Nothing
test_that("irf works with 3-dims and p = 3", {
v1 <- vars::VAR(USA, p = 3, ic = "AIC" )
x1 <- id.dc(v1)
x2 <- irf(x1, n.ahead = 20)
B_irf <- matrix(unlist(x2$irf[1,-1]), 3, 3, byrow = T)
expect_equivalent(x1$B, B_irf)
expect_equal(dim(x2$irf), c(20, 10))
expect_equal(round(mean(unlist(x2$irf)), 2), 1.2, tolerance = 0.3)
})
test_that("irf works with 3-dims and p = 1", {
v1 <- vars::VAR(USA, p = 1, ic = "AIC" )
x1 <- id.dc(v1)
x2 <- irf(x1, n.ahead = 20)
B_irf <- matrix(unlist(x2$irf[1,-1]), 3, 3, byrow = T)
expect_equivalent(x1$B, B_irf)
expect_equal(dim(x2$irf), c(20, 10))
#expect_equal(round(mean(unlist(x2$irf)), 3), 1.209)
})
test_that("irf works with 2-dims and p = 3", {
v1 <- vars::VAR(USA[,1:2], p = 3, ic = "AIC" )
x1 <- id.dc(v1)
x2 <- irf(x1, n.ahead = 20)
B_irf <- matrix(unlist(x2$irf[1,-1]), 2, 2, byrow = T)
expect_equivalent(x1$B, B_irf)
expect_equal(dim(x2$irf), c(20, 5))
#expect_equal(round(mean(unlist(x2$irf)), 5), 2.22229)
})
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