def test_calendar_time_trend_base(time_index):
ct = CalendarTimeTrend("M", True, order=3, base_period="1960-1-1")
ct2 = CalendarTimeTrend("M", True, order=3)
assert ct != ct2
str(ct)
str(ct2)
assert ct.base_period is not None
assert ct2.base_period is None
def test_check_index_type():
ct = CalendarTimeTrend("A", True, order=3)
idx = pd.RangeIndex(0, 20)
with pytest.raises(TypeError, match="CalendarTimeTrend terms can only"):
ct._check_index_type(idx, pd.DatetimeIndex)
with pytest.raises(TypeError, match="CalendarTimeTrend terms can only"):
ct._check_index_type(idx, (pd.DatetimeIndex, ))
with pytest.raises(TypeError, match="CalendarTimeTrend terms can only"):
ct._check_index_type(idx, (pd.DatetimeIndex, pd.PeriodIndex))
idx = pd.Index([0, 1, 1, 2, 3, 5, 8, 13])
with pytest.raises(TypeError, match="CalendarTimeTrend terms can only"):
types = (pd.DatetimeIndex, pd.PeriodIndex, pd.RangeIndex)
ct._check_index_type(idx, types)
def test_calendar_time_trend_smoke(time_index, forecast_index):
ct = CalendarTimeTrend("A", order=2)
ct.in_sample(time_index)
steps = 83 if forecast_index is None else len(forecast_index)
ct.out_of_sample(steps, time_index, forecast_index)
str(ct)
hash(ct)
assert isinstance(ct.order, int)
assert isinstance(ct.constant, bool)
assert isinstance(ct.freq, str)
assert ct.base_period is None
def test_calendar_time_trend(reset_randomstate):
inc = np.abs(np.random.standard_normal(1000))
inc = np.cumsum(inc)
inc = 10 * inc / inc[-1]
offset = (24 * 3600 * inc).astype(np.int64)
base = pd.Timestamp("2000-1-1")
index = [base + pd.Timedelta(val, "s") for val in offset]
index = pd.Index(index)
ctt = CalendarTimeTrend("D", True, order=3, base_period=base)
assert ctt.order == 3
terms = ctt.in_sample(index)
cols = ["const", "trend", "trend_squared", "trend_cubed"]
assert list(terms.columns) == cols
inc = 1 + offset / (24 * 3600)
expected = []
for i in range(4):
expected.append(inc**i)
expected = np.column_stack(expected)
np.testing.assert_allclose(expected, terms.values)
ctt = CalendarTimeTrend("D", True, order=2, base_period=base)
ctt2 = CalendarTimeTrend.from_string("D", trend="ctt", base_period=base)
pd.testing.assert_frame_equal(ctt.in_sample(index), ctt2.in_sample(index))
ct = CalendarTimeTrend("D", True, order=1, base_period=base)
ct2 = CalendarTimeTrend.from_string("D", trend="ct", base_period=base)
pd.testing.assert_frame_equal(ct.in_sample(index), ct2.in_sample(index))
ctttt = CalendarTimeTrend("D", True, order=4, base_period=base)
assert ctttt.order == 4
terms = ctttt.in_sample(index)
cols = ["const", "trend", "trend_squared", "trend_cubed", "trend**4"]
assert list(terms.columns) == cols
def test_unknown_freq():
with pytest.raises(ValueError, match="freq is not understood by pandas"):
CalendarTimeTrend("unknown", True, order=3)
def test_forbidden_index():
index = pd.RangeIndex(0, 10)
ct = CalendarTimeTrend("A", order=2)
with pytest.raises(TypeError, match="CalendarTimeTrend terms can only"):
ct.in_sample(index)