How to find Unit Root Test in statistics

 data(nporg)

> gnp <- na.omit(nporg[, "gnp.r"])

> sp.gnp <- ur.sp(gnp, type="tau", pol.deg=1, signif=0.01)

> summary(sp.gnp)

################################### 

# Schmidt-Phillips Unit Root Test # 

################################### 

Call:

lm(formula = sp.data)

Residuals:

    Min      1Q  Median      3Q     Max 

-54.683  -8.176   2.394  11.843  27.884 

Coefficients:

            Estimate Std. Error t value Pr(>|t|)    

(Intercept) -1.80008    4.18871  -0.430    0.669    

y.lagged     0.98538    0.03301  29.849   <2e-16 ***

trend.exp1   0.50203    0.32292   1.555    0.125    

---

Signif. codes:  

0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 15.75 on 58 degrees of freedom

Multiple R-squared:  0.9926, Adjusted R-squared:  0.9924 

F-statistic:  3896 on 2 and 58 DF,  p-value: < 2.2e-16

Value of test-statistic is: -1.3732 

Critical value for a significance level of 0.01 

is: -3.63