Hi i am doing panel analiz for banking sector i have data for 8 year for 231 banks

the panel data describition is like this

egen bankname = group (A)
xtset bankname Y

after doing this i got this message

panel variable: bankname ( strongly palanced )
time variable: y: 2011 to 2018
delta: 1 unit

how i can do Cointegration test for the variables and how i can do Augmented Dickey–Fuller test and Phillips-Perron (PP) Unit Root Tests for this panel