DickeyFuller test is a commonly used method in the stationary test of time series.Because the limit distribution of its statistics is expressed by the integral of the standard Wiener process about its trajectory. It is very difficult to obtain the explicit expression of its density function, so it is very difficult to determine the critical value of test. Monte Carlo method is the golden key to solve this kind of problem. Based on R language, we study the critical value of stochastic simulation program for statistic stationarity test, which fills in the blank of literature. Its calculation program and method have a wide range of guiding significance for financial engineering or econometric statistical analysis and research.