# A unit test for Arima() function if (require(testthat)) { test_that("tests for a non-ts object", { set.seed(123) abc <- rnorm(50, 5, 1) fit <- Arima(abc, order = c(2, 0, 1)) expect_identical(fit$arma, c(2L, 1L, 0L, 0L, 1L, 0L, 0L)) }) test_that("tests for a ts with the seasonal component", { fit <- Arima(wineind, order = c(1, 1, 1), seasonal = c(0, 1, 1)) expect_identical(fit$arma, c(1L, 1L, 0L, 1L, 12L, 1L, 1L)) }) test_that("tests for ARIMA errors", { fit <- Arima(wineind, order = c(1, 1, 1), seasonal = c(0, 1, 1)) expect_identical(residuals(fit, type = "regression"), wineind) }) test_that("tests for arimaorder", { for (ar in 1:5) { for (i in 0:1) { for (ma in 1:5) { fitarima <- Arima(lynx, order = c(ar, i, ma), method = "ML", include.constant = TRUE, lambda = 0.5) arextracted <- fitarima$arma[1] iextracted <- fitarima$arma[6] maextracted <- fitarima$arma[2] expect_true(all(arimaorder(fitarima) == c(arextracted, iextracted, maextracted))) expect_true(all(names(arimaorder(fitarima)) == c("p", "d", "q"))) expect_true(arimaorder(fitarima)["p"] == ar) expect_true(arimaorder(fitarima)["d"] == i) expect_true(arimaorder(fitarima)["q"] == ma) } } } # Test ar arMod <- ar(lynx, order.max = 2) expect_true(arimaorder(arMod)["p"] == 2) expect_true(arimaorder(arMod)["d"] == 0) expect_true(arimaorder(arMod)["q"] == 0) expect_true(all(names(arimaorder(arMod)) == c("p", "d", "q"))) # Test SARIMA sarimaMod <- Arima(wineind, order = c(1, 1, 2), seasonal=c(0, 1,1)) expect_true(all(names(arimaorder(sarimaMod)) == c("p", "d", "q", "P", "D", "Q", "Frequency"))) expect_true(arimaorder(sarimaMod)["p"] == 1) expect_true(arimaorder(sarimaMod)["d"] == 1) expect_true(arimaorder(sarimaMod)["q"] == 2) expect_true(arimaorder(sarimaMod)["P"] == 0) expect_true(arimaorder(sarimaMod)["D"] == 1) expect_true(arimaorder(sarimaMod)["Q"] == 1) expect_true(arimaorder(sarimaMod)["Frequency"] == frequency(wineind)) # Test fracdiff set.seed(4) fracdiffMod <- fracdiff::fracdiff(lynx, nar = 2) expect_true(all(names(arimaorder(fracdiffMod)) == c("p", "d", "q"))) expect_true(arimaorder(fracdiffMod)["p"] == 2) expect_true(arimaorder(fracdiffMod)["d"] >= 0) expect_true(arimaorder(fracdiffMod)["d"] <= 1) expect_true(arimaorder(fracdiffMod)["p"] == 2) }) test_that("tests for forecast.Arima", { fit1 <- Arima(wineind, order = c(1, 1, 2), seasonal = c(0, 1, 1), method = "CSS") expect_warning(forecast.Arima(fit1, xreg = 1:10), "xreg not required") expect_warning(forecast.Arima(fit1, include.drift = TRUE)) expect_true(all.equal(forecast.Arima(fit1, bootstrap = TRUE, npaths = 100)$ mean, forecast.Arima(fit1)$mean)) fit2 <- Arima(wineind, order = c(1, 0, 1), seasonal = c(0, 0, 0), include.drift = TRUE) expect_warning(Arima(wineind, order = c(1, 2, 1), include.drift = TRUE)) expect_true("drift" %in% names(coef(fit2))) expect_true(length(forecast.Arima(fit2)$mean) == 2 * frequency(wineind)) fit3 <- Arima(wineind, order = c(1, 1, 2), seasonal = c(0, 1, 1), include.mean = FALSE) expect_false("intercept" %in% names(coef(fit3))) expect_true(frequency(forecast.Arima(fit3)$mean) == frequency(wineind)) fit4 <- Arima(wineind, order = c(1, 1, 2), seasonal = c(0, 1, 1), xreg = rnorm(length(wineind))) expect_error(forecast.Arima(fit4)) expect_error(forecast.Arima(fit4, xreg = matrix(rnorm(40), ncol = 2))) forecast.Arima(fit4, xreg = rnorm(20))$mean %>% expect_length(20) fit5 <- Arima(wineind[1:150], order = c(1, 1, 2), seasonal = c(0, 1, 1), method = "ML") expect_true(accuracy(fit5)[1, "MAPE"] < accuracy(Arima(wineind, model = fit5))[1, "MAPE"]) fit6 <- Arima(wineind, order = c(1, 1, 2), seasonal = c(0, 1, 1), method = "CSS", lambda = 5) expect_false(identical(fit1$coef, fit6$coef)) }) test_that("tests for search.arima", { set.seed(444) arimasim <- arima.sim(n = 300, model = list(ar = runif(8, -.1, 0.1), ma = runif(8, -0.1, 0.1), sd = 0.1)) expect_true(AIC(auto.arima(arimasim)) >= AIC(auto.arima(arimasim, stepwise = FALSE))) }) test_that("tests for forecast.ar()", { fitar <- ar(taylor) arfc <- forecast.ar(fitar)$mean expect_true(all(arfc == forecast.ar(fitar, bootstrap = TRUE, npaths = 100)$mean)) expect_true(all(arfc == forecast.ar(fitar, fan = TRUE)$mean)) expect_error(forecast.ar(fitar, level = -10)) expect_error(forecast.ar(fitar, level = 110)) expect_true(all(arfc + 1 == forecast.ar(fitar, lambda = 1)$mean)) arfcbc <- forecast.ar(fitar, lambda = 2) arfcabc <- forecast.ar(fitar, lambda = 2, biasadj = TRUE) expect_false(identical(arfcbc$mean, arfcabc$mean)) }) test_that("tests for as.character.Arima()", { expect_match(as.character(auto.arima(woolyrnq)), regexp = "ARIMA") }) }