tests/testthat/test-forecast-arima.R

In equatiomatic: Transform Models into 'LaTeX' Equations

library(forecast)

# Test Group A: Simple Arima Model
test_that("Basic ARIMA model functions", {

  # Build Arima (no regression)
  model <- forecast::Arima(simple_ts,
    order = c(1, 1, 1),
    seasonal = c(1, 0, 1),
    include.constant = TRUE
  )

  # Test 1: Works with greek letters
  # basic Arima + greek builds correctly
  expect_snapshot_output(extract_eq(model))

  # Test 2: Works with coefficients
  expect_snapshot_output(extract_eq(model, use_coefs = TRUE))
})

# Test Group B: Regression w/ ARIMA Errors
test_that("Regression w/ ARIMA Errors functions", {
  # Build Exogenous Regressors
  xregs <- as.matrix(data.frame(
    x1 = ts_reg_list$x1 + 5,
    x2 = ts_reg_list$x2 * 5
  ))

  regress_ts <- ts(ts_reg_list$ts_rnorm, freq = 4)

  # Build Regression Model
  model <- forecast::Arima(regress_ts,
    order = c(1, 1, 1),
    seasonal = c(1, 0, 1),
    xreg = xregs,
    include.constant = TRUE
  )

  # Test 1: Works with greek letters
  # Regession w/ Arima Errors + greek builds correctly
  expect_snapshot_output(extract_eq(model))

  # Test 2: Works with coefficients
  # Regession w/ Arima Errors + coefficients builds correctly
  expect_snapshot_output(extract_eq(model, use_coefs = TRUE))
})