## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----fig.width=6, fig.height=4------------------------------------------------ library(Westerlund) # 1. Generate a small synthetic panel dataset set.seed(123) N <- 10; T <- 30 df <- data.frame( id = rep(1:N, each = T), time = rep(1:T, N), y = rnorm(N * T), x1 = rnorm(N * T) ) # 2. Run Asymptotic (Plain) Test res_plain <- westerlund_test( data = df, yvar = "y", xvars = "x1", idvar = "id", timevar = "time", constant = TRUE, lags = 1, leads = 0, verbose = FALSE ) print(res_plain$test_stats) # 3. Run Bootstrap Test with automatic lag selection # Note: bootstrap replications are kept low for example purposes res_boot <- westerlund_test( data = df, yvar = "y", xvars = "x1", idvar = "id", timevar = "time", constant = TRUE, lags = c(0, 1), bootstrap = 50, verbose = FALSE ) # 4. Visualize the Bootstrap Results p <- plot_westerlund_bootstrap(res_boot) print(p)