## Do not edit this file manually. ## It has been automatically generated from *.org sources. library(sarima) context("Wilson (1969) algorithm and examples") ## Wilson (1969) algorithm and examples ## example (a) wa_acvf <- c(8004, 2491, 622, 85) wa_coef <- c(85, 27, 7, 1) wa_c <- factorizeMA(wa_acvf) wa_coef == wa_c$par expect_lt(max(abs(wa_coef - wa_c$par)), 1e-12) ## example (b) z <- polynom(c(0,1)) Wilson1969_b <- (1 + 1.7*z + 0.99*z^2) * (1 + 1.6*z + 0.98*z^2) * (1 - 0.3*z + 0.95*z^2) * (1 - 0.96*z) * (1 + 0.97*z) wb_coef <- coef(Wilson1969_b) wb_acvf <- MAacvf0(wb_coef) wb_c <- factorizeMA(wb_acvf) wb_c20 <- factorizeMA(wb_acvf, tol = 1e-20) expect_lt(max(abs(wb_coef - wb_c$par)), 1e-6) expect_lt(max(abs(wb_coef - wb_c20$par)), 1e-9)