library(sarima) context("Fitting ARMA0 models - mainly for experiments") test_that("arma0 works ok", { ## these functions are mainly for quick experiments expect_true(TRUE) ## An example from KFAS: set.seed(1) y <- arima.sim(n = 1000, list(ar = c(0.8897, -0.4858), ma = c(-0.2279, 0.2488)), innov = rnorm(1000) * sqrt(0.5)) arma0a_desc <- makeArma0SSModel(ar = c(0, 0), ma = c(0, 0), Q = 1, H = 0, y = y) arma0_fit <- optim(par = c(rep(0, 4), log(1)), fn = arma0a_desc$updateFun, method = "BFGS", model = arma0a_desc$model, hessian = TRUE) arma0_fit$hessian arma0_fittedModel <- fitArma0Model(arma0a_desc) arma0_fittedModel arma0_fittedModel$par arma0_fittedModel$se arma0_fittedModel$T arma0_fittedModel$R arma0_fittedModel$Q -logLik(arma0_fittedModel$SSModel) })