test_that("ardl model coefficients", { ardl61545 <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = PSS2001, start = c(1972, 01)) ardl_coeffs <- c(0.61914, 0.35330,0.08955,-0.19545,0.39035,-0.06366,0.19669, 0.31530,-0.07157, 0.00340,-0.01186,-0.01249,0.02545,-0.00160,-0.02688, -0.29713,0.03274,-0.04517,-0.09436,0.18780, -0.96873,-1.60663,2.89356,-0.07990,-1.89362,1.99472, 0.02931,0.01685) names(ardl_coeffs) <- c("(Intercept)", "L(w, 1)", "L(w, 2)", "L(w, 3)", "L(w, 4)", "L(w, 5)", "L(w, 6)", "Prod", "L(Prod, 1)", "UR", "L(UR, 1)", "L(UR, 2)", "L(UR, 3)", "L(UR, 4)", "L(UR, 5)", "Wedge", "L(Wedge, 1)", "L(Wedge, 2)", "L(Wedge, 3)", "L(Wedge, 4)", "Union", "L(Union, 1)", "L(Union, 2)", "L(Union, 3)", "L(Union, 4)", "L(Union, 5)", "D7475", "D7579") expect_equal(round(ardl61545$coefficients,5), ardl_coeffs) # check if non time-series data work ardl61545_df <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = data.frame(PSS2001), start = 9) expect_equal(ardl61545$coefficients, ardl61545_df$coefficients) }) test_that("ardl order", { ardl61545 <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = PSS2001, start = c(1972, 01)) expect_equal(ardl61545$order, c(6,1,5,4,5), ignore_attr = TRUE) }) test_that("ardl parsed_formula", { ardl61545 <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = PSS2001, start = c(1972, 01)) expect_equal(ardl61545$parsed_formula$y_part$var, "w") expect_equal(ardl61545$parsed_formula$x_part$var, c("Prod", "UR", "Wedge", "Union")) expect_equal(ardl61545$parsed_formula$z_part$var, c("w", "Prod", "UR", "Wedge", "Union")) expect_equal(ardl61545$parsed_formula$fixed_part$var, c("D7475", "D7579")) expect_equal(ardl61545$parsed_formula$kz, 5) expect_equal(ardl61545$parsed_formula$kx, 4) expect_equal(ardl61545$parsed_formula$kw, 1) expect_equal(ardl61545$parsed_formula$kfixed, 2) }) test_that("check equivalence of methods", { ardl61545 <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = PSS2001, start = c(1972, 01)) uecm61545 <- uecm(w ~ Prod + UR + Wedge + Union | D7475 + D7579, order = c(6,1,5,4,5), data = PSS2001, start = c(1972, 01)) expect_equal(ardl61545, ardl(uecm61545)) })