context("season-lag")
test_that("the conversions between `season-lag' and acf from `base' are ok",
{
##
## ?acf2ARMA
## ?ARMAacf
## ARMAacf(c(1.0, -0.25), 1.0, lag.max = 10)
## devtools::test()
## tacvfARMA(phi = 1.2, sigmasq = 1, maxLag = 5)
## ltsa::tacvfARMA(phi = 1.2, sigmasq = 1, maxLag = 5)
## ltsa::tacvfARMA(phi = 0.8, sigmasq = 1, maxLag = 5)
## (acf(lh))
############ autocovariances
##
## from examples for pcacfMat
set.seed(1234)
x <- arima.sim(list(ar=0.9), n=1000)
mx <- matrix(x, nrow=4)
new("PeriodicBJFilter", coef = matrix(1:12,4), order = c(3,2,2,2))
new("PeriodicBJFilter", coef = matrix(1:12,4))
arfi <- new("PeriodicBJFilter", order = c(3,2,2,2))
tmp.par <- new("PeriodicArmaModel", ar = arfi)
new("PeriodicArmaModel", ma = arfi)
new("PeriodicArmaModel", ar = arfi, sigma2 = 1:4)
new("PeriodicArmaModel", ma = arfi, sigma2 = 1:4)
new("PeriodicArmaModel", ar = arfi, ma = arfi, sigma2 = 1:4)
## TODO: make this work?
## new("PeriodicArModel", order = c(3,2,2,2))
PeriodicArModel(c(3,2,2,2))
## 2017-06-04 was: expect_error(new("PeriodicArModel", tmp.par))
## ARMA to AR with MA order 0 is allowed;
## (don't remember why it was an error before)
new("PeriodicArModel", tmp.par)
PeriodicArModel(tmp.par)
filterOrder(tmp.par@ma) # maOrder(tmp.par)
proba1 <- fitPM(c(3,2,2,2), as.numeric(mx))
proba1
acfb <- pc.acf.parModel(proba1, maxlag=8)
acfb[4:(-2), 4:(-2), type="tt"]
pcacfMat(proba1)
## autocovariances()
## for "parModel"
expect_equal_to_reference(autocovariances(proba1), "acv_proba1a.RDS")
expect_equal_to_reference(autocorrelations(proba1), "acf_proba1a.RDS")
expect_equal_to_reference(autocovariances(proba1, 6), "acv_proba1a6.RDS")
expect_equal_to_reference(autocorrelations(proba1, 6),"acf_proba1a6.RDS")
})
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