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tests/testthat/test-input_object_classes.R
In svars: Data-Driven Identification of SVAR Models
# library(tsDyn)
# library(MTS)
# library(urca)
# context("test-input_object_classes.R")
#
# ### TEST VARs from all 3 packages( varest, nlVAR, and list (MTS), as well as vec2var and VECM classes)
#
# ## test var model classes
# test_that("id.cv works for varest object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# #Get reduced form model
# v1 <- vars::VAR(USA, p = 6, ic = "AIC" )
#
# # id.cv
# x1 <- id.cv(v1, SB = 59)
# x2 <- id.cv_boot(v1, SB = 59)
# expect_equal(round(x1$Lik, 4), round(x2$Lik, 4), -564.2994)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 2), 0.98)
#
# })
#
# test_that("id.dc works for varest object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <- vars::VAR(USA, p = 6, ic = "AIC" )
# #id.st
# x1 <- id.st(v1)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
#
# })
#
#
# ## test tsDyn model classes
#
# test_that("id.cv works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
#
# v1 <-lineVar(USA, lag = 6)
#
# # id.cv
# x1 <- id.cv(v1, SB = 59)
# x2 <- id.cv_boot(v1, SB = 59)
# expect_equal(round(x1$Lik, 4), round(x2$Lik, 4), -567.2314)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.st works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# #id.st
# x1 <- id.st(v1)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # v1 <- lineVar(USA, lag = 6)
# # #id.cvm
# # cob <- copula::indepTestSim(v1$T - v1$lag, v1$k, verbose=FALSE)
# # x1 <- id.cvm(v1)
# #
# # expect_equal(round(sum(x1$B),3), 0.864)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 206.2219)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# #
# # })
#
# test_that("id.dc works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# #id.dc
# x1 <- id.dc(v1)
#
# expect_equal(sum(round(x1$B, 4)), 2.8497)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 238.629)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# # id.garch
# x1 <- id.garch(v1)
#
# expect_equal(round(x1$Lik, 1), -547.2)
# expect_equal(round(sum(x1$B), 2), 1.83)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),2), 219.62)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# # id.ngml
# x1 <- id.ngml(v1)
# x2 <- id.ngml_boot(v1)
#
# expect_equal(round(x1$Lik, 4),round(x2$Lik, 4), -548.1502)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 239.0778)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
#
# ## test MTS model classes
# test_that("id.cv works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
#
# #id.cv
# x3 <- id.cv(v3, SB = 59)
# x4 <- id.cv_boot(v3, SB = 59)
# expect_equal(round(x3$Lik, 4), round(x4$Lik, 4), -564.2994)
# IRF = irf(x3)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x3)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x3)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x3, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 2)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.st works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# #id.st
# x1 <- id.st(v3)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # v3 <- invisible(MTS::VAR(USA, p = 6))
# # #id.cvm
# # cob <- copula::indepTestSim(length(v3$residuals[,1]), ncol(v3$data), verbose=FALSE)
# # x1 <- id.cvm(v3)
# #
# # expect_equal(round(sum(x1$B), 4), 0.8641)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 392.0223)
# # #HD = hd(x1)
# # #expect_equal(round(sum(HD$hidec), 4), -1.196476e+17)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# #id.dc
# x1 <- id.dc(v3)
#
# expect_equal(sum(round(x1$B, 4)), 2.8498)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 891.1648)
# #HD = hd(x1)
# #expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# # id.garch
# x1 <- id.garch(v3)
#
# expect_equal(round(x1$Lik, 1), -547.2)
# expect_equal(round(sum(x1$B), 3), 1.83)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),3), 631.531)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# # id.ngml
# x1 <- id.ngml(v3)
# x2 <- id.ngml_boot(v3)
#
# expect_equal(c(round(x1$Lik, 4),round(x2$Lik, 4)), rep(-548.1502,2))
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 872.4464)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# })
#
# # Test VECMS (vec2var, VECM)
# # test_that("id.cvm works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# # skip_on_cran()
# # set.seed(23211)
# # data(finland)
# # v6 <-VECM(finland, lag=2, estim="ML")
# # #id.cvm
# # cob <- copula::indepTestSim(v6$t, v6$k, verbose=FALSE)
# # x1 <- id.cvm(v6)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0774)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 209.9281)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5362.275)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 102)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
#
# test_that("id.st works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# #id.st
# x1 <- id.st(v5)
#
# expect_equal(round(x1$Lik, 4), 947.1035)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 