tests/testthat/test-kpss_test.R

test_that("Check KPSS Test", {
  set.seed(123)
  res <- res1 <- rep(NA, 2)

  dat <- generate_brownian_motion(100, v = seq(0, 1, length.out = 20))
  res1[1] <- kpss_test(dat)$pvalue
  res1[2] <- kpss_test(dat, method = "resample")$pvalue

  for (j in 2:100) {
    dat$data[, j] <- dat$data[, j] + dat$data[, j - 1]
  }
  res[1] <- kpss_test(dat)$pvalue
  res[2] <- kpss_test(dat, method = "resample")$pvalue

  expect_equal(res1, c(0.527, 0.504))
  expect_equal(res, c(0.000, 0.000))
})

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fChange documentation built on June 21, 2025, 9:08 a.m.