I am rather new to time series analysis. I am trying to perform a unit root test. I have been advised to perform the test on three cases.

Case 1: no constant term or time trend; True process is a random walk.

Case 2: constant term but no time trend: true process is a random walk.

Case 3: constant term but no time trend; true process is a random walk with drift.

In Gretl, Case 1 is equivalent to performing the test with the "test without constant" checked.

Case 2 is equivalent to performing the test with the "with constant" checked.

For Case 3 I was told to perform case 2 followed by OLS.  I am not sure if this means checking also "show regression results" and if yes how do I proceed then?  If this is not the case what should I do(in simple terms) after the Case 2 test to get the output of Case 3.

Many thanks

M