Unit root process, as a process with stochastic trend and a generalization from random walk, is pervasive in physics, economics, and finance. In the hypothesis test for unit root, bootstrap methods have earned a great deal of attention. This talk will present three applications of bootstrap methods. While the first application focuses on classic unit root process, which contains only stochastic trend, the second and the third tackle seasonal unit root process, which include simultaneously stochastic trend and stochastic seasonality.