ADF unit root test

[Zol Jargal]

Hello everyone.

I am new on ADF unit root test and I want to ask something related to the ADF unit root test equation.

I want to know the meaning of 'j=1'. I am not sure but it is related to the m (lag length)...

Please explain the every detail of ADF unit root test equation 2 and 3 in attached file.

Please explain the every detail of equation 2 and equation 3, especially the j=1.

Thank you.