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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
      • Examples
      • Module Reference
        • Test of Superior Predictive Ability (SPA), Reality Check
        • Stepwise Multiple Testing (StepM)
        • Model Confidence Set (MCS)
          • arch.bootstrap.MCS
            • Carch.bootstrap.MCS
              • arch.bootstrap.MCS.compute
              • arch.bootstrap.MCS.reset
              • arch.bootstrap.MCS.seed
                • MMCS.seed
                  • Parameters
                    • pvalue
              • arch.bootstrap.MCS.excluded
              • arch.bootstrap.MCS.included
              • arch.bootstrap.MCS.pvalues
      • Background and References
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • MMCS.seed
      • Parameters
        • pvalue

    arch.bootstrap.MCS.seed¶

    MCS.seed(value: int | list[int] | ndarray[Any, dtype[uint32]]) → None¶

    Seed the bootstrap’s random number generator

    Parameters:¶
    value: int | list[int] | ndarray[Any, dtype[uint32]]¶

    Integer to use as the seed

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    © Copyright 2021, Kevin Sheppard.
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