# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - 2007, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # FUNCTION: TRUE ARMA STATISTICS: # armaTrueacf Returns True ARMA autocorrelation function # armaRoots Returns Roots of the ARMA characteristic polynomial ################################################################################ test.armaTrueacf = function() { # armaTrueacf: Returns True ARMA autocorrelation function # armaTrueacf(model, lag.max = 20, type = "correlation", doplot = TRUE) model = list(ar = c(0.5, -0.5)) armaTrueacf(model, lag.max = 10) # Return Value: return() } # ------------------------------------------------------------------------------ test.armaRoots = function() { # armaRoots: Returns Roots of the ARMA characteristic polynomial # armaRoots(coefficients, n.plot = 400, digits = 4, ...) coefficients = c(-0.5, 0.9, -0.1, -0.5) ans = armaRoots(coefficients) target = round(sum(ans), 2) checkSum = 4.58 checkEqualsNumeric(target, checkSum) # Return Value: return() } ################################################################################