UNIT is a synonym for COINT, which performs unit root and cointegration tests.
UNIT (ALL, NOCOINT, CONST, DF, FINITE, MAXLAG=<number of lags>, MINLAG=<number of lags>, PP, RULE=AIC2, SEAS, SEAST, SEASTSQ, SILENT, TREND, TSQ, UNIT, WS) <list of variables> [ | <list of special exogenous trend variables> ] ;