tests/testthat/test-refit.R

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

# A unit test for re-fitting models
if(require(testthat))
{
  context("Re-fitting models")

  test_that("tests for re-fitting models", {
    #arima
    fit <- Arima(mdeaths, c(1,0,0), c(2,0,0), include.mean = FALSE, include.drift = TRUE)
    
    refit <- Arima(fdeaths, model=fit)
    expect_true(identical(fit$coef, refit$coef))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- Arima(mdeaths, model=fit)
    expect_true(identical(fit$coef, refit_same$coef))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(all.equal(fit$fitted, refit_same$fitted))
    expect_true(all.equal(fit$residuals, refit_same$residuals))
    
    #arfima
    fit <- arfima(mdeaths)
    
    refit <- arfima(fdeaths, model=fit)
    expect_true(identical(fit$ar, refit$ar))
    expect_true(identical(fit$ma, refit$ma))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- arfima(mdeaths, model=fit)
    expect_true(identical(fit$ar, refit_same$ar))
    expect_true(identical(fit$ma, refit_same$ma))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(fit$residuals, refit_same$residuals))
    
    #dshw
    fit <- dshw(mdeaths, period1=4, period2=12)
    
    refit <- dshw(fdeaths, model=fit)
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- dshw(mdeaths, model=fit)
    expect_true(identical(fit$model, refit_same$model))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(fit$residuals, refit_same$residuals))
    
    #ets
    fit <- ets(mdeaths)
    
    refit <- ets(fdeaths, model=fit, use.initial.values = TRUE)
    expect_true(identical(fit$fit, refit$fit))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- ets(mdeaths, model=fit, use.initial.values = TRUE)
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(residuals(fit), residuals(refit_same)))
    
    #stlm
    fit <- stlm(mdeaths)
    
    refit <- stlm(fdeaths, model=fit)
    expect_true(identical(fit$model$par, refit$model$par))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- stlm(mdeaths, model=fit)
    expect_true(identical(fit$model$par, refit_same$model$par))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(fit$residuals, refit_same$residuals))
    
    #bats
    fit <- bats(mdeaths)
    
    refit <- bats(fdeaths, model=fit)
    expect_true(identical(fit$parameters, refit$parameters))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(as.numeric(fit$fitted.values), refit$fitted.values)) # Why does the first value match?
    expect_false(identical(as.numeric(residuals(fit)), residuals(refit)))
    
    refit_same <- bats(mdeaths, model=fit)
    expect_true(identical(fit$model$par, refit_same$model$par))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(as.numeric(fit$fitted), refit_same$fitted))
    expect_true(identical(as.numeric(residuals(fit)), residuals(refit_same)))
    
    #tbats
    fit <- tbats(mdeaths)
    
    refit <- tbats(fdeaths, model=fit)
    expect_true(identical(fit$parameters, refit$parameters))
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(as.numeric(fit$fitted.values), refit$fitted.values)) # Why does the first value match?
    expect_false(identical(as.numeric(residuals(fit)), residuals(refit)))
    
    refit_same <- tbats(mdeaths, model=fit)
    expect_true(identical(fit$model$par, refit_same$model$par))
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(as.numeric(fit$fitted), refit_same$fitted))
    expect_true(identical(as.numeric(residuals(fit)), residuals(refit_same)))
    
    #nnetar
    fit <- nnetar(mdeaths)
    
    refit <- nnetar(fdeaths, model=fit)
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- nnetar(mdeaths, model=fit)
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(residuals(fit), residuals(refit_same)))
    
    #forecast.ts
    fit <- forecast(mdeaths)
    
    refit <- forecast(fdeaths, model=fit, use.initial.values=TRUE)
    expect_false(identical(fit$x, refit$x))
    expect_false(identical(fit$fitted, refit$fitted))
    expect_false(identical(fit$residuals, refit$residuals))
    
    refit_same <- forecast(mdeaths, model=fit, use.initial.values=TRUE)
    expect_true(identical(fit$x, refit_same$x))
    expect_true(identical(fit$fitted, refit_same$fitted))
    expect_true(identical(residuals(fit), residuals(refit_same)))
    
  })
}