qis.BootstrapType

class qis.BootstrapType(*values)

Bases: Enum

how observations are resampled.

Variables:

• IID – independent draws with replacement; destroys autocorrelation, so use it only when the series is genuinely serially independent

• STATIONARY – Politis-Romano circular blocks of geometric length, mean block_size. The default for financial returns, since it preserves short-range dependence

• FIXED_BLOCK – circular blocks of exactly block_size. Use when the block length is chosen to match a known cycle rather than drawn

__init__(*args, **kwds)

Attributes

IID
STATIONARY
FIXED_BLOCK

IID = 1

STATIONARY = 2

FIXED_BLOCK = 3