tests/testthat/test-cf.R

In feasts: Feature Extraction and Statistics for Time Series

context("test-cf")

dt <- tsibble::tsibble(idx = 1:25, y = rnorm(25), x = rnorm(25), index = idx)

test_that("ACF", {
  cf <- ACF(dt, y)
  expect_identical(
    cf$acf,
    as.numeric(stats::acf(dt$y, plot = FALSE)$acf)[-1]
  )

  p <- autoplot(cf)
  expect_identical(
    ggplot2::layer_data(p)$y,
    cf$acf
  )

  expect_s3_class(
    ggplot2::ggplot_build(p),
    "ggplot_built"
  )

  expect_message(
    NROW(ACF(dt, lag_max = 5)),
    "Response variable not specified"
  ) %>%
    expect_identical(5L)

  expect_warning(
    ACF(dt, y, x),
    "ACF currently only supports one column"
  )
})

test_that("PACF", {
  cf <- PACF(dt, y)
  expect_identical(
    cf$pacf,
    as.numeric(stats::pacf(dt$y, plot = FALSE)$acf)
  )

  acf <- ACF(dt, y, type = "part") # Testing also partial matching of "partial"
  names(acf) <- c("lag", "pacf") # Overwrite names c("lag", "acf")
  expect_identical(
    as_tsibble(cf),
    acf
  )

  p <- autoplot(cf)
  expect_identical(
    ggplot2::layer_data(p)$y,
    cf$pacf
  )

  expect_s3_class(
    ggplot2::ggplot_build(p),
    "ggplot_built"
  )

  expect_message(
    NROW(PACF(dt, lag_max = 5)),
    "Response variable not specified"
  ) %>%
    expect_identical(5L)

  expect_warning(
    PACF(dt, y, x),
    "PACF currently only supports one column"
  )
})


test_that("CCF", {
  cf <- CCF(dt, y, x)
  expect_identical(
    cf$ccf,
    as.numeric(stats::ccf(dt$x, dt$y, plot = FALSE)$acf)
  )

  p <- autoplot(cf)
  expect_identical(
    ggplot2::layer_data(p)$y,
    cf$ccf
  )

  expect_s3_class(
    ggplot2::ggplot_build(p),
    "ggplot_built"
  )

  expect_message(
    NROW(CCF(dt, lag_max = 5)),
    "Response variable not specified"
  ) %>%
    expect_identical(11L)

  expect_warning(
    CCF(dt, y, x, x),
    "CCF currently only supports two columns"
  )
})