context("Testing generation of VARs") test_that("sparsevar", { sim <- sparsevar::simulate_var(n = 20, p = 2) expect_output(str(sim), "List of 4") expect_output(cat(attr(sim, "class")), "var") expect_output(cat(attr(sim, "type")), "simulation") }) context("Testing estimation of VARs") test_that("sparsevar", { sim <- sparsevar::simulate_var(n = 30, p = 1) fit <- sparsevar::fit_var(sim$series, p = 1) expect_output(str(fit), "List of 11") expect_output(cat(attr(fit, "class")), "var") expect_output(cat(attr(fit, "type")), "fit") sim <- sparsevar::simulate_var(n = 30, p = 1) fit <- sparsevar::fit_var(sim$series, p = 1, lambdas_list = c(0.1, 0.5, 0.3)) expect_output(str(fit), "List of 11") expect_output(cat(attr(fit, "class")), "var") expect_output(cat(attr(fit, "type")), "fit") }) context("Testing IRF and error bands") test_that("sparsevar", { sim <- sparsevar::simulate_var(n = 10, p = 3) fit <- sparsevar::fit_var(sim$series, p = 3) irf <- sparsevar::impulse_response(fit, len = 20) expect_output(str(irf), "List of 3") expect_output(cat(attr(irf, "class")), "irf") eb <- sparsevar::error_bands_irf(fit, irf, verbose = FALSE) expect_output(str(eb), "List of 8") expect_output(cat(attr(eb, "class")), "irfBands") })