test_that("GOGARCH residuals",{ stdize <- FALSE type <- "standard" r <- residuals(global_gogarch_mod, standardize = stdize, type = type) expect_equal(as.numeric(r), as.numeric(global_gogarch_mod$spec$target$y)) stdize <- TRUE type <- "whitened" r <- coredata(residuals(global_gogarch_mod, standardize = stdize, type = type)) r <- cor(r) r <- r[lower.tri(r)] expect_lt(mean(abs(r)), 0.02) }) test_that("GOGARCH ICA",{ stdize <- FALSE type <- "standard" r_1 <- coredata(residuals(global_gogarch_mod, standardize = stdize, type = type)) r_2 <- coredata(residuals(global_gogarch_mod_dr, standardize = stdize, type = type)) y <- global_gogarch_mod$spec$target$y cor_1 <- diag(cor(r_1, y)) cor_2 <- diag(cor(r_2, y)) expect_equal(as.numeric(cor_1), rep(1, 6)) expect_lt(mean(as.numeric(cor_2)), 1) })