context("Tests for ssarima() function") # Basic SSARIMA selection testModel <- auto.ssarima(BJsales, silent=TRUE) test_that("Test if Auto SSARIMA selected correct model for BJsales", { expect_equal(testModel$model, ssarima(BJsales, model=testModel)$model) }) # Reuse previous SSARIMA test_that("Reuse previous SSARIMA on BJsales", { expect_equal(ssarima(BJsales, model=testModel, silent=TRUE)$cf, testModel$cf) }) # Test some crazy order of SSARIMA test_that("Test if crazy order SSARIMA was estimated on AirPassengers", { skip_on_cran() testModel <- ssarima(AirPassengers, orders=list(ar=c(1,1,0), i=c(1,0,1),ma=c(0,1,1)), lags=c(1,6,12), h=18, holdout=TRUE, initial="o", silent=TRUE, interval=TRUE) expect_equal(testModel$model, "SSARIMA(1,1,0)[1](1,0,1)[6](0,1,1)[12]") }) # Test selection of exogenous with Auto.SSARIMA test_that("Use exogenous variables for auto SSARIMAX on BJsales with selection", { skip_on_cran() testModel <- auto.ssarima(BJsales, orders=list(ar=3,i=2,ma=3), lags=1, h=18, holdout=TRUE, regressors="use", silent=TRUE, xreg=xregExpander(BJsales.lead)) expect_equal(length(testModel$initial$xreg),3) })