tests/testthat/test_jd_testsaregression.R

In alexkowa/rjdemetra: Packaed JDemetra-R

library(rjdemetra)

test_that("jd_testsaregression.R",{
  data(xm)
  s<-ts(xm[,1], start=c(1995,1), frequency=12)
  
  # get the default calendar to create (long enough) user-defined regression variables
  jdc_def<-jd_getcalendar("Default")
  deftd<-jd_calendarData(jdc_def, c(12, 1960, 1, 900))
  
  # register the regression variables. any R timeseries could be used
  jd_registerVariable(deftd[,1], "td1", "mytd")
  jd_registerVariable(deftd[,2], "td2", "mytd")
  jd_registerVariable(deftd[,3], "td3", "mytd")
  jd_registerVariable(deftd[,4], "td4", "mytd")
  # default group is "vars". See below
  jd_registerVariable(deftd[,5], "td5")
  jd_registerVariable(deftd[,6], "td6")
  
  #test
  #jd_regressionData("mytd.td1", c(12, 2000, 1, 24))
  
  #creation of a specification that uses user-defined variables
  spec<-spec_create()
  spec_str(spec, "tramo.regression.calendar.td.mauto","Unused")
  spec_strs(spec,"tramo.regression.calendar.td.user" ,c("mytd.td1", "mytd.td2", "mytd.td3", "mytd.td4"))
  
  #user-defined variables. They are not considered as calendar effects.
  spec_str(spec,"tramo.regression.user1.name" ,"vars.td5")
  
  # effect can be: "Undefined", "Series", "Trend", "Seasonal", "Irregular", "SeasonallyAdjusted"
  # see the documentation of JD+ for further information
  spec_str(spec,"tramo.regression.user1.effect" ,"Seasonal")
  spec_str(spec,"tramo.regression.user2.name" ,"vars.td6")
  # firstlag, lastlag are 0 by default
  spec_int(spec,"tramo.regression.user2.lastlag" ,5)
  spec_str(spec,"tramo.regression.user2.effect" ,"Seasonal")
  
  rh<-sa_tramoseats(s, "RSAfull", spec)
  proc_desc(rh, "regression.description")
  proc_parameters(rh, "regression.coefficients")
  
  # more or less the same for X13. mauto should not be used. "calendar.td" replaced by "tradingdays"
  #creation of a specification that uses user-defined variables
  xspec<-spec_create()
  spec_strs(xspec,"regarima.regression.tradingdays.user" ,c("mytd.td1", "mytd.td2", "mytd.td3", "mytd.td4"))
  
  #user-defined variables. They are not considered as calendar effects.
  spec_str(xspec,"regarima.regression.user1.name" ,"vars.td5")
  
  # effect can be: "Undefined", "Series", "Trend", "Seasonal", "Irregular", "SeasonallyAdjusted"
  # see the documentation of JD+ for further information
  spec_str(xspec,"regarima.regression.user1.effect" ,"Seasonal")
  spec_str(xspec,"regarima.regression.user2.name" ,"vars.td6")
  # firstlag, lastlag are 0 by default
  spec_int(xspec,"regarima.regression.user2.lastlag" ,5)
  spec_str(xspec,"regarima.regression.user2.effect" ,"Seasonal")
  
  xrh<-sa_x13(s, "RSA5c", xspec)
  proc_desc(xrh, "regression.description")
  proc_parameters(xrh, "regression.coefficients")
  expect_true(TRUE)
})