@@ -511,8 +511,7 @@ def simulate_restricted_var(
|
511 | 511 | """ |
512 | 512 | Simulate [log consumption growth, log return] from the restricted model. |
513 | 513 | """ |
514 | | - if seed is not None: |
515 | | - np.random.seed(seed) |
| 514 | + rng = np.random.default_rng(seed) |
516 | 515 | |
517 | 516 | if len(params) != 6 + 2 * n_lags: |
518 | 517 | raise ValueError("Parameter vector length must be 6 + 2 * n_lags.") |
@@ -547,7 +546,7 @@ def simulate_restricted_var(
|
547 | 546 | for lag in range(1, n_lags + 1): |
548 | 547 | lag_stack.append(y[t - lag, :]) |
549 | 548 | lag_vec = np.concatenate(lag_stack) |
550 | | - shock = np.random.multivariate_normal(np.zeros(2), Σ_v) |
| 549 | + shock = rng.multivariate_normal(np.zeros(2), Σ_v) |
551 | 550 | y[t, :] = np.linalg.solve(A0, A1 @ lag_vec + μ + shock) |
552 | 551 | |
553 | 552 | return y[burn_in:, :] |
|