The Unit Root Tests

ADF(y[, lags, trend, max_lags, method, …])

Augmented Dickey-Fuller unit root test

DFGLS(y[, lags, trend, max_lags, method, …])

Elliott, Rothenberg and Stock’s GLS version of the Dickey-Fuller test

PhillipsPerron(y[, lags, trend, test_type])

Phillips-Perron unit root test

ZivotAndrews(y[, lags, trend, trim, …])

Zivot-Andrews structural-break unit-root test

VarianceRatio(y[, lags, trend, debiased, …])

Variance Ratio test of a random walk.

KPSS(y[, lags, trend])

Kwiatkowski, Phillips, Schmidt and Shin (KPSS) stationarity test

Automatic Bandwidth Selection

auto_bandwidth(y[, kernel])

Automatic bandwidth selection of Andrews (1991) and Newey & West (1994).