context("Tests for ces() function"); # Basic CES selection testModel <- auto.ces(AirPassengers, silent=TRUE); test_that("Test CES selection on BJsales", { expect_match(testModel$seasonality, "partial"); }) # Reuse previous CES test_that("Test on AirPassengers, predefined CES", { expect_equal(ces(AirPassengers, model=testModel, silent=TRUE)$loss, testModel$loss); }) # Test trace cost function for CES testModel <- ces(AirPassengers, seasonality="f", h=18, holdout=TRUE, silent=TRUE) test_that("Test AICc of CES based on MSTFE on AirPassengers", { expect_equal(as.numeric(logLik(testModel)), as.numeric(testModel$logLik)); }) # Test how different passed values are accepted by CES test_that("Test provided a and b of CES on AirPassengers", { expect_equal(ces(AirPassengers, seasonality="f", a=testModel$parameters$a, silent=TRUE)$parameters$a, testModel$parameters$a); expect_equal(ces(AirPassengers, seasonality="f", b=testModel$parameters$b, silent=TRUE)$parameters$b, testModel$parameters$b); }) # Test selection of exogenous with CES test_that("Use exogenous variables for CESX on BJsales", { skip_on_cran() xregData <- cbind(BJsales.lead, BJsales); testModel <- ces(xregData, h=18, holdout=TRUE, silent=TRUE, regressors="use") expect_equal(length(testModel$initial$xreg),1); })