210)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 1), 5452.1)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# # test_that("id.cvm works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # data(finland)
# # sjf <- finland
# # sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# # spec = "longrun", season = 4)
# # v5 <- vec2var(sjf.vecm, r = 2)
# # #id.cvm
# # cob <- copula::indepTestSim(v5$obs, v5$K, verbose=FALSE)
# # x1 <- id.cvm(v5)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0847)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 207.8637)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5469.519)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# #id.dc
# x1 <- id.dc(v5)
#
# expect_equal(sum(round(x1$B, 1)), 0)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 210.5)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# # id.garch
# x1 <- id.garch(v5)
#
# expect_equal(round(x1$Lik, 1), 934.4)
# expect_equal(round(sum(x1$B), 1), 0)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 212.2)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb2, nc = 2)
# #expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# # id.ngml
# x1 <- id.ngml(v5)
# x2 <- id.ngml_boot(v5)
#
# expect_equal(c(round(x1$Lik),round(x2$Lik)), rep(934,2))
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 208.9)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# # test tsDyn model classes
# test_that("id.cv works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
#
# #id.cv
# x1 <- id.cv(v6, SB = 59)
# x2 <- id.cv_boot(v6, SB = 59)
# expect_equal(c(round(x1$Lik, 4), round(x2$Lik, 4)), rep(897.8931,2))
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 210.7234)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 3), 5349.796)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 109)
# expect_equal(round(bb3$root, 1), 1)
#
#
# })
#
# test_that("id.st works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# #id.st
# x1 <- id.st(v6)
#
# expect_equal(round(x1$Lik, 4), 909.2239)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 210.7527)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 3), 5348.792)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# #signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 111)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # data(finland)
# # v6 <-VECM(finland, lag=2, estim="ML")
# # #id.cvm
# # cob <- copula::indepTestSim(v6$t, v6$k, verbose=FALSE)
# # x1 <- id.cvm(v6)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0774)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 209.9281)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5362.275)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 102)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# #id.dc
# x1 <- id.dc(v6)
#
# expect_equal(sum(round(x1$B, 3)), 0.137)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 212.1406)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# })
#
# test_that("id.garch works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# # id.garch
# x1 <- id.garch(v6)
#
# expect_equal(round(x1$Lik, 3), 877.558)
# expect_equal(round(sum(x1$B), 3), -0.044)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),3), 210.666)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
# })
#
# test_that("id.ngml works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# # id.ngml
# x1 <- id.ngml(v6)
# #x2 <- id.ngml_boot(v6)
#
# expect_equal(round(x1$Lik, 4), 868.0276)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 211.2099)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 102)
# expect_equal(round(bb3$root, 3), 1)
# })
#
#
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# library(tsDyn)
# library(MTS)
# library(urca)
# context("test-input_object_classes.R")
#
# ### TEST VARs from all 3 packages( varest, nlVAR, and list (MTS), as well as vec2var and VECM classes)
#
# ## test var model classes
# test_that("id.cv works for varest object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# #Get reduced form model
# v1 <- vars::VAR(USA, p = 6, ic = "AIC" )
#
# # id.cv
# x1 <- id.cv(v1, SB = 59)
# x2 <- id.cv_boot(v1, SB = 59)
# expect_equal(round(x1$Lik, 4), round(x2$Lik, 4), -564.2994)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 2), 0.98)
#
# })
#
# test_that("id.dc works for varest object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <- vars::VAR(USA, p = 6, ic = "AIC" )
# #id.st
# x1 <- id.st(v1)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
#
# })
#
#
# ## test tsDyn model classes
#
# test_that("id.cv works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
#
# v1 <-lineVar(USA, lag = 6)
#
# # id.cv
# x1 <- id.cv(v1, SB = 59)
# x2 <- id.cv_boot(v1, SB = 59)
# expect_equal(round(x1$Lik, 4), round(x2$Lik, 4), -567.2314)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.st works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# #id.st
# x1 <- id.st(v1)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # v1 <- lineVar(USA, lag = 6)
# # #id.cvm
# # cob <- copula::indepTestSim(v1$T - v1$lag, v1$k, verbose=FALSE)
