3.41 and do not reject H0:unit root at the 5% level. You could also use -3.45 arguing that this is more conservative than the asymptotic value (the one justified by theory)