context("test-var") test_that("Automatic VAR selection", { fit <- UKLungDeaths %>% model(VAR(vars(mdeaths, fdeaths) ~ AR(0:2))) expect_output( report(fit), "Model: VAR\\(2\\) w/ mean" ) expect_equal(NROW(tidy(fit)), 10) expect_identical( dim(glance(fit)$sigma2[[1]]), rep(2L, 2) ) expect_equal( matrix(with(augment(fit), .fitted + .resid), ncol = 2)[3:72, ], cbind(UKLungDeaths$mdeaths[3:72], UKLungDeaths$fdeaths[3:72]) ) }) test_that("Univariate VAR", { fit <- UKLungDeaths %>% model(VAR(fdeaths ~ 0)) expect_s3_class( forecast(fit), "fbl_ts" ) }) test_that("VAR with xregs", { fit <- UKLungDeaths %>% model(VAR(vars(mdeaths, fdeaths) ~ AR(2) + fourier(K = 5))) expect_equal( NROW(tidy(fit)), 30 ) expect_s3_class( forecast(fit), "fbl_ts" ) })