I am trying to code multiple unit root tests in Python for a school assignment. I already found and applied many packages for tests such as the Augmented Dickey-Fuller test (ADF), Phillips-Perron test, Zivot-Andrews test, etc. etc.
However, I also need to conduct a simple Dickey-Fuller test. I can't find out how to conduct this test in Python. Does there exist a package to conduct the standard version of the D-F test? Or do I need to use one of the ADF-packages with standard settings?
Looking forward to your answers!