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).