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LuizFCDuarte
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✅ Add statistical tests
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test/test_statistical_tests.jl

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@@ -181,6 +181,11 @@ end
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@test ocsb_result["seasonal_difference"] == ocsb_datasets["airpassengers.csv"]["D"]
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@test isapprox(ocsb_result["test_statistic"], ocsb_datasets["airpassengers.csv"]["test_stat"], atol=5e-3)
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airpassengersLog = log.(values(airpassengers))
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ocsb_result = Sarimax.ocsb_test(airpassengersLog;max_lag=3)
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@test ocsb_result["seasonal_difference"] == ocsb_datasets["log_airpassengers.csv"]["D"]
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@test isapprox(ocsb_result["test_statistic"], ocsb_datasets["log_airpassengers.csv"]["test_stat"], atol=5e-3)
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gdpc1 = loadDataset(GDPC1)
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ocsb_result = Sarimax.ocsb_test(values(gdpc1);max_lag=3)
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@test ocsb_result["seasonal_difference"] == ocsb_datasets["GDPC1.csv"]["D"]

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