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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 unit root view. I'd really appreciate it if there's an easy way to work around this issue, without copying the p-value from individual unit root views. Thanks!

Which version of EViews are you using?

I'm using Eviews 7.1; thanks.

I don't see where the DFGLS p-values are displayed...

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.

There is no p-value. Only the tablulated critical values. To the best of my knowledge, there have not been any published response surface approximations to the tabulated values, which is why there are no p-values.

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.

I'll make a note of the suggestion. Thanks.