tests/testthat/test-ts_pc.R

In tsbox: Class-Agnostic Time Series

test_that("colname guessing works as expected", {

  # 3 cols
  library(dplyr)
  x.df <- ts_tbl(ts_c(mdeaths, fdeaths)) %>%
    setNames(c("Haha", "Hoho", "Hihi"))

  expect_equal(
    ts_pc(mdeaths),
    ts_ts(ts_xts(ts_df(ts_pc(x.df))))[, "mdeaths"]
  )
  expect_equal(
    ts_diff(mdeaths),
    ts_ts(ts_xts(ts_df(ts_diff(x.df))))[, "mdeaths"]
  )
  expect_equal(
    ts_pcy(mdeaths),
    ts_ts(ts_xts(ts_df(ts_pcy(x.df))))[, "mdeaths"]
  )
  expect_equal(
    ts_diffy(mdeaths),
    ts_ts(ts_xts(ts_df(ts_diffy(x.df))))[, "mdeaths"]
  )

  # 2 cols
  x.df <- ts_tbl(AirPassengers) %>%
    setNames(c("Haha", "Hoho"))

  expect_equal(ts_pc(AirPassengers), ts_ts(ts_xts(ts_df(ts_pc(x.df)))))
  expect_equal(ts_diff(AirPassengers), ts_ts(ts_xts(ts_df(ts_diff(x.df)))))
  expect_equal(ts_pcy(AirPassengers), ts_ts(ts_xts(ts_df(ts_pcy(x.df)))))
  expect_equal(ts_diffy(AirPassengers), ts_ts(ts_xts(ts_df(ts_diffy(x.df)))))
})


test_that("ts_compound, ts_index and ts_pc are consistent", {
  expect_equal(ts_pc(mdeaths), ts_pc(ts_index(mdeaths)))
  expect_equal(ts_pc(AirPassengers), ts_pc(ts_index(AirPassengers)))

  expect_equal(
    ts_compound(ts_pc(EuStockMarkets)),
    ts_index(EuStockMarkets)
  )

  expect_equal(
    ts_compound(ts_pc(ts_c(mdeaths, fdeaths))),
    ts_index(ts_c(mdeaths, fdeaths))
  )

  expect_equal(
    ts_pc(ts_compound(ts_pc(ts_c(mdeaths, fdeaths)))),
    ts_pc(ts_index(ts_c(mdeaths, fdeaths)))
  )

  expect_equal(
    ts_compound(ts_pc(ts_c(AirPassengers))),
    ts_index(ts_c(AirPassengers))
  )
})


test_that("pc and ts_index works with NA", {
  x0 <- mdeaths
  x0[5:10] <- NA
  expect_s3_class(ts_index(ts_pc(x0)), "ts")

  x1 <- EuStockMarkets
  x1[5:10, ] <- NA
  expect_s3_class(ts_index(ts_pc(x1)), "ts")
})


test_that("formulas are correct", {
  x <- ts(c(1:8), start = 2000, frequency = 4)
  expect_equal(ts_pc(x)[8], 100 * (8 / 7 - 1))
  expect_equal(ts_pcy(x)[8], 100 * (8 / 4 - 1))
  expect_equal(ts_diff(x)[8], 8 - 7)
  expect_equal(ts_diffy(x)[8], 8 - 4)
  expect_equal(ts_pca(x)[8], 100 * ((8 / 7)^4 - 1))
})


test_that("time order does not affect outcome", {
  x0 <- ts(1:5, start = 2000)
  x <- ts_df(ts_c(a = x0, b = x0))
  ud <- x[c(5:1, 10:6), ]

  expect_equal(ts_lag(ud), ts_lag(x))
  expect_equal(ts_pc(ud), ts_pc(x))
  expect_equal(ts_pc(ud), ts_pc(x))
  expect_equal(ts_pca(ud), ts_pca(x))
})