tests/testthat/test_Innovation_prediction.R

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

test_that("Input test work", {
  #ts testing
  expect_error(innovation_prediction(c("a","b")), "ts must be numeric vector or object of class arma!")
  expect_error(innovation_prediction(NA), "ts must be numeric vector or object of class arma!")
  expect_error(innovation_prediction(list(2,3,4)), "ts must be numeric vector or object of class arma!")
  expect_error(innovation_prediction(c(1,3)), "length ts must be greater than 2")
  #lag.max testing
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), lag.max = 1.1), "lag.max must be integer or NA!")
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), lag.max = c(1,1)), "length of lag.max must equal 1")
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), lag.max ="a"), "lag.max must be integer or NA!")
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), lag.max = 0), "lag.max musst be 0 between length of ts")
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), lag.max = 7), "lag.max musst be 0 between length of ts")
  # steps
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), steps ="a"), "steps must a be positiv integer!")
  expect_error(innovation_prediction(c(1,2,6,3,5,3,2), steps = 0), "steps must a be positiv integer!")
  })
test_that("Innovation_prediction works", {
  #Preparation
  vec <- c(2,0.5,3.5,2.2,6.4,7)
  Innovation_Result <- innovation(vec)
  theta <- Innovation_Result$theta
  #Innovation_prediction test
  x_new <- 0
  x_new[2] <- theta[1,1]*(vec[2]-x_new)
  x_new[3] <- theta[2,1]*(vec[3]-x_new[2])+theta[2,2]*(vec[2]-x_new[1])
  x_new[4] <- theta[3,1]*(vec[4]-x_new[3])+theta[3,2]*(vec[3]-x_new[2])+theta[3,3]*(vec[2]-x_new[1])
  #Testing with lag.max:
  expect_equal(innovation_prediction(vec,lag.max = 3),x_new[4])
  #Testing without lag.max
  x_new[5] <- theta[4,1]*(vec[5]-x_new[4])+theta[4,2]*(vec[4]-x_new[3])+theta[4,3]*(vec[3]-x_new[2])+theta[4,4]*(vec[2]-x_new[1])
  x_new[6] <- theta[5,1]*(vec[6]-x_new[5])+theta[5,2]*(vec[5]-x_new[4])+theta[5,3]*(vec[4]-x_new[3])+theta[5,4]*(vec[3]-x_new[2])+theta[5,5]*(vec[2]-x_new[1])
  expect_equal(innovation_prediction(vec),x_new[6])                                                                                                                                            
  #Testing with other steps (step=2)
  #x_new <- theta[1,1]*(vec[3])
  #x_new[2] <- theta[2,1]*(vec[4]-x_new)+theta[2,2]*vec[3]
  #x_new[3] <- theta[3,1]*(vec[5]-x_new[2])+theta[3,2]*(vec[4]-x_new[1])+theta[3,3]*vec[3]

  X_2steps <- theta[5,2]*(vec[6]-x_new[5])+theta[5,3]*(vec[5]-x_new[4])+theta[5,4]*(vec[4]-x_new[3])+theta[5,5]*(vec[3]-x_new[2])
  
  expect_equal(innovation_prediction(vec,steps = 2),X_2steps)
})