Can you use a MySQL Query to Completely Create a Copy of the Database

I have a LIVE version of a MySQL database with 5 tables and a TEST version.

I am continually using phpMyAdmin to make a copy of each table in the LIVE version to the TEST version.

Does anyone have the mysql query statement to make a complete copy of a database? The query string would need to account for structure, data, auto increment values, and any other things associated with the tables that need to be copied.

Thanks.