# A unit test for arfima.R arfima1 <- arfima(WWWusage, estim = "mle") arfima2 <- arfima(WWWusage, estim = "ls") arfimabc <- arfima(WWWusage, estim = "mle", lambda = 0.75, biasadj = FALSE) arfimabc2 <- arfima(WWWusage, estim = "mle", lambda = 0.75, biasadj = TRUE) test_that("test accuracy(), fitted(), and residuals().", { expect_identical(arimaorder(arfima1), arimaorder(arfima2)) fitarfima <- fitted(arfima1) residarfima <- residuals(arfima2) expect_length(fitarfima, length(residarfima)) expect_identical(getResponse(arfima1), WWWusage) expect_false(identical(arfimabc$fitted, arfimabc2$fitted)) expect_no_error(accuracy(arfima1)) expect_equal(mean(residuals(arfima1)), accuracy(arfima1)[, "ME"]) }) test_that("test forecast.fracdiff()", { expect_identical( forecast(arfima1, fan = TRUE)$mean, forecast(arfima1, fan = FALSE)$mean ) expect_error(forecast(arfimabc, level = -10)) expect_error(forecast(arfimabc, level = 110)) expect_false(identical( forecast(arfimabc, biasadj = FALSE), forecast(arfimabc, biasadj = TRUE) )) expect_output( print(summary(forecast(arfimabc))), regexp = "Forecast method: ARFIMA" ) })