tests/testthat/test-arma_sim.R

In adrian1econ/TimeSeries: What the Package Does (One Line, Title Case)

test_that("Input Tests work", {
        # Phi & Theta
        expect_error(arma_sim(phi=c("b")), "phi has to be numeric vector or NULL!")
        expect_error(arma_sim(phi=NA), "phi has to be numeric vector or NULL!")

        # n
        expect_error(arma_sim(phi=0.5), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n=20.1), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n="b"), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n=NA), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n=NULL), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n=c(1,2,3)), "n must be an integer!")
        expect_error(arma_sim(phi=0.5, n=-1L), "n must be strictly positive!")

        # Burn-in
        expect_error(arma_sim(phi=0.5, n=20, burnin = 20.1), "burnin must be an integer or NULL!")
        expect_error(arma_sim(phi=0.5, n=20, burnin = "b"), "burnin must be an integer or NULL!")
        expect_error(arma_sim(phi=0.5, n=20, burnin = c(1,2,3)), "burnin must be an integer or NULL!")
        expect_error(arma_sim(phi=0.5, n=20, burnin = 0), "burnin period must be at least as long as max\\(p,q\\)")

        # innov
})

test_that("AR(1)-Process works", {
        expect_equal(arma_sim(phi=0.5, n=5, burnin = 1, innov = c(1,rep(0,5)))$arma, c(0.5, 0.25, 0.125, 0.0625, 0.03125))
})

test_that("MA(1)-Process works", {
        expect_equal(arma_sim(theta = 0.5, n=5, burnin = 1, innov = c(1,-1,1,-1,1,-1))$arma, c(-0.5, 0.5, -0.5, 0.5, -0.5))
})