Unit-Root Test after Manipulations

[nikolayiliev]

Hello guys,
I am preparing some models right now and to improve the accuracy I am doing a few transformations. Initially I have 4 OLS models, then I transform the data into quarterly and running the models again. After that I am transforming the models into lin-log form, both the annual and the quarterly data. My question is - how many times I have to run the Unit-root test, once in the beginning with the initial data or after every transformation? I found out that I get different results when I transform the variables. Thank you.