tests/testthat/test-forecast.R

In asl/rssa: A Collection of Methods for Singular Spectrum Analysis

library(testthat)
library(Rssa)
source(system.file("extdata", "common.test.methods.R", package = "Rssa"))
context("SSA forecast")

test_that("1dSSA forecast test", {
  env <- new.env()
  load(system.file("extdata", "1dssa.testdata.rda", package = "Rssa"), envir = env)
  #names <- c("co2.td", "fr50.td", "fr1k.td", "fr50k.td", "fr50.nz.td", "fr1k.nz.td", "fr50k.nz.td")
  names <- c("co2.td", "fr50.td", "fr1k.td", "fr50.nz.td", "fr1k.nz.td")
  for (name in names) {
    test.test.data(what = c("rforecast", "vforecast"),
                   test.data = env[[name]])
  }
})

test_that("toeplitz SSA forecast test", {
  env <- new.env()
  load(system.file("extdata", "toeplitz.testdata.rda", package = "Rssa"), envir = env)
  #names <- c("co2.td", "fr50.td", "fr1k.td", "fr50k.td", "fr50.nz.td", "fr1k.nz.td", "fr50k.nz.td")
  names <- c("co2.td", "fr50.td", "fr1k.td", "fr50.nz.td", "fr1k.nz.td")
  for (name in names) {
    test.test.data(what = c("rforecast", "vforecast"),
                   test.data = env[[name]],
                   tolerance = 1e-4)
  }
})