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arch 8.0.0
arch.bootstrap.SPA.subset
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
      • Examples
      • Module Reference
        • Test of Superior Predictive Ability (SPA), Reality Check
          • arch.bootstrap.SPA
            • C arch.bootstrap.SPA
              • arch.bootstrap.SPA.better_models
              • arch.bootstrap.SPA.compute
              • arch.bootstrap.SPA.critical_values
              • arch.bootstrap.SPA.reset
              • arch.bootstrap.SPA.subset
                • M SPA.subset
                  • Parameters
                    • p selector
              • arch.bootstrap.SPA.pvalues
        • Stepwise Multiple Testing (StepM)
        • Model Confidence Set (MCS)
      • Background and References
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Common Type Definitions
    • Change Log
    • M SPA.subset
      • Parameters
        • p selector

    arch.bootstrap.SPA.subset¶

    SPA.subset(selector: ndarray[tuple[int, ...], dtype[bool]]) → None[source]¶

    Sets a list of active models to run the SPA on. Primarily for internal use.

    Parameters:¶
    selector: ndarray[tuple[int, ...], dtype[bool]]¶

    Boolean array indicating which columns to use when computing the p-values. This is primarily for use by StepM.

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