Nothing
test_that("Bootstrap-after-bootstrap with id.dc / id.cv works with wild.boot and modulus < 1", {
set.seed(23211)
v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
x1 <- id.dc(v1)
signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
bb <- wild.boot(x1, distr = 'mammen', nboot = 20, n.ahead = 30, nc = 1, signrest = signrest)
bb2 <- ba.boot(bb, nc = 1)
expect_equal(bb2$count, 0)
expect_equal(round(bb2$root, 2), 0.97)
x1 <- id.cv(v1, SB = 60)
bbcv <- wild.boot(x1, design = 'recursive', distr = 'mammen', nboot = 20, n.ahead = 30, nc = 1, signrest = signrest)
bbcv2 <- ba.boot(bbcv, nc = 1)
expect_equal(bbcv2$count, 0)
expect_equal(round(bbcv2$root, 2), 0.98)
})
test_that("Bootstrap-after-bootstrap with id.dc /id.cv works with mb.boot and modulus > 1", {
set.seed(23211)
v1 <- vars::VAR(USA, lag.max = 10, ic = "AIC" )
x1 <- id.dc(v1)
bb <- mb.boot(x1, b.length = 15, nboot = 20, n.ahead = 30, nc = 1, signrest = NULL)
bb2 <- ba.boot(bb, nc = 1)
expect_equal(bb2$count, 0)
expect_equal(round(bb2$root, 2), 0.99)
x1 <- id.cv(v1, SB = 60)
bbcv <- mb.boot(x1, design = 'fixed', b.length = 15, nboot = 20, n.ahead = 30, nc = 1, signrest = NULL)
bbcv2 <- ba.boot(bbcv, nc = 1)
expect_equal(bbcv2$count, 0)
expect_equal(round(bbcv2$root, 2), 0.96)
})
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