tests/testthat/test_spec.R

In FCVAR: Estimation and Inference for the Fractionally Cointegrated VAR

context("Specification")



test_that("Lag selection results and output are correct", {
  load(file = 'soln_spec/FCVARlagSelectStats.RData')
  FCVARlagSelectStats_text_soln <- readLines('soln_spec/FCVARlagSelectStats.txt')

  opt <- FCVARoptions(
    gridSearch   = 0, # Disable grid search in optimization.
    dbMin        = c(0.01, 0.01), # Set lower bound for d,b.
    dbMax        = c(2.00, 2.00), # Set upper bound for d,b.
    constrained  = 0, # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no.
    plotRoots    = 0 # Don't create plots for tests.
  )
  x <- votingJNP2014[, c("lib", "ir_can", "un_can")]
  # FCVARlagSelectStats <- FCVARlagSelect(x, kmax = 3, r = 3, order = 12, opt)

  capture.output(FCVARlagSelectStats_test <- FCVARlagSelect(x, kmax = 3, r = 3, order = 12, opt),
                 file = 'soln_spec/temp.txt')
  FCVARlagSelectStats_text <- readLines('soln_spec/temp.txt')

  expect_equal(FCVARlagSelectStats_test, FCVARlagSelectStats)
  expect_equal(FCVARlagSelectStats_text, FCVARlagSelectStats_text_soln)
})


test_that("Rank Testing results and output are correct", {
  load(file = 'soln_spec/rankTestStats.RData')
  rankTestStats_text_soln <- readLines('soln_spec/rankTestStats.txt')

  opt <- FCVARoptions(
    gridSearch   = 0, # Disable grid search in optimization.
    dbMin        = c(0.01, 0.01), # Set lower bound for d,b.
    dbMax        = c(2.00, 2.00), # Set upper bound for d,b.
    constrained  = 0, # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no.
    plotRoots    = 0 # Don't create plots for tests.
  )
  x <- votingJNP2014[, c("lib", "ir_can", "un_can")]
  # rankTestStats <- FCVARrankTests(x, k = 2, opt)

  capture.output(rankTestStats_test <- FCVARrankTests(x, k = 2, opt),
                 file = 'soln_spec/temp.txt')
  rankTestStats_text <- readLines('soln_spec/temp.txt')

  expect_equal(rankTestStats_test, rankTestStats)
  expect_equal(rankTestStats_text, rankTestStats_text_soln)
})



test_that("Bootstrap Rank Testing results and output are correct", {
  load(file = 'soln_spec/FCVARbootRank_stats.RData')
  FCVARbootRank_stats_text_soln <- readLines('soln_spec/FCVARbootRank_stats.txt')

  opt <- FCVARoptions(
    gridSearch   = 0, # Disable grid search in optimization.
    dbMin        = c(0.01, 0.01), # Set lower bound for d,b.
    dbMax        = c(2.00, 2.00), # Set upper bound for d,b.
    constrained  = 0, # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no.
    plotRoots    = 0 # Don't create plots for tests.
  )
  x <- votingJNP2014[, c("lib", "ir_can", "un_can")]
  set.seed(42)
  # FCVARbootRank_stats <- FCVARbootRank(x, k = 2, opt, r1 = 0, r2 = 1, B = 999)
  # FCVARbootRank_stats <- FCVARbootRank(x[1:50, ], k = 2, opt, r1 = 0, r2 = 1, B = 2)

  capture.output(FCVARbootRank_stats_test <- FCVARbootRank(x[1:50, ], k = 2, opt, r1 = 0, r2 = 1, B = 2),
                 file = 'soln_spec/temp.txt')
  FCVARbootRank_stats_text <- readLines('soln_spec/temp.txt')
  # Remove the residuals, which have trivial numerical differences across platforms.
  FCVARbootRank_stats_test$mBS$Residuals <- NULL
  FCVARbootRank_stats_test$mUNR$Residuals <- NULL
  # These are not important for determining the accuracy of this function.

  expect_equal(FCVARbootRank_stats_test, FCVARbootRank_stats)
  expect_equal(FCVARbootRank_stats_text, FCVARbootRank_stats_text_soln)
})