This article takes the information of unemployment rate in Bogota between 1984 and 2000, to analyze the stationarity of series using Augmented Dickey Fuller (ADF) and Zivot Andrews (ZA) tests. It shows that in the presence of structural break, the common ADF test gets biased into the existence of unit root, being this inexistent and given the more likelihood of getting as result a type 2 error using this test, then, the use of sequential rupture test is suggested, given its capacity to recognize if a data series has unit root even in the presence of structural break; In this case the Zivot Andrews test is precise to identify the period of time with structural change and if this period happened in mean, slope or both. Using ZA test with the Bogota unemployment rate in this period, the results obtained the presence of unit root in the series inside a structural break in mean and slope on the third quarter of 1995.