I have the below results. I would like to make sure I read correctly

 

Test with constant and time trend

 T=27
hypothesis of unit root : a=1
 
model : (1-L) y = b0 + b1*t + (a-1) * y(-1) + ... + e
Coeff. autocorrelation of 1st order for e : -0.012

Estimated value of (a-1) : -0.65
Test statistic : tau_ct (1) = - 3.05
p. asymptotic critic : 0.11

 
=> For a probability of 0.11 and n=27, the test statistic should be < -3.18 as per df distribution tables in order to be stationary. So this series is not stationary. Is this correct?

Thanks a lot for the help!
 
Mike