code: def data(request):
      use_pandas = request.param
      rs = np.random.RandomState([392032, 302931, 20913210, 1023910])
      e = rs.standard_normal((500, 3))
      xyz = e.cumsum(0)
      data = pd.DataFrame(xyz, columns=["x", "y", "z"])
      e = rs.standard_normal(500)
      elag = e.copy()
      elag[1:] = e[:-1]
      elag[0] = rs.standard_normal()
      data["w"] = 2 * data.y + e + 0.5 * elag
      data.index = pd.date_range(
          "1980-1-1", periods=data.shape[0], freq="MS"
      )
      if not use_pandas:
          return np.asarray(data)
      return data
  
file_path: arch/arch/tests/unitroot/test_engle_granger.py
imports: import numpy
  from numpy.testing import assert_allclose
  import pandas
  import pytest
  from statsmodels.iolib.summary import Summary
  from arch.unitroot._engle_granger import engle_granger_cv, engle_granger_pval
  from arch.unitroot._shared import ResidualCointegrationTestResult, _cross_section
  from arch.unitroot.cointegration import engle_granger
label_desc: Use image node_id 1 for calling a global function with example usage: data(request) and returns: data, np