def test_arima(self):
fc = wrappers.arima(self.aus, order=(1,0,0), seasonal=(1,1,0),
include_constant=True)
self.assertAlmostEqual(fc.point_fc[(2011, 1)], 60.6420, places=3)
self.assertAlmostEqual(fc.point_fc[(2012, 4)], 51.5535, places=3)
self.assertAlmostEqual(fc.lower80[(2011, 1)], 57.5701, places=3)
self.assertAlmostEqual(fc.upper95[(2012, 4)], 57.5242, places=3)
self.assertEqual(fc.shape[0], 8)
fc = wrappers.arima(self.oil, order=(0,1,0))
self.assertEqual(fc.shape[0], 10)
def test_arima_nonseasonal(self):
fc_py = wrappers.arima(self.oil_py, order=(0, 1, 0))
order = robjects.r.c(0., 1., 0.)
model = self.fc.Arima(self.oil_r, order=order)
fc_r = self.fc.forecast(model)
self._check_points(fc_py, fc_r)
self.assertEqual(fc_py.shape[0], 10)
def test_arima_nonseasonal(self): fc_py = wrappers.arima(self.oil_py, order=(0,1,0)) order = robjects.r.c(0., 1., 0.) model = self.fc.Arima(self.oil_r, order=order) fc_r = self.fc.forecast(model) self._check_points(fc_py, fc_r) self.assertEqual(fc_py.shape[0], 10)
def test_arima_seasonal(self):
fc_py = wrappers.arima(self.aus_py, order=(1,0,0), seasonal=(1,1,0),
include_constant=True)
order = robjects.r.c(1., 0., 0.)
seasonal = robjects.r.c(1., 1., 0.)
model = self.fc.Arima(self.aus_r, order=order, seasonal=seasonal,
include_constant=True)
fc_r = self.fc.forecast(model)
self._check_points(fc_py, fc_r)
self.assertEqual(fc_py.shape[0], 8)
def test_arima_seasonal(self):
fc_py = wrappers.arima(self.aus_py,
order=(1, 0, 0),
seasonal=(1, 1, 0),
include_constant=True)
order = robjects.r.c(1., 0., 0.)
seasonal = robjects.r.c(1., 1., 0.)
model = self.fc.Arima(self.aus_r,
order=order,
seasonal=seasonal,
include_constant=True)
fc_r = self.fc.forecast(model)
self._check_points(fc_py, fc_r)
self.assertEqual(fc_py.shape[0], 8)
