tests/testthat/test-arfima.R

In pli2016/forecast: Forecasting Functions for Time Series and Linear Models

# A unit test for arfima.R
if(require(testthat))
{
	arfima1 <- arfima(WWWusage, estim = "mle")
	arfima2 <- arfima(WWWusage, estim = "ls")
	arfimabc <- arfima(WWWusage, estim = "mle", lambda = 0.75, biasadj=FALSE)
	arfimabc2 <- arfima(WWWusage, estim = "mle", lambda = 0.75, biasadj=TRUE)

	test_that("test fitted() and residuals().", {
		expect_true(all(arimaorder(arfima1) == arimaorder(arfima2)))
		fitarfima <- fitted(arfima1)
		residarfima <- residuals(arfima2)
		expect_true(length(fitarfima) == length(residarfima))
		expect_true(all(getResponse(arfima1) == WWWusage))
		expect_false(identical(arfimabc$fitted,arfimabc2$fitted))
	})

	test_that("test forecast.fracdiff()", {
	    expect_true(all(forecast(arfima1, fan = TRUE)$mean == forecast(arfima1, fan = FALSE)$mean))
	    expect_error(forecast(arfimabc, level = -10))
	    expect_error(forecast(arfimabc, level = 110))
	    expect_false(identical(forecast(arfimabc, biasadj=FALSE), forecast(arfimabc, biasadj=TRUE)))
	    expect_output(summary(forecast(arfimabc)), regexp = "Forecast method: ARFIMA")
	})
}