# A unit test for re-fitting models test_that("tests for re-fitting models", { # arima fit <- Arima( mdeaths, c(1, 0, 0), c(2, 0, 0), include.mean = FALSE, include.drift = TRUE ) refit <- Arima(fdeaths, model = fit) expect_identical(fit$coef, refit$coef) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- Arima(mdeaths, model = fit) expect_identical(fit$coef, refit_same$coef) expect_identical(fit$x, refit_same$x) expect_true(all.equal(fit$fitted, refit_same$fitted)) expect_true(all.equal(fit$residuals, refit_same$residuals)) # arfima fit <- arfima(mdeaths) refit <- arfima(fdeaths, model = fit) expect_identical(fit$ar, refit$ar) expect_identical(fit$ma, refit$ma) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- arfima(mdeaths, model = fit) expect_identical(fit$ar, refit_same$ar) expect_identical(fit$ma, refit_same$ma) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(fit$residuals, refit_same$residuals) # dshw fit <- dshw(mdeaths, period1 = 4, period2 = 12) refit <- dshw(fdeaths, model = fit) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- dshw(mdeaths, model = fit) expect_identical(fit$model, refit_same$model) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(fit$residuals, refit_same$residuals) # ets fit <- ets(mdeaths) refit <- ets(fdeaths, model = fit, use.initial.values = TRUE) expect_identical(fit$fit, refit$fit) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- ets(mdeaths, model = fit, use.initial.values = TRUE) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(residuals(fit), residuals(refit_same)) # stlm fit <- stlm(mdeaths) refit <- stlm(fdeaths, model = fit) expect_identical(fit$model$par, refit$model$par) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- stlm(mdeaths, model = fit) expect_identical(fit$model$par, refit_same$model$par) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(fit$residuals, refit_same$residuals) # bats fit <- bats(mdeaths) refit <- bats(fdeaths, model = fit) expect_identical(fit$parameters, refit$parameters) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted.values, refit$fitted.values)) expect_false(identical(residuals(fit), residuals(refit))) refit_same <- bats(mdeaths, model = fit) expect_identical(fit$model$par, refit_same$model$par) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted.values, refit_same$fitted.values) expect_identical(residuals(fit), residuals(refit_same)) # tbats fit <- tbats(mdeaths) refit <- tbats(fdeaths, model = fit) expect_identical(fit$parameters, refit$parameters) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted.values, refit$fitted.values)) expect_false(identical(residuals(fit), residuals(refit))) refit_same <- tbats(mdeaths, model = fit) expect_identical(fit$model$par, refit_same$model$par) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted.values, refit_same$fitted.values) expect_identical(residuals(fit), residuals(refit_same)) # nnetar fit <- nnetar(mdeaths) refit <- nnetar(fdeaths, model = fit) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- nnetar(mdeaths, model = fit) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(residuals(fit), residuals(refit_same)) # forecast.ts fit <- forecast(mdeaths) refit <- forecast(fdeaths, model = fit, use.initial.values = TRUE) expect_false(identical(fit$x, refit$x)) expect_false(identical(fit$fitted, refit$fitted)) expect_false(identical(fit$residuals, refit$residuals)) refit_same <- forecast(mdeaths, model = fit, use.initial.values = TRUE) expect_identical(fit$x, refit_same$x) expect_identical(fit$fitted, refit_same$fitted) expect_identical(residuals(fit), residuals(refit_same)) })