Testing for the presence of unit roots is a fundamental component of modern time-series analysis, and EViews has provided a number of unit root testing tools since version 1.
Much of the data used in macroeconomic analysis exhibits seasonal patterns. Non-stationarity can be an important part of these cyclical components, and traditional unit-root tests can produce inaccurate inferences in such cases. Consequently EViews 11 introduces a battery of unit root tests aimed at testing in the presence of seasonality. These tests include the most famous Hylleberg, Engel, Granger and Yoo (or HEGY), as well as a likelihood ratio variant, the Canova and Hansen test and Variance Ratio tests.