Zelig: Everyone's Statistical Software

# REQUIRE TEST arima Monte Carlo -----------------------------------------------

## Need to implement ##

# REQUIRE TEST arima successful estimation -------------------------------------
test_that('REQUIRE TEST arima successful estimation', {
    data(seatshare)
    ts <- zarima$new()

    ## NEEDS a better test, possibly once get_coef has been implemented for arima
    expect_error(
    ts$zelig(unemp ~ leftseat, order = c(1,0,1), ts = "year", cs = "country",
              data = seatshare),
              NA)
})

# FAIL TEST arima fails if DV does not vary ------------------------------------
test_that('FAIL TEST arima fails if DV does not vary', {
    no_vary_df <- data.frame(country = c(rep("A", 5), rep("B", 5)),
                             year = c(1:5, 1:5),
                             y = c(rep(1:5), rep(2, 5)),
                         x = c(1, 3, -1, NA, 1, NA, 1, 2, NA, 5))
   # a.out <- amelia(x = no_vary_df, cs = "country", ts = "year")

    zts <- zarima$new()
    expect_error(
        zts$zelig(y ~ x, ts = 'year', cs = 'country', order = c(1, 0, 1),
            data = no_vary_df),
            'Dependent variable does not vary for at least one of the cases.')
})


# FAIL TEST arima models ------------------------------------
test_that('REQUIRE TEST arima models', {

    n.obs <- 2000
    x <- rnorm(n=n.obs)
    z <- rnorm(n=n.obs)
    t <- 1:n.obs
    r <- rep(c(1,2),n.obs/2)
    beta <- 1
    phi <-0.3

    y <- rep(NA,n.obs)
    y[1]<-beta*x[1] + rnorm(1)
    for(i in 2:n.obs){
        y[i] <- phi*y[i-1] + beta*x[i] + rnorm(n=1, mean=0, sd=0.2)
    }

    mydata <- data.frame(y,x,z,t,r)
    mydata2 <- rbind(mydata[10:n.obs,],mydata[1:9,])    # reorder dataset

    # check ar model
    zj <- zar$new()
    zj$zelig(y~x + z , data=mydata, ts="t")
    expect_equivalent(length(zj$get_coef()[[1]]), 4)

    # check ma model
    zj <- zma$new()
    zj$zelig(y~x + z , data=mydata, ts="t")
    expect_equivalent(length(zj$get_coef()[[1]]), 4)

    # check ar-2, ma-1 model
    zj <- zarima$new()
    zj$zelig(y~x + z , order=c(2,0,1), data=mydata, ts="t")
    expect_equivalent(length(zj$get_coef()[[1]]), 6)

    # check integration
    zj <- zarima$new()
    zj$zelig(y~x + z , order=c(2,1,1), data=mydata, ts="t")
    expect_equivalent(length(zj$get_coef()[[1]]), 5)

    # check obervations out of time order
    zj <- zarima$new()
    zj$zelig(y~x + z -1, order=c(2,0,1), data=mydata2, ts="t")
    expect_equivalent(length(zj$get_coef()[[1]]), 5)

    zj$setx()
    zj$setx1(x=2)
    zj$sim()

    # ACF plot

    myorder <- eval(zj$zelig.call$order)
    mycoef <- coef(zj$zelig.out$z.out[[1]])
    myparams <- zj$simparam$simparam[[1]]

    test <- Zelig:::simacf(coef=mycoef, order=myorder, params=myparams, alpha = 0.5)

    expect_true(is.null(zeligACFplot(test, omitzero=TRUE)))

    # plots

    expect_true(is.null(ci.plot(zj, qi="pvseries.shock")))
    expect_true(is.null(ci.plot(zj, qi="pvseries.innovation")))
    expect_true(is.null(plot(zj)))

})

# REQUIRE TEST ensure that the workflow can be completed using the
# Zelig 5 wrappers
test_that("REQUIRE TEST timeseries reference class wrappers", {
    data(seatshare)
    subset <- seatshare[seatshare$country == "UNITED KINGDOM",]
    expect_error(ts.out <- zelig(unemp ~ leftseat, data = subset,
                                 model = "arima", order = c(2, 0, 1)), NA)
    expect_error(x.out <- setx(ts.out, leftseat = 0.75), NA)
    expect_error(s.out <- sim(x.out), NA)
    expect_error(s.out <- plot(s.out), NA)

    expect_error(x.out <- setx1(x.out, leftseat = 0.25), NA)
    expect_error(s.out <- sim(x.out), NA)
    expect_error(s.out <- plot(s.out), NA)
})

# REQUIRE TEST to ensure that summary works with arima with sim ----------------
test_that("REQUIRE TEST to ensure that summary works with arima with sim", {
    data(seatshare)
    subset <- seatshare[seatshare$country == "UNITED KINGDOM",]
    s.out <- zelig(unemp ~ leftseat, data = subset, model = "arima",
                   order = c(2,0,1)) %>%
        setx(leftseat = 0.25) %>%
        sim()
    expect_error(summary(s.out), NA)
})


# FAILURE TEST cs ts by with timeseries ----------------------------------------
test_that("FAILURE TEST cs ts by with timeseries", {
    data(seatshare)
    ts <- zarima$new()

    expect_error(
        ts$zelig(unemp ~ leftseat, order = c(1,0,1), ts = "year",
                 cs = "country", by = "TEST",
                 data = seatshare),
        "cs and by are equivalent for this model. Only one needs to be specified."
        )

    expect_error(
        ts$zelig(unemp ~ leftseat, order = c(1,0,1), cs = "country",
                 data = seatshare),
        "ts must be specified if cs is specified."
    )
})

# REQUIRE TEST arima with differenced first-order autoregressive ---------------
test_that("REQUIRE TEST arima with differenced first-order autoregressive", {
data(seatshare)
subset <- seatshare[seatshare$country == "UNITED KINGDOM",]

s.out <- zelig(unemp ~ leftseat, data = subset, model = "arima",
               order = c(1, 1, 0)) %>%
    setx(leftseat = 0.25)
    expect_error(sim(s.out), NA)
})

# FAIL TEST when data is not found (not exclusive to arima) --------------------
test_that("FAIL TEST when data is not found (not exclusive to arima)", {
    expect_error(zelig(formula = unemp ~ leftseat, model = "ma", ts = "year",
                       data = subset),
                 "data not found")
})

# REQUIRE TEST timeseries deprecation ------------------------------------------
test_that("REQUIRE TEST timeseries deprecation", {
    data(seatshare)
    subset <- seatshare[seatshare$country == "UNITED KINGDOM",]
    expect_warning(
        ts.out <- zelig(formula = unemp ~ leftseat, order = c(1, 0, 0), ts = "year",
                    data = subset, model = "arima"),
        "All Zelig time series models are deprecated"
    )
})