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Thanks for clarifying this. It would be great if the critical values could be added to the output file, so that comparing test stats to them can be carried out without looking at the individual series' windows.

Sorry--that was due to the alternating use of tau and t-statistics in the notes that I had. Anyway, it would be great if the p-value could be added to output, including using the save option.
Thank you.

I'm using Eviews 7.1; thanks.

I am running a bunch of unit root test and storing the results in a vector using the "save" option. Unlike ADF output, however, this option does not store the p-values for the DFGLS test in the fourth element of the output vector, even though the p-vlaue is reported in the series window's ...