# # x1 <- id.cvm(v1)
# #
# # expect_equal(round(sum(x1$B),3), 0.864)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 206.2219)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# #
# # })
#
# test_that("id.dc works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# #id.dc
# x1 <- id.dc(v1)
#
# expect_equal(sum(round(x1$B, 4)), 2.8497)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 238.629)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# # id.garch
# x1 <- id.garch(v1)
#
# expect_equal(round(x1$Lik, 1), -547.2)
# expect_equal(round(sum(x1$B), 2), 1.83)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),2), 219.62)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for nlVars object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v1 <-lineVar(USA, lag = 6)
# # id.ngml
# x1 <- id.ngml(v1)
# x2 <- id.ngml_boot(v1)
#
# expect_equal(round(x1$Lik, 4),round(x2$Lik, 4), -548.1502)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 239.0778)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
#
# ## test MTS model classes
# test_that("id.cv works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
#
# #id.cv
# x3 <- id.cv(v3, SB = 59)
# x4 <- id.cv_boot(v3, SB = 59)
# expect_equal(round(x3$Lik, 4), round(x4$Lik, 4), -564.2994)
# IRF = irf(x3)
# expect_equal(round(sum(IRF$irf),4), 241.5486)
# HD = hd(x3)
# expect_equal(round(sum(HD$hidec), 4), 63.635)
# FEVD = fevd(x3)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x3, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x3, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 2)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.st works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# #id.st
# x1 <- id.st(v3)
#
# expect_equal(round(x1$Lik, 4), -508.7511)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 248.6993)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 2.0775)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # v3 <- invisible(MTS::VAR(USA, p = 6))
# # #id.cvm
# # cob <- copula::indepTestSim(length(v3$residuals[,1]), ncol(v3$data), verbose=FALSE)
# # x1 <- id.cvm(v3)
# #
# # expect_equal(round(sum(x1$B), 4), 0.8641)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 392.0223)
# # #HD = hd(x1)
# # #expect_equal(round(sum(HD$hidec), 4), -1.196476e+17)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# #id.dc
# x1 <- id.dc(v3)
#
# expect_equal(sum(round(x1$B, 4)), 2.8498)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 891.1648)
# #HD = hd(x1)
# #expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) # -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# # id.garch
# x1 <- id.garch(v3)
#
# expect_equal(round(x1$Lik, 1), -547.2)
# expect_equal(round(sum(x1$B), 3), 1.83)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),3), 631.531)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for MTS list object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# v3 <- invisible(MTS::VAR(USA, p = 6))
# # id.ngml
# x1 <- id.ngml(v3)
# x2 <- id.ngml_boot(v3)
#
# expect_equal(c(round(x1$Lik, 4),round(x2$Lik, 4)), rep(-548.1502,2))
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 872.4464)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$x),sum(FEVD$pi),sum(FEVD$i)), c(1000,1000,1000))
#
# # mb boot
# signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest) -> Error
#
# #expect_length(bb, 18)
# #expect_equal(bb$nboot, 10)
#
# # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
#
# # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# })
#
# # Test VECMS (vec2var, VECM)
# # test_that("id.cvm works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# # skip_on_cran()
# # set.seed(23211)
# # data(finland)
# # v6 <-VECM(finland, lag=2, estim="ML")
# # #id.cvm
# # cob <- copula::indepTestSim(v6$t, v6$k, verbose=FALSE)
# # x1 <- id.cvm(v6)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0774)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 209.9281)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5362.275)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 102)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
#
# test_that("id.st works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# #id.st
# x1 <- id.st(v5)
#
# expect_equal(round(x1$Lik, 4), 947.1035)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 210)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 1), 5452.1)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 0)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# # test_that("id.cvm works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # data(finland)
# # sjf <- finland
# # sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# # spec = "longrun", season = 4)
# # v5 <- vec2var(sjf.vecm, r = 2)
# # #id.cvm
# # cob <- copula::indepTestSim(v5$obs, v5$K, verbose=FALSE)
# # x1 <- id.cvm(v5)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0847)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 207.8637)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5469.519)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 