library(sarima)
context("Fitting ARMA0 models - mainly for experiments")
test_that("arma0 works ok", {
## these functions are mainly for quick experiments
expect_true(TRUE)
## An example from KFAS:
set.seed(1)
y <- arima.sim(n = 1000, list(ar = c(0.8897, -0.4858), ma = c(-0.2279, 0.2488)),
innov = rnorm(1000) * sqrt(0.5))
arma0a_desc <- makeArma0SSModel(ar = c(0, 0), ma = c(0, 0), Q = 1, H = 0, y = y)
arma0_fit <- optim(par = c(rep(0, 4), log(1)), fn = arma0a_desc$updateFun,
method = "BFGS", model = arma0a_desc$model, hessian = TRUE)
arma0_fit$hessian
arma0_fittedModel <- fitArma0Model(arma0a_desc)
arma0_fittedModel
arma0_fittedModel$par
arma0_fittedModel$se
arma0_fittedModel$T
arma0_fittedModel$R
arma0_fittedModel$Q
-logLik(arma0_fittedModel$SSModel)
})
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