How to interpret or reports the unit root test result using clemao2/clemai2 ?

[Bolis Olwak]

Dear ,all
good day

i have used clemao2/clemai2 to test for time series unit root with multiple breaks , However, I don't know how to distinguished whether the data has unit root or not , because H0 of the test is not clear to me is it like ADF and other test which we normally compere F/T calculated with critical value or it different also is T in the result mean numbers observation in the model ?. i need someone to help understand how to report that result bellow :


clemao2 lkonyo

Clemente-Montañés-Reyes unit-root test with double mean shifts, AO model

lkonyo T = 140 optimal breakpoints : 2016m4 , 2020m6

AR( 2) du1 du2 (rho - 1) const

Coefficients: 3.13731 1.58288 -0.19051 2.70812
t-statistics: 32.350 14.718 -3.211
P-values: 0.000 0.000 -5.490 (5% crit. value)

. clemao2 lkonyo, trim(0.10) graph

Clemente-Montañés-Reyes unit-root test with double mean shifts, AO model

lkonyo T = 124 optimal breakpoints : 2016m4 , 2020m6

AR( 2) du1 du2 (rho - 1) const

Coefficients: 3.13731 1.58288 -0.19051 2.70812
t-statistics: 32.350 14.718 -3.211
P-values: 0.000 0.000 -5.490 (5% crit. value)


clemao2 lAw, trim(0.10) graph

Clemente-Montañés-Reyes unit-root test with double mean shifts, AO model

lAw T = 124 optimal breakpoints : 2016m4 , 2020m2

AR( 2) du1 du2 (rho - 1) const

Coefficients: 2.84289 1.45997 -0.19669 2.67562
t-statistics: 27.194 12.946 -3.625
P-values: 0.000 0.000 -5.490 (5% crit. value)



This is the result i got but don't know the Null Hypothesis of this test is like ADF or not .

thanks

Bolis