So I've implemented the ADF test in a large number of variables using eviews and R (urca package, ur.df).
Althought the criteria used to select lags and the deterministic variables included were the same in both programs, multiple variables differed in the lag selection.
Most importantly, even when the lag selected and the estimated model (with trend or without etc) were the same in both programs, the test statistic estimated differed considerably (althouth in general the test result of presence of a unit root didnt change).
It made me wonder what's the difference in construction of both methods that allowed for these differences.
Does anyone know?