Which major event occurred in Canada during the 1914-1918 period?

The major event that occurred in Canada during the 1914-1918 period is World War I. This was a significant conflict that not only involved many nations around the world but also played a crucial role in shaping Canada's national identity and status. During the war, Canada contributed a large number of troops to the British Empire's military efforts and experienced profound social and economic changes as a result of the war.

The involvement in World War I fostered a sense of unity and patriotism among Canadians and led to developments such as increased industrial production and advances in women's rights, as women took on roles in the workforce to support the war effort. The experiences from this conflict also sowed the seeds for future movements in Canada, including discussions around independence and national autonomy.

The other options relate to events that occurred outside of the specified timeframe. World War II began in 1939, while the Great Depression began in 1929 and lasted throughout the 1930s. The Statute of Westminster, which granted full legislative independence to the dominions of the British Empire, was enacted in 1931. All of these events are important in their respective contexts but do not align with the 1914-1918 period.