summary.westerlund_test: Summary Method for Westerlund ECM Panel Cointegration Tests

In Westerlund: Panel Cointegration Tests Based on Westerlund (2007)

Summary Method for Westerlund ECM Panel Cointegration Tests

Description

Provides a detailed summary of the Westerlund (2007) panel cointegration test results. This method extends the basic print output by including standardized Z-scores, asymptotic p-values, bootstrap p-values (if applicable), and the Mean Group (MG) parameter estimates.

Usage

## S3 method for class 'westerlund_test'
summary(object, ...)

## S3 method for class 'summary.westerlund_test'
print(x, ...)

Arguments

object	An object of class westerlund_test.
x	An object of class summary.westerlund_test.
...	Additional arguments passed to or from other methods.

Details

The summary method acts as a bridge between the raw test results and a human-readable report. While the standard print method focuses on the raw statistics, summary organizes the data into tables that compare the observed statistics against their standardized counterparts and associated p-values.

Specifically, the output includes a summary of the model settings (such as the inclusion of constants or trends), the main test statistics table, and the Mean Group results which highlight the average error correction speed (\alpha) and long-run relationships (\beta). If a bootstrap was performed, the bootstrap p-values are appended to the main statistics table for direct comparison with asymptotic values.

Value

The summary method returns a list of class summary.westerlund_test containing:

• stats_table: A data frame combining raw stats, Z-scores, and p-values.

• settings: A list of the parameters used in the test.

• mg_results: A data frame of the Mean Group estimation results.

• n_units: The number of cross-sectional units in the panel.

See Also

westerlund_test, plot.westerlund_test

Examples

## Assuming 'res' is the output from westerlund_test()
# res <- westerlund_test(data, ...)
# summary(res)

Westerlund documentation built on April 12, 2026, 5:07 p.m.