0)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# #id.dc
# x1 <- id.dc(v5)
#
# expect_equal(sum(round(x1$B, 1)), 0)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 210.5)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# test_that("id.garch works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# # id.garch
# x1 <- id.garch(v5)
#
# expect_equal(round(x1$Lik, 1), 934.4)
# expect_equal(round(sum(x1$B), 1), 0)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 212.2)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb2, nc = 2)
# #expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# test_that("id.ngml works for vec2var object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# sjf <- finland
# sjf.vecm <- ca.jo(sjf, ecdet = "none", type = "eigen", K = 2,
# spec = "longrun", season = 4)
# v5 <- vec2var(sjf.vecm, r = 2)
# # id.ngml
# x1 <- id.ngml(v5)
# x2 <- id.ngml_boot(v5)
#
# expect_equal(c(round(x1$Lik),round(x2$Lik)), rep(934,2))
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),1), 208.9)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 4), -3.5012)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 101)
# expect_equal(round(bb3$root, 1), 1)
#
# })
#
# # test tsDyn model classes
# test_that("id.cv works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# skip_on_cran()
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
#
# #id.cv
# x1 <- id.cv(v6, SB = 59)
# x2 <- id.cv_boot(v6, SB = 59)
# expect_equal(c(round(x1$Lik, 4), round(x2$Lik, 4)), rep(897.8931,2))
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 210.7234)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 3), 5349.796)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 109)
# expect_equal(round(bb3$root, 1), 1)
#
#
# })
#
# test_that("id.st works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# #id.st
# x1 <- id.st(v6)
#
# expect_equal(round(x1$Lik, 4), 909.2239)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 210.7527)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 3), 5348.792)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# #signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 111)
# expect_equal(round(bb3$root, 1), 1)
# })
#
# # test_that("id.cvm works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# # set.seed(23211)
# # data(finland)
# # v6 <-VECM(finland, lag=2, estim="ML")
# # #id.cvm
# # cob <- copula::indepTestSim(v6$t, v6$k, verbose=FALSE)
# # x1 <- id.cvm(v6)
# #
# # expect_equal(round(sum(x1$B), 4), -0.0774)
# # IRF = irf(x1)
# # expect_equal(round(sum(IRF$irf),4), 209.9281)
# # HD = hd(x1)
# # expect_equal(round(sum(HD$hidec), 3), 5362.275)
# # FEVD = fevd(x1)
# # expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
# #
# # # mb boot
# # signrest <- list(demand = c(1,1,1), supply = c(-1,1,1), money = c(-1,-1,1))
# # bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# #
# # expect_length(bb, 18)
# # expect_equal(bb$nboot, 10)
# #
# # # wild boot
# # bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# # expect_length(bb2, 18)
# # expect_equal(bb2$nboot, 10)
# #
# # # ba boot
# # bb3 <- ba.boot(bb, nc = 1)
# # expect_equal(bb3$count, 102)
# # expect_equal(round(bb3$root, 1), 1)
# # })
#
# test_that("id.dc works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# #id.dc
# x1 <- id.dc(v6)
#
# expect_equal(sum(round(x1$B, 3)), 0.137)
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 212.1406)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = NULL)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# })
#
# test_that("id.garch works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# # id.garch
# x1 <- id.garch(v6)
#
# expect_equal(round(x1$Lik, 3), 877.558)
# expect_equal(round(sum(x1$B), 3), -0.044)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),3), 210.666)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
#
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
# })
#
# test_that("id.ngml works for VECM object and analysis (bootstrap, irf, hd fevd)", {
# set.seed(23211)
# data(finland)
# v6 <-VECM(finland, lag=2, estim="ML")
# # id.ngml
# x1 <- id.ngml(v6)
# #x2 <- id.ngml_boot(v6)
#
# expect_equal(round(x1$Lik, 4), 868.0276)
#
# IRF = irf(x1)
# expect_equal(round(sum(IRF$irf),4), 211.2099)
# HD = hd(x1)
# expect_equal(round(sum(HD$hidec), 4), 5362.275)
# FEVD = fevd(x1)
# expect_equal(c(sum(FEVD$lrm1),sum(FEVD$lnmr), sum(FEVD$lny), sum(FEVD$difp)), c(1000,1000,1000, 1000))
#
# # mb boot
# signrest <- list(lrm1 = c(1,1,1,1), lny = c(-1,1,1,1), lnmr = c(-1,-1,1,1), difp = c(1,-1,-1,1))
# bb <- mb.boot(x1, b.length = 16, nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb, 18)
# expect_equal(bb$nboot, 10)
#
# # wild boot
# bb2 <- wild.boot(x1, design = "recursive", distr = "rademacher", nboot = 10, n.ahead = 30, nc = 2, signrest = signrest)
# expect_length(bb2, 18)
# expect_equal(bb2$nboot, 10)
#
# # ba boot
# bb3 <- ba.boot(bb, nc = 1)
# expect_equal(bb3$count, 102)
# expect_equal(round(bb3$root, 3), 1)
# })
#
#
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