# A unit test for h-step fits if (require(testthat)) { test_that("variance test on h-step fits", { mod1 <- ets(WWWusage, model = "AAN", damped = TRUE) h1 <- fitted(mod1, h = 1) h2 <- fitted(mod1, h = 2) j <- !is.na(h1) & !is.na(h2) expect_lt(var(diff(h1[j])), var(diff(h2[j]))) # hfitted automatic function selection h2_1 <- hfitted(mod1, h = 2) expect_true(identical(h2, h2_1)) mod2 <- Arima(WWWusage, order = c(1, 1, 1)) h1 <- fitted(mod2, h = 1) h2 <- fitted(mod2, h = 2) j <- !is.na(h1) & !is.na(h2) expect_lt(var(diff(h1[j])), var(diff(h2[j]))) mod3 <- arfima(WWWusage) h1 <- fitted(mod3, h = 1) h2 <- fitted(mod3, h = 2) j <- !is.na(h1) & !is.na(h2) expect_lt(var(diff(h1[j])), var(diff(h2[j]))) # mod3 <- tbats(WWWusage) # h1 <- fitted(mod3, h=1) # h2 <- fitted(mod3, h=2) # j <- !is.na(h1) & !is.na(h2) # expect_lt(var(diff(h1[j])), var(diff(h2[j]))) # # mod4 <- bats(WWWusage) # h1 <- fitted(mod4, h=1) # h2 <- fitted(mod4, h=2) # j <- !is.na(h1) & !is.na(h2) # expect_lt(var(diff(h1[j])), var(diff(h2[j]))) mod5 <- nnetar(WWWusage) h1 <- fitted(mod5, h = 1) h2 <- fitted(mod5, h = 2) j <- !is.na(h1) & !is.na(h2) expect_lt(var(diff(h1[j])), var(diff(h2[j]))) }) }