The second differencing has been done just to show how to do it in STATA, that is for demonstrating the required steps. Since GDP series turned out to be stationary at the first difference, there is no need to check for stationarity at second differences. But we often encounter time series data for variables which remain non stationary even after first differencing. In those cases, we need to proceed one step further and perform Dickey-Fuller test after differencing the data series at the first difference