tests/testthat/test-tbats-methods.R

In JSzitas/fable.tbats: Fable Wrapper for TBATS

library(dplyr)

pelt <- tsibbledata::pelt
train <- pelt %>%
  dplyr::filter( Year < 1930 )
test <- pelt %>%
  dplyr::filter( Year >= 1930 )
model <- fabletools::model(pelt,  tbats = TBATS(Lynx) )

test_that("Utilities for TBATS work", {
  # residuals
  expect_equal( sum(residuals(model[[1]][[1]][["fit"]])),
                115493.1,
                tolerance = 0.05
                )
  # fitted
  expect_equal( sum(fitted(model[[1]][[1]][["fit"]])),
                2463137,
                tolerance = 0.05
  )
  # glance
  expect_equal( sum(unlist(fabletools::glance(model)[,2:7])),
                57386873,
                tolerance = 0.05
  )
})

test_that( "Forecasts for TBATS work", {
  fcsts <- fabletools::forecast(model, h = 3)$.mean
  expect_equal( fcsts,
                c(36004, 31556, 24992),
                tolerance = 0.1)
})

test_that( "Refitting a TBATS works", {

  model <- fabletools::model(train,  tbats = TBATS(Lynx) )
  expect_equal( as.character(model[[1]][[1]][["fit"]][["fit"]]),
                "TBATS(0.025, {0,0}, 0.8, {<10,4>})")

  model <- refit(model, pelt)
  expect_equal( as.character(model[[1]][[1]][["fit"]][["fit"]]),
                "BATS(0.43, {3,2}, 0.879, -)")
})