test_that("correct results using ardl or uecm inputs", { ardl_model <- ardl(w ~ Prod + UR + Wedge + Union -1 | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) uecm_model <- uecm(w ~ Prod + UR + Wedge + Union -1 | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) ardl_model_c <- ardl(w ~ Prod + UR + Wedge + Union | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) uecm_model_c <- uecm(w ~ Prod + UR + Wedge + Union | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) ardl_model_ct <- ardl(w ~ Prod + UR + Wedge + Union + trend(w) | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) uecm_model_ct <- uecm(w ~ Prod + UR + Wedge + Union + trend(w) | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,1,5,4,5)) expect_equal(recm(ardl_model, case=1), recm(uecm_model, case=1)) expect_equal(recm(ardl_model_c, case=2), recm(ardl_model_c, case=2)) expect_equal(recm(ardl_model_c, case=3), recm(ardl_model_c, case=3)) expect_equal(recm(uecm_model_ct, case=4), recm(uecm_model_ct, case=4)) expect_equal(recm(uecm_model_ct, case=5), recm(uecm_model_ct, case=5)) # check that ect is correct ect_uecm <- uecm_model$coefficients[1] names(ect_uecm) <- "ect" expect_equal(recm(ardl_model, case=1)$coefficients["ect"], ect_uecm) ect_uecm <- uecm_model_c$coefficients[2] names(ect_uecm) <- "ect" expect_equal(recm(ardl_model_c, case=2)$coefficients["ect"], ect_uecm) expect_equal(recm(ardl_model_c, case=3)$coefficients["ect"], ect_uecm) ect_uecm <- uecm_model_ct$coefficients[3] names(ect_uecm) <- "ect" expect_equal(recm(ardl_model_ct, case=4)$coefficients["ect"], ect_uecm) expect_equal(recm(ardl_model_ct, case=5)$coefficients["ect"], ect_uecm) }) test_that("correct results when order includes 0", { ardl_model <- ardl(w ~ Prod + UR + Wedge + Union -1 | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,0,5,4,5)) uecm_model_c <- uecm(w ~ Prod + UR + Wedge + Union | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,0,5,4,5)) ardl_model_ct <- ardl(w ~ Prod + UR + Wedge + Union + trend(w) | D7475 + D7579, data = PSS2001, start = c(1972, 01), order=c(6,0,5,4,5)) uecm_model_ct <- uecm(ardl_model_ct) expect_equal(recm(ardl_model, case=1)$coefficients["ect"], uecm(ardl_model)$coeff["L(w, 1)"], ignore_attr = TRUE) expect_equal(recm(uecm_model_c, case=2)$coefficients["ect"], uecm_model_c$coeff["L(w, 1)"], ignore_attr = TRUE) expect_equal(recm(ardl_model_ct, case=4)$coefficients["ect"], uecm(ardl_model_ct)$coeff["L(w, 1)"], ignore_attr = TRUE) expect_equal(names(recm(uecm_model_ct, case=5)$coefficients)[-24], names(uecm_model_ct$coefficients)[-c(3:7)]) })