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adf_test.go
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adf_test.go
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package adf
import (
"github.com/gonum/plot"
"github.com/gonum/plot/plotter"
"github.com/gonum/plot/plotutil"
"github.com/gonum/plot/vg"
"encoding/csv"
"fmt"
"os"
"strconv"
"testing"
)
func TestRun(t *testing.T) {
for i, test := range testCases {
if test.skip {
continue
}
adf := New(test.series, test.pvalue, test.lag)
adf.Run()
observed := adf.IsStationary()
//fmt.Printf("Expected: %v; Stat: %v; Lag: %v\n", test.expected, adf.Statistic, adf.Lag)
if observed != test.expected {
filename := "test_" + strconv.Itoa(i+1) + ".png"
plotSeries(test.series, test.name, filename)
csvf, err := os.Create("test_" + strconv.Itoa(i+1) + ".csv")
if err != nil {
panic(err)
}
w := csv.NewWriter(csvf)
for _, v := range test.series {
w.Write([]string{fmt.Sprint(v)})
}
w.Flush()
t.Errorf("Failed %v. "+
"Expected: %v but got %v with stat %v and p-value %v. See %v",
test.name, test.expected, observed, adf.Statistic,
adf.PValueThreshold, filename)
}
}
}
func plotSeries(series []float64, name, filename string) error {
plot.DefaultFont = "Helvetica"
p, err := plot.New()
if err != nil {
return err
}
p.Title.Text = name
p.X.Label.Text = "X"
p.Y.Label.Text = "Y"
err = plotutil.AddLines(p, xys(series))
if err != nil {
return err
}
// Save the plot to a PNG file.
if err := p.Save(6*vg.Inch, 4*vg.Inch, filename); err != nil {
return err
}
return nil
}
func xys(series []float64) plotter.XYs {
pts := make(plotter.XYs, len(series))
for i, v := range series {
pts[i].X = float64(i)
pts[i].Y = v
}
return pts
}
func BenchmarkRun(b *testing.B) {
test := testCases[4]
for i := 0; i < b.N; i++ {
adf := New(test.series, test.pvalue, test.lag)
adf.Run()
}
}