Hi,

Have a look at unitrootTest() from fUnitRoots package. Call it with type =
'nc', i.e.:

unitrootTest(coredata(spread(matrix)), lags=0, type='nc')

This implements the McKinnon test statistic (using McKinnon's response
surface approach) and seems better for reveling trending data.

You can also use the adfTest implementation from fUnitRoots (with type='cn')
which does not detrends the series, but it does not reveal
weaker trends in the series.

-Mark-

2011/3/30 algotr8der <algotr8der@gmail.com>

> I just attached the time series source data to the original post. The data
> is
> 1 minute data.
>
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