context("Tests for ces() function"); # Basic CES selection testModel <- auto.ces(BJsales, silent=TRUE); test_that("Test CES selection on BJsales", { expect_match(testModel$model, "n"); }) # Reuse previous CES test_that("Test on BJsales, predefined CES", { expect_equal(ces(BJsales, model=testModel, silent=TRUE)$cf, testModel$cf); }) # Test trace cost function for CES testModel <- ces(AirPassengers, seasonality="f", h=18, holdout=TRUE, silent=TRUE, interval=TRUE) test_that("Test AICc of CES based on MSTFE on AirPassengers", { expect_equal(as.numeric(round(AICc(testModel),2)), as.numeric(round(testModel$ICs["AICc"],2))); }) # Test how different passed values are accepted by CES test_that("Test initials, a and b of CES on AirPassengers", { expect_equal(ces(AirPassengers, seasonality="f", initial=testModel$initial, silent=TRUE)$initial, testModel$initial); expect_equal(ces(AirPassengers, seasonality="f", a=testModel$a, silent=TRUE)$a, testModel$a); expect_equal(ces(AirPassengers, seasonality="f", b=testModel$b, silent=TRUE)$b, testModel$b); }) # Test selection of exogenous with CES test_that("Select exogenous variables for CESX on BJsales with selection", { skip_on_cran() x <- BJsales.lead; y <- BJsales; testModel <- ces(y, h=18, holdout=TRUE, xreg=xregExpander(x), silent=TRUE, regressors="select") expect_equal(suppressWarnings(ncol(testModel$xreg)),1); })