tests/testthat/test_simulate.R

In config-i1/smooth: Forecasting Using State Space Models

context("Tests for simulate() functions")

#### ETS ####
testData <- sim.es("MNN", frequency=12, bounds="a", obs=100)
test_that("ETS(MNN) simulated with admissible bounds", {
    expect_match(testData$model, "MNN")
})

testData <- sim.es("AAdM", frequency=12, phi=0.9, obs=120)
test_that("ETS(AAdM) simulated with phi=0.9", {
    expect_match(testData$model, "AAdM")
})

testData <- sim.es("MNN", frequency=12, obs=120, nsim=100, probability=0.2)
test_that("iETS(MNN) simulated with probability=0.2 and nsim=100", {
    expect_match(testData$model, "MNN")
})

testModel <- es(AirPassengers, "ANA", h=18, silent=TRUE)
test_that("ETS(ANA) simulated from estimated model", {
    expect_match(simulate(testModel,nsim=10,seed=5,obs=100)$model, "ANA")
})

#### SSARIMA ####
testModel <- auto.ssarima(BJsales, h=8, silent=TRUE)
test_that("ARIMA(0,1,3) with drift simulated from estimated model", {
    expect_match(errorType(simulate(testModel,nsim=10,seed=5,obs=100)), "A")
})

test_that("ARIMA(0,1,1) with intermittent data", {
    expect_match(sim.ssarima(nsim=10,obs=100,probability=0.2)$model, "iARIMA")
})

#### CES ####
testModel <- auto.ces(BJsales, h=8, silent=TRUE)
test_that("CES(n) simulated from estimated model", {
    expect_match(simulate(testModel,nsim=10,seed=5,obs=100)$model, "(n)")
})

test_that("CES(s) with some random parameters", {
    expect_match(sim.ces(seasonality="s",frequency=4,nsim=1,obs=100)$model, "(s)")
})

test_that("CES(p) with some random A parameter and fixed b=0.1 ", {
    expect_equal(sim.ces(seasonality="p",frequency=4,b=0.1,nsim=1,obs=100)$b[1], 0.1)
})

test_that("CES(f) with intermittent data", {
    expect_match(sim.ces(seasonality="f",frequency=12,nsim=10,obs=100,probability=0.2)$model, "iCES")
})

#### GUM ####
testModel <- gum(BJsales, orders=1, lags=1, h=8, silent=TRUE)
test_that("GUM(1[1]) simulated from estimated model", {
    expect_match(simulate(testModel,nsim=10,seed=5,obs=100)$model, "GUM")
})

test_that("GUM(1[1]) with intermittent data", {
    expect_match(sim.gum(nsim=10,obs=100,probability=0.2)$model, "iGUM")
})

#### SMA ####
test_that("SMA(10) with intermittent data", {
    expect_match(sim.sma(10,nsim=10,obs=100,probability=0.2)$model, "iSMA")
})