The next three lectures of the course "time series Analysis"are published in this issue. They are devoted to the methodology of application of the extended Dickey-fuller test (ADF-test) to check the presence of a unit root, or, in other words, to determine the type of time series unsteadiness. The dependence of the distribution of the so-called t-ratio on the presence of a free term and/or trend in the composition of regressors, as well as on the lag structure of the studied series is considered. The procedure of Dolado and its co-authors is proposed as a method. The case of multiple unit roots is considered. The tenth lecture is devoted to the study of the presence of single roots in the possible presence of a structural jump in the parameters of the model.  The results of the Platform for exogenous jump time and Yawning with Andrews for endogenous are discussed. Examples of specific economic series are given. In the following lectures it is supposed to consider models of interrelation between stationary and non-stationary time series.