tsset YEAR 
gen LOG_MFP = log(MFP)
                
dfgls LOG_MFP
matrix temp = r(cvalues)
gen DFGLS_LOG_MFP_LAG = r(sclag) // number of SC lags
gen DFGLS_LOG_MFP     = temp[10 - r(sclag) + 1, 2] //column 2 DF-GLS statistics
gen DFGLS_LOG_MFP_1   = temp[10 - r(sclag) + 1, 3] //1% critical value
gen DFGLS_LOG_MFP_5   = temp[10 - r(sclag) + 1, 4] //5% critical value
gen DFGLS_LOG_MFP_10  = temp[10 - r(sclag) + 1, 5] //10% critical value
                
dfgls D.LOG_MFP
matrix temp = r(cvalues)
gen DFGLS_D_LOG_MFP_LAG = r(sclag) // number of SC lags
gen DFGLS_D_LOG_MFP     = temp[10 - r(sclag) + 1, 2] //column 2 DF-GLS statistics
gen DFGLS_D_LOG_MFP_1   = temp[10 - r(sclag) + 1, 3] //1% critical value
gen DFGLS_D_LOG_MFP_5   = temp[10 - r(sclag) + 1, 4] //5% critical value
gen DFGLS_D_LOG_MFP_10  = temp[10 - r(sclag) + 1, 5] //10% critical value
                
dfgls INDEX
matrix temp = r(cvalues)
gen DFGLS_INDEX_LAG = r(sclag) // number of SC lags
gen DFGLS_INDEX     = temp[10 - r(sclag) + 1, 2] //column 2 DF-GLS statistics
gen DFGLS_INDEX_1   = temp[10 - r(sclag) + 1, 3] //1% critical value
gen DFGLS_INDEX_5   = temp[10 - r(sclag) + 1, 4] //5% critical value
gen DFGLS_INDEX_10  = temp[10 - r(sclag) + 1, 5] //10% critical value

gen id = _n
keep if id == 1
drop YEAR INDEX MFP LOG_MFP id