tests/testthat/test-season.R

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

# A unit test for na.interp() and tsclean()
if (require(testthat)) {
  test_that("tests for monthdays", {
    expect_error(monthdays(rnorm(10)))
    expect_error(monthdays(rnorm(10)))
    expect_true(all(monthdays(ts(rep(100, 12), frequency = 12)) == c(31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31)))
    expect_true(all(monthdays(ts(rep(1, 4), frequency = 4)) == c(90, 91, 92, 92)))
    # Test leapyears
    expect_true(monthdays(ts(rep(1, 48), frequency = 12))[38] == 29)
    expect_true(monthdays(ts(rep(1, 16), frequency = 4))[13] == 91)
  })

  test_that("tests for seasonaldummy", {
    expect_error(seasonaldummy(1))
    testseries <- ts(rep(1:7, 5), frequency = 7)
    dummymat <- seasonaldummy(testseries)
    expect_true(length(testseries) == nrow(dummymat))
    expect_true(ncol(dummymat) == 6)
    expect_true(all(seasonaldummy(wineind)[1:11, ] == diag(11)))
  })

  test_that("tests for seasonaldummyf", {
    expect_error(seasonaldummy(1))
    expect_warning(dummymat <- seasonaldummyf(wineind, 4), "deprecated")
    expect_true(nrow(dummymat) == 4)
    expect_true(ncol(dummymat) == 11)
  })

  test_that("tests for fourier", {
    expect_error(fourier(1))
    testseries <- ts(rep(1:7, 5), frequency = 7)
    fouriermat <- fourier(testseries, 3)
    expect_true(length(testseries) == nrow(fouriermat))
    expect_true(ncol(fouriermat) == 6)
    expect_true(all(grep("-7", colnames(fouriermat))))
  })

  test_that("tests for fourierf", {
    expect_warning(fouriermat <- fourierf(wineind, 4, 10), "deprecated")
    expect_true(nrow(fouriermat) == 10)
    expect_true(ncol(fouriermat) == 8)
  })

  test_that("tests for stlm", {
    expect_warning(stlm(ts(rep(5, 24), frequency = 4), etsmodel = "ZZZ"))
  })

  test_that("tests for forecast.stlm", {
    expect_error(forecast.stlm(stlm(wineind), newxreg = matrix(rep(1, 24), ncol = 2)))
    stlmfit1 <- stlm(woolyrnq, method = "ets")
    stlmfit2 <- stlm(woolyrnq, method = "arima", approximation = FALSE)
    fcfit1 <- forecast(stlmfit1)
    fcfit2 <- forecast(stlmfit1, fan = TRUE)
    expect_true(all(fcfit2$level == seq(from = 51, to = 99, by = 3)))
    fcstlmfit3 <- forecast(stlmfit2)
    expect_true(all(round(forecast(stlm(ts(rep(100, 120), frequency = 12)))$mean, 10) == 100))
    expect_true(all(round(forecast(stlm(ts(rep(100, 120), frequency = 12), lambda = 1))$mean, 10) == 100))
  })

  test_that("tests for stlf", {
    expect_true(all(forecast(stlm(wineind))$mean == stlf(wineind)$mean))
    expect_true(all(forecast(stlm(wineind, lambda = .5))$mean == stlf(wineind, lambda = .5)$mean))
    fit1 <- stlf(wineind, lambda = .2, biasadj = FALSE)
    fit2 <- stlf(wineind, lambda = .2, biasadj = TRUE)
    expect_false(identical(fit1$mean, fit2$mean))
    # Constant series should not error
    series <- ts(rep(950, 20), frequency = 4)
    constantForecast <- expect_error(stlf(series), NA)
    # Small eps
    expect_true(all(abs(constantForecast$mean - mean(series)) < 10^-8))

    y <- ts(rep(1:7, 3), frequency = 7)
    expect_equal(c(stlf(y)$mean), rep(1:7, 2))
  })

  test_that("tests for ma", {
    testseries <- ts(1:20, frequency = 4)
    expect_true(frequency(ma(testseries, order = 4)) == frequency(testseries))
    maseries <- ma(testseries, order = 3)
    expect_true(identical(which(is.na(maseries)), c(1L, 20L)))
    expect_true(all(abs(maseries[2:19] - 2:19) < 1e-14))
    maseries <- ma(testseries, order = 2, centre = FALSE)
    expect_true(identical(which(is.na(maseries)), 20L))
    expect_true(all(abs(maseries[1:19] - 1:19 - 0.5) < 1e-14))
    maseries <- ma(testseries, order = 2, centre = TRUE)
    expect_true(identical(which(is.na(maseries)), c(1L, 20L)))
    expect_true(all(abs(maseries[2:19] - 2:19) < 1e-14))
  })
}