Your command does not work because the redirection is performed by your shell which does not have the permission to write to /root/test.out. The redirection of the output is not performed by sudo.

There are multiple solutions:

  • Run a shell with sudo and give the command to it by using the -c option:

    sudo sh -c 'ls -hal /root/ > /root/test.out'
    
  • Create a script with your commands and run that script with sudo:

    #!/bin/sh
    ls -hal /root/ > /root/test.out
    

    Run sudo ls.sh. See Steve Bennett’s answer if you don’t want to create a temporary file.

  • Launch a shell with sudo -s then run your commands:

    [nobody@so]$ sudo -s
    [root@so]# ls -hal /root/ > /root/test.out
    [root@so]# ^D
    [nobody@so]$
    
  • Use sudo tee (if you have to escape a lot when using the -c option):

    sudo ls -hal /root/ | sudo tee /root/test.out > /dev/null
    

    The redirect to /dev/null is needed to stop tee from outputting to the screen. To append instead of overwriting the output file
    (>>), use tee -a or tee --append (the last one is specific to GNU coreutils).

Thanks go to Jd, Adam J. Forster and Johnathan for the second, third and fourth solutions.