# Unit Root TestingΒΆ

Many time series are highly persistent, and determining whether the data appear to be stationary or contains a unit root is the first step in many analyses. This module contains a number of routines:

Augmented Dickey-Fuller (

`ADF`

)Dickey-Fuller GLS (

`DFGLS`

)Phillips-Perron (

`PhillipsPerron`

)KPSS (

`KPSS`

)Zivot-Andrews (

`ZivotAndrews`

)Variance Ratio (

`VarianceRatio`

)Automatic Bandwidth Selection (

`arch.unitroot.auto_bandwidth()`

)

The first four all start with the null of a unit root and have an alternative of a stationary process. The final test, KPSS, has a null of a stationary process with an alternative of a unit root.