context("Tests for gum() function") # Basic GUM selection testModel <- gum(BJsales, orders=c(2,1),lags=c(1,4), silent=TRUE) test_that("Test if GUM worked on BJsales", { expect_equal(testModel$model, "GUM(2[1],1[4])") }) # Reuse previous GUM test_that("Reuse previous GUM on BJsales", { expect_equal(gum(BJsales, model=testModel, silent=TRUE)$cf, testModel$cf) }) # Test some crazy order of GUM test_that("Test if crazy order GUM was estimated on BJsales", { skip_on_cran() testModel <- gum(BJsales, orders=c(1,1,1), lags=c(1,3,5), h=18, holdout=TRUE, initial="o", silent=TRUE, interval=TRUE) expect_equal(testModel$model, "GUM(1[1],1[3],1[5])") }) # Test how different passed values are accepted by GUM test_that("Test initials, measurement, transition and persistence of GUM on AirPassengers", { skip_on_cran() testModel <- gum(AirPassengers, orders=c(1,1,1), lags=c(1,3,5), h=18, holdout=TRUE, initial="o", silent=TRUE, interval=TRUE) expect_equal(gum(AirPassengers, orders=c(1,1,1), lags=c(1,3,5), initial=testModel$initial, silent=TRUE)$initial, testModel$initial) expect_equal(gum(AirPassengers, orders=c(1,1,1), lags=c(1,3,5), measurement=testModel$measurement, silent=TRUE)$measurement, testModel$measurement) expect_equal(gum(AirPassengers, orders=c(1,1,1), lags=c(1,3,5), transition=testModel$transition, silent=TRUE)$transition, testModel$transition) expect_equal(gum(AirPassengers, orders=c(1,1,1), lags=c(1,3,5), persistence=testModel$persistence, silent=TRUE)$persistence, testModel$persistence) }) # Test selection of exogenous with GUM test_that("Select exogenous variables for GUMX on BJsales", { skip_on_cran() x <- BJsales.lead y <- BJsales testModel <- gum(y, h=18, holdout=TRUE, xreg=xregExpander(x), silent=TRUE, regressors="select") expect_match(errorType(testModel),"A") }) # Use automatic GUM test_that("Use automatic GUM on BJsales", { skip_on_cran() expect_equal(auto.gum(BJsales, silent=TRUE, bounds="r")$model, "GUM(2[1])") })