In this article, we introduce the command bsrwalkdrift, which is primarily intended to perform a bootstrap unit-root test under the null hypothesis of random walk with drift. The method implemented in this command is considerably more precise than the corresponding case of the conventional augmented Dickey–Fuller test, which can be inaccurate when the true value of the drift term is small relative to the standard deviation of the innovations. The command also has an option to account for deterministic linear trend and another option to perform bootstrap unit-root tests under the null hypothesis of random walk without drift.

中文翻译：

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Bootstrap单元根测试，用于随机漂移随行运动：bsrwalkdrift命令

在本文中，我们介绍了命令bsrwalkdrift，该命令主要用于在具有漂移的随机游走的零假设下执行引导程序单位根测试。该命令中实现的方法比传统的增强Dickey-Fuller检验的相应情况要精确得多，当漂移项的真实值相对于创新的标准偏差较小时，这可能会不准确。该命令还有一个选项可解决确定性线性趋势，另一个选项可在无漂移的随机游走零假设下执行引导程序单位根测试。