def test_time_trend_smoke(index, forecast_index):
tt = TimeTrend(True, 2)
tt.in_sample(index)
steps = 83 if forecast_index is None else len(forecast_index)
warn = None
if (
is_int_index(index)
and np.any(np.diff(index) != 1)
or (
type(index) is pd.Index
and max(index) > 2 ** 63
and forecast_index is None
)
):
warn = UserWarning
with pytest_warns(warn):
tt.out_of_sample(steps, index, forecast_index)
str(tt)
hash(tt)
assert isinstance(tt.order, int)
assert isinstance(tt._constant, bool)
assert TimeTrend.from_string("ctt") == tt
assert TimeTrend.from_string("ct") != tt
assert TimeTrend.from_string("t") != tt
assert TimeTrend.from_string("n") != tt
assert Seasonality(12) != tt
tt0 = TimeTrend(False, 0)
tt0.in_sample(index)
str(tt0)
def test_time_trend(index):
tt = TimeTrend(constant=True)
const = tt.in_sample(index)
assert const.shape == (index.shape[0], 1)
assert np.all(const == 1)
pd.testing.assert_index_equal(const.index, index)
warn = None
if (is_int_index(index) and np.any(np.diff(index) != 1)) or (
type(index) is pd.Index and max(index) > 2 ** 63
):
warn = UserWarning
with pytest_warns(warn):
const_fcast = tt.out_of_sample(23, index)
assert np.all(const_fcast == 1)
tt = TimeTrend(constant=False)
empty = tt.in_sample(index)
assert empty.shape == (index.shape[0], 0)
tt = TimeTrend(constant=False, order=2)
t2 = tt.in_sample(index)
assert t2.shape == (index.shape[0], 2)
assert list(t2.columns) == ["trend", "trend_squared"]
tt = TimeTrend(constant=True, order=2)
final = tt.in_sample(index)
expected = pd.concat([const, t2], axis=1)
pd.testing.assert_frame_equal(final, expected)
tt = TimeTrend(constant=True, order=2)
short = tt.in_sample(index[:-50])
with pytest_warns(warn):
remainder = tt.out_of_sample(50, index[:-50])
direct = tt.out_of_sample(
steps=50, index=index[:-50], forecast_index=index[-50:]
)
combined = pd.concat([short, remainder], axis=0)
if isinstance(index, (pd.DatetimeIndex, pd.RangeIndex)):
pd.testing.assert_frame_equal(combined, final)
combined = pd.concat([short, direct], axis=0)
pd.testing.assert_frame_equal(combined, final, check_index_type=False)