inst/unitTests/runit.ArmaStatistics.R

In fArma: Rmetrics - Modelling ARMA Time Series Processes

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# Copyrights (C)
# for this R-port: 
#   1999 - 2007, Diethelm Wuertz, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
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################################################################################
# FUNCTION:               TRUE ARMA STATISTICS:
#  armaTrueacf             Returns True ARMA autocorrelation function
#  armaRoots               Returns Roots of the ARMA characteristic polynomial
################################################################################


test.armaTrueacf = 
function()
{ 
    # armaTrueacf: Returns True ARMA autocorrelation function

    # armaTrueacf(model, lag.max = 20, type = "correlation", doplot = TRUE)
    model = list(ar = c(0.5, -0.5))
    armaTrueacf(model, lag.max = 10)
    
    # Return Value:
    return()    
}


# ------------------------------------------------------------------------------


test.armaRoots = 
function()
{ 
    # armaRoots:   Returns Roots of the ARMA characteristic polynomial
    
    # armaRoots(coefficients, n.plot = 400, digits = 4, ...)
    coefficients = c(-0.5, 0.9, -0.1, -0.5)
    ans = armaRoots(coefficients)
    target = round(sum(ans), 2)
    checkSum = 4.58
    checkEqualsNumeric(target, checkSum)
    
    # Return Value:
    return()    
}


################################################################################