tests/testthat/test-biasadj.R

In a1967fa/f-cast: Forecasting Functions for Time Series and Linear Models

# A unit test for biasadj argument
if (require(testthat)) {
  context("Tests for biasadj")

  test_that("tests for biasadj automatically set based on model fit", {
    # lm
    fit <- tslm(USAccDeaths ~ trend, lambda = 0.5, biasadj = TRUE)
    expect_true(all.equal(forecast(fit), forecast(fit, biasadj = TRUE)))

    # HoltWintersZZ
    fit <- ses(USAccDeaths, initial = "simple", lambda = 0.5, biasadj = TRUE)
    expect_true(all.equal(forecast(fit), forecast(fit, biasadj = TRUE)))

    # arfima
    x <- fracdiff::fracdiff.sim(100, ma = -.4, d = .3)$series
    fit <- arfima(x)
    expect_true(all.equal(forecast(fit), forecast(fit, biasadj = TRUE)))

    # arima
    fit1 <- Arima(USAccDeaths, order = c(0, 1, 1), seasonal = c(0, 1, 1), lambda = 0.5, biasadj = TRUE)
    fit2 <- auto.arima(USAccDeaths, max.p = 0, max.d = 1, max.q = 1, max.P = 0, max.D = 1, max.Q = 1, lambda = 0.5, biasadj = TRUE)
    expect_true(all.equal(forecast(fit1), forecast(fit1, biasadj = TRUE)))
    expect_true(all.equal(forecast(fit2), forecast(fit2, biasadj = TRUE)))
    expect_true(all.equal(forecast(fit1)$mean, forecast(fit2)$mean))

    # ets
    fit <- ets(USAccDeaths, model = "ANA", lambda = 0.5, biasadj = TRUE)
    expect_true(all.equal(forecast(fit), forecast(fit, biasadj = TRUE)))

    # bats
    # fit <- bats(USAccDeaths, use.box.cox = TRUE, biasadj = TRUE)
    # expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE)))

    # tbats
    # fit <- tbats(USAccDeaths, use.box.cox = TRUE, biasadj = TRUE)
    # expect_true(all.equal(forecast(fit), forecast(fit, biasadj=TRUE)))
  })
}