{smcl} {* *! version 1.1.0 21jan2026}{...} {viewerjumpto "Syntax" "urall##syntax"}{...} {viewerjumpto "Description" "urall##description"}{...} {viewerjumpto "Options" "urall##options"}{...} {viewerjumpto "Examples" "urall##examples"}{...} {title:Title} {p2colset 5 18 20 2}{...} {p2col :{hi:urall} {hline 2}}Unified Unit Root Tests Table (ADF, PP, ERS, ZA){p_end} {p2colreset}{...} {marker syntax}{...} {title:Syntax} {p 8 16 2} {cmd:urall} {varlist} {ifin} {cmd:,} {opt test(test_name)} [{it:options}] {synoptset 20 tabbed}{...} {synopthdr} {synoptline} {syntab:Main} {synopt :{opt test(name)}}Required. Specify the test: {cmd:adf}, {cmd:pp}, {cmd:ers}, or {cmd:za}.{p_end} {synopt :{opt crit(criteria)}}Information criteria for ADF lag selection: {cmd:BIC} (default) or {cmd:AIC}.{p_end} {synopt :{opt maxlag(#)}}Maximum lag search for ADF/ERS tests. Default is 12.{p_end} {syntab:Phillips-Perron} {synopt :{opt pplag(#)}}Set fixed lags for PP test. Default is 4.{p_end} {synopt :{opt ppmatch}}Match PP lags to the optimal lags selected by ADF.{p_end} {syntab:ERS (DF-GLS)} {synopt :{opt ersmethod(method)}}Lag selection method for ERS: {cmd:SIC} (default), {cmd:AIC}, {cmd:FIX}, {cmd:GTS05}, {cmd:GTS10}.{p_end} {syntab:Zivot-Andrews} {synopt :{opt zlagmethod(method)}}Lag selection for ZA: {cmd:BIC} (default), {cmd:AIC}, {cmd:TTEST}, or {cmd:INPUT}.{p_end} {synopt :{opt ztrim(real)}}Trim fraction for break search. Default is 0.15.{p_end} {syntab:Formatting} {synopt :{opt title(string)}}Specify a custom title for the table.{p_end} {synopt :{opt footnote(string)}}Add a custom footnote.{p_end} {synoptline} {p2colreset}{...} {p 4 6 2} {opt varlist} may contain time-series operators.{p_end} {marker description}{...} {title:Description} {pstd} {cmd: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). {pstd} It supports four types of tests: {p_end} {phang}1. {cmd:test(adf)}: Augmented Dickey-Fuller.{p_end} {phang}2. {cmd:test(pp)}: Phillips-Perron.{p_end} {phang}3. {cmd:test(ers)}: DF-GLS (Elliott-Rothenberg-Stock). Requires {cmd:ersur}.{p_end} {phang}4. {cmd:test(za)}: Zivot-Andrews with structural break. Requires {cmd:zandrews}.{p_end} {marker examples}{...} {title:Examples} {phang}{cmd:. tsset year}{p_end} {phang}{cmd:. urall gdp inf unemp, test(adf)}{p_end} {phang}{cmd:. urall gdp inf unemp, test(pp) ppmatch}{p_end} {phang}{cmd:. urall gdp inf unemp, test(za) ztrim(0.10)}{p_end} {title:Author} {pstd} Prof. Imadeddin Almosabbeh{break} Arab East Collegs, Saudi Arabia, Riyadh{break} msbbh68@hotmail.com iaalmosabbeh@arabeast.edu.sa {p_end}