Hi,

I have done some preliminary unit root tests for some of the variables but I find it extremely time consuming to exporting each variable manually into Latex form.

For example, this is my variable and the first difference..

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float(quarter lprod Dlprod)
 80  12.13732             .
 81 12.101705   -.035614014
 82 12.085896    -.01580906
 83  12.04684    -.03905678
 84 12.071728     .02488899
 85 12.050054   -.021674156
 86  12.00326    -.04679394
 87 12.004496    .001235962
 88 11.989095   -.015400887
 89 11.960452   -.028642654
 90 11.980496    .020044327
 91  12.01027     .02977276
 92 11.940223   -.070046425
 93 11.960725     .02050209
 94 12.009465     .04874039
 95 12.011308   .0018424988
 96  12.00856   -.002747536
 97 12.014071    .005511284
 98  11.99644   -.017630577
 99 11.999317    .002876282
100  11.99553   -.003787041
101 11.972418   -.023112297
102  11.97455    .002131462
103 12.035333     .06078339
104  12.02259   -.012742996
105 12.037267    .014677048
106 12.057285     .02001858
107  12.03192    -.02536392
108 12.012305   -.019616127
109 12.019267    .006961823
110 12.071442     .05217457
111  12.06753  -.0039129257
112 12.054868    -.01266098
113  12.05971    .004841805
114  12.07685    .017139435
115 12.121812     .04496288
116  12.07576    -.04605198
117 12.084238    .008478165
118 12.103356     .01911831
119 12.124914     .02155781
120 12.123683  -.0012311935
121 12.119718   -.003965378
122 12.083868    -.03584957
123 12.108518     .02464962
124 12.109262    .000743866
125 12.086098   -.023163795
126  12.10194    .015841484
127 12.113782    .011842728
128 12.108726   -.005056381
129 12.091665    -.01706028
130  12.09718    .005515099
131 12.111823    .014642715
132 12.111023  -.0008001328
133 12.093852   -.017170906
134 12.099945    .006093025
135 12.109635    .009690285
136 12.117045     .00741005
137  12.11408  -.0029649734
138   12.1156   .0015182495
139  12.13338    .017782211
140 12.132375  -.0010061264
141   12.1355    .003125191
142 12.145184     .00968361
143  12.14872    .003537178
144 12.156657    .007936478
145 12.156556 -.00010108948
146  12.15994     .00338459
147  12.17632    .016378403
148 12.187155    .010835648
149 12.186235   -.000919342
150 12.192647    .006411552
151  12.20609    .013442993
152 12.224665    .018574715
153 12.216696   -.007968903
154 12.199882   -.016814232
155 12.205155    .005273819
156 12.212488    .007332802
157   12.1818   -.030688286
158 12.192327    .010526657
159  12.19558    .003252983
160  12.20914     .01356125
161 12.226406     .01726532
162  12.24416    .017752647
163 12.253895     .00973606
164 12.241908   -.011986732
165 12.218095    -.02381325
166 12.227437    .009342194
167 12.223634   -.003803253
168 12.210117   -.013516426
169 12.205342   -.004775047
170 12.213876    .008533478
171 12.231914    .018037796
172 12.240483    .008569717
173 12.233493   -.006990433
174 12.242036   .0085430145
175 12.271914    .029878616
176   12.2812    .009285927
177 12.283822    .002621651
178 12.297336    .013513565
179  12.30247    .005133629
end
format %tq quarter
After testings for the presence of unit root, I want to illustrate that it is an I(1) series in levels but after first differencing the series, it becomes stationary. So I would like to show the test in levels and in first differences. Could anyone help me with a code please?

Code:
dfgls lprod, maxlag(0)
 
DF-GLS for lprod                                         Number of obs =   147
 
               DF-GLS tau      1% Critical       5% Critical      10% Critical
  [lags]     Test Statistic        Value             Value             Value
------------------------------------------------------------------------------
    0            -1.547           -3.522            -2.971            -2.680

. pperron lprod

Phillips-Perron test for unit root                 Number of obs   =       147
                                                   Newey-West lags =         4

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(rho)            0.431           -19.957           -13.794           -11.063
 Z(t)              0.290            -3.494            -2.887            -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.9769

. dfgls Dlprod, maxlag(0)
 
DF-GLS for Dlprod                                        Number of obs =   146
 
               DF-GLS tau      1% Critical       5% Critical      10% Critical
  [lags]     Test Statistic        Value             Value             Value
------------------------------------------------------------------------------
    0            -8.611           -3.524            -2.971            -2.681

. pperron Dlprod

Phillips-Perron test for unit root                 Number of obs   =       146
                                                   Newey-West lags =         4

                               ---------- Interpolated Dickey-Fuller ---------
                  Test         1% Critical       5% Critical      10% Critical
               Statistic           Value             Value             Value
------------------------------------------------------------------------------
 Z(rho)         -136.215           -19.953           -13.792           -11.061
 Z(t)            -12.996            -3.495            -2.887            -2.577
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0000