time-series-analysis code snippets in r

adf_test <- ur.df(data$abc_industries_total_sales, type = "trend", lags = 0) why is lag=0 in r

diebold mariano test on r using 2 models in r

i want to check the stationarity of a time series data using adf. what lag to use? in r

when i am doing the engle granger test do i have to make sure all the variables are non stationary or just the x variables are non stationary in r