*! version 1.1.0 21jan2026

Title

urall -- Unified Unit Root Tests Table (ADF, PP, ERS, ZA)

Syntax

urall varlist [if] [in] , test(test_name) [options]

Main
test(name) Required. Specify the test: adf, pp, ers, or za.

crit(criteria) Information criteria for ADF lag selection: BIC (default) or AIC.

maxlag(#) Maximum lag search for ADF/ERS tests. Default is 12.

Phillips-Perron
pplag(#) Set fixed lags for PP test. Default is 4.

ppmatch Match PP lags to the optimal lags selected by ADF.

ERS (DF-GLS)
ersmethod(method) Lag selection method for ERS: SIC (default), AIC, FIX, GTS05, GTS10.

Zivot-Andrews
zlagmethod(method) Lag selection for ZA: BIC (default), AIC, TTEST, or INPUT.

ztrim(real) Trim fraction for break search. Default is 0.15.

Formatting
title(string) Specify a custom title for the table.

footnote(string) Add a custom footnote.

varlist may contain time-series operators.

Description

urall performs unit root tests for a list of variables and displays the results in a single, compact table.
The table includes results for Level (Intercept, Intercept+Trend) and First Difference (Intercept, Intercept+Trend).

It supports four types of tests:

1. test(adf): Augmented Dickey-Fuller.

2. test(pp): Phillips-Perron.

3. test(ers): DF-GLS (Elliott-Rothenberg-Stock). Requires ersur.

4. test(za): Zivot-Andrews with structural break. Requires zandrews.

Examples

. tsset year

. urall gdp inf unemp, test(adf)

. urall gdp inf unemp, test(pp) ppmatch

. urall gdp inf unemp, test(za) ztrim(0.10)

Author

Prof. Imadeddin Almosabbeh

Arab East Collegs, Saudi Arabia, Riyadh

msbbh68@hotmail.com
iaalmosabbeh@arabeast.edu.sa