test_that("Test detects cointegration in cointegrated data", { set.seed(123) T <- 50 X <- matrix(rnorm(T), ncol = 1) Y <- 2 + 1.5 * X[,1] + rnorm(T, sd = 0.1) # Strong cointegration result <- test_cointegration_breaks(Y, X, n_breaks = 0, model = "o") expect_s3_class(result, "coint_test") expect_true(!is.na(result$statistic)) expect_true(!is.na(result$critical_value)) expect_type(result$reject_null, "logical") }) test_that("Composite procedure returns valid results", { set.seed(456) T <- 50 X <- matrix(rnorm(T * 2), ncol = 2) Y <- 2 + 1.5 * X[,1] + 0.8 * X[,2] + rnorm(T, sd = 0.3) result <- composite_cointegration_test(Y, X, max_breaks = 1) expect_s3_class(result, "composite_coint_test") expect_type(result$conclusion, "character") expect_true(length(result$all_results) > 0) })