The use of unit roots and cointegration tests is becoming so generalised among researchers that having some knowledge of them is extremely desirable. But most of the existing literature is of a highly technical nature. The purpose of this paper is to provide an "intuitive" introduc-tion to it for the non-specialist. First, the concept of integration is introduced. Then, the main procedures for testing the order of integra-tion are discussed (DF, ADF, Phillips-Perron and DW tests). Cointegra-tion is defined, and its close relationship to Error Correction Models shown. Finally, a discussion of the proposals of Engle-Granger and Johansen for estimation and testing in systems of cointegrated variables completes the paper