Nothing
library(bsts)
library(testthat)
test_that("AddAr produces nonzero coefficients", {
sample.size <- 100
residual.sd <- .001
# Actual values of the AR coefficients
true.phi <- c(-.7, .3, .15)
ar <- arima.sim(model = list(ar = true.phi), n = sample.size, sd = 3)
## Layer some noise on top of the AR process.
y <- ar + rnorm(sample.size, 0, residual.sd)
ss <- AddAr(list(), lags = 3, sigma.prior = SdPrior(3.0, 1.0))
# Fit the model with knowledge with residual.sd essentially fixed at the true
# value.
model <- bsts(y,
state.specification = ss,
niter = 10,
prior = SdPrior(residual.sd, 100000))
expect_true(any(model$AR3.coefficients != 0))
})
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