R Under development (unstable) (2026-03-22 r89674 ucrt) -- "Unsuffered Consequences" Copyright (C) 2026 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > library(testthat) > library(inflationkit) > > test_check("inflationkit") -- Breakeven Inflation Rates --------------------------------------------------- * 2Y: 2.4% (nominal 4.2%, real 1.8%) * 5Y: 2.5% (nominal 4.5%, real 2%) -- Breakeven Inflation Rates --------------------------------------------------- * Breakeven rates: 2.5% -- Breakeven Inflation Rates --------------------------------------------------- * Breakeven rates: 2.5% -- Core Inflation Comparison --------------------------------------------------- -- Summary Statistics -- * Trimmed Mean (8%): mean = 0.27%, SD = 0.00127 * Weighted Median: mean = 0.27%, SD = 0.00159 * Headline: mean = 0.26% -- Core Inflation Comparison --------------------------------------------------- -- Summary Statistics -- * Trimmed Mean (8%): mean = 0.27%, SD = 0.00127 * Weighted Median: mean = 0.27%, SD = 0.00159 * Headline: mean = 0.26% -- Core Inflation Measure ------------------------------------------------------ * Method: Trimmed Mean (8%) * Mean core inflation: 0.27% * Mean headline inflation: 0.26% * Observations: 120 -- Core Inflation Measure ------------------------------------------------------ * Method: Weighted Median * Mean core inflation: 0.27% * Mean headline inflation: 0.26% * Observations: 120 -- Inflation Decomposition ----------------------------------------------------- * Period: 2015-01-01 to 2024-12-01 * Number of items: 10 * Mean headline inflation: 0.26% -- Inflation Decomposition ----------------------------------------------------- * Period: 2015-01-01 to 2024-12-01 * Number of items: 10 * Mean headline inflation: 0.26% -- Inflation Diffusion Index --------------------------------------------------- * Threshold: Price change > 0 * Weighted: TRUE * Mean diffusion: 0.765 * Latest diffusion: 0.85 * Observations: 120 -- Inflation Diffusion Index --------------------------------------------------- * Threshold: Price change > 0 * Weighted: TRUE * Mean diffusion: 0.765 * Latest diffusion: 0.85 * Observations: 120 -- Forecast Evaluation --------------------------------------------------------- * Test: Mincer-Zarnowitz Bias Test * Test statistic: 1.0475 * p-value: 0.3587 * Cannot reject H0: no evidence of forecast bias. * Coefficients: alpha = 0.1238, beta = 0.9435 -- Forecast Evaluation --------------------------------------------------------- * Test: Mincer-Zarnowitz Bias Test * Test statistic: 10.8267 * p-value: 1e-04 * Reject H0: forecasts appear biased (alpha != 0 or beta != 1). * Coefficients: alpha = 0.4265, beta = 0.8026 -- Inflation Persistence ------------------------------------------------------- * Method: Sum of AR Coefficients * AR order: 1 * Persistence value: 0.647 * Moderate persistence (sum of AR coefficients 0.5 to 0.8) -- Inflation Persistence ------------------------------------------------------- * Method: Sum of AR Coefficients * AR order: 1 * Persistence value: 0.647 * Moderate persistence (sum of AR coefficients 0.5 to 0.8) -- Phillips Curve Estimation --------------------------------------------------- * Type: Traditional * Slope estimate: -0.1475 (p = 0.0801) * * R-squared: 0.4342 * Observations: 76 -- Phillips Curve Estimation --------------------------------------------------- * Type: Traditional * Slope estimate: -0.1475 (p = 0.0801) * * R-squared: 0.4342 * Observations: 76 -- Sticky vs Flexible Price Inflation ------------------------------------------ * Sticky items: 5 * Flexible items: 5 * Mean sticky inflation: 0.3% * Mean flexible inflation: 0.23% * Correlation: -0.042 * Observations: 120 -- Sticky vs Flexible Price Inflation ------------------------------------------ * Sticky items: 5 * Flexible items: 5 * Mean sticky inflation: 0.3% * Mean flexible inflation: 0.23% * Correlation: -0.042 * Observations: 120 -- Trend Inflation ------------------------------------------------------------- * Method: Hodrick-Prescott (lambda = 1600) * Mean trend: 1.526 * Cycle volatility (SD): 0.3405 * Observations: 80 -- Trend Inflation ------------------------------------------------------------- * Method: Hodrick-Prescott (lambda = 1600) * Mean trend: 1.526 * Cycle volatility (SD): 0.3405 * Observations: 80 [ FAIL 0 | WARN 0 | SKIP 0 | PASS 411 ] > > proc.time() user system elapsed 9.03 1.12 10.14