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Thanks, can you write a equation which is unit root but not random walk?, if a equation is not unit root, does it necessary to be cov, stationary?

if coeeficient for R(t-1) t-test of coefficient is 1.2(given standard error 0.012, (0.987-1)/0.012=1.2, but test of significance is 0.3, although the equation is R(t)=0.987 R(t-1)+e, it is a unit root, because it significant statistically.

DW test can be used in trend model.

if given a model F(T)=12.3 F(t-1)+1.24 F(t-2)+23+E, without looking at the graph, how do you know to add lag(4) or lag(3), if T-test for lag 4 is 2.3(given 12.3/(SQUART(N))=2.3) and T-test for lag 3 is 3.3(given 32.3/(SQUART(N))=3.3)

should we add lag 4 or lag 3 or both?