def test_seeded_run(self):
random.seed(1)
m = AR(c=1, sigma=1, pcoeff=[1, -1, 0.5])
x = m.generate(10)
expected = [
2.28818475, 4.73763036, 3.51578142, 0.15769978, -1.08143967,
1.55008577, 2.68827216, 0.16063711, -0.55328019, 1.76359339
]
assert x == pytest.approx(expected)
def test_periodic(self):
m = AR(c=1, sigma=0, pcoeff=[1, -1])
x = m.generate(10)
assert x == [1.0, 2.0, 2.0, 1.0, 0.0, 0.0, 1.0, 2.0, 2.0, 1.0]
def test_white_noise(self):
m = AR(c=0, sigma=1, pcoeff=[])
s = pd.Series(m.generate(1000))
assert s.std() == pytest.approx(1.0, abs=1e2)
assert s.mean() == pytest.approx(0.0, abs=1e2)
def test_linear_using_buffer(self):
m = AR(c=1, sigma=0, pcoeff=[1], x_buff=[4])
x = m.generate(10)
assert x == [float(x) for x in range(5, 15)]
def test_linear_multiple_calls(self):
m = AR(c=1, sigma=0, pcoeff=[1])
x = m.generate(10)
assert x == [float(x) for x in range(1, 11)]
x = m.generate(10)
assert x == [float(x) for x in range(11, 21)]
def test_linear(self):
m = AR(c=1, sigma=0, pcoeff=[1])
x = m.generate(10)
assert x == [float(x) for x in range(1, 11)]
def test_constant_generation(self):
m = AR(c=1, sigma=0)
x = m.generate(10)
assert x == [1] * 10