differencing does not help to turn non-stationary variables into stationary variables

[Elena Deliege]

Hi, I am working with time series data and after conducting the dfuller test, I noticed that some of my variables are non-stationary due to the high p-values.
To make the data stationary, I tried differencing using this formula twice: “gen xdif=x[_n]-x[_n-1]”, however the p-values are still high, just like in the example below, and I am not sure what to do now in order to make my non-stationary data, stationary.
Any help would be greatly appreciated,
Thank you in advance.

[Andrew Musau]

With 4 observations, you should not be doing any time-series analysis. CPI data is available for China for multiple quarters and years.