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[hansen_singleton_1983.md] Update np.random → Generator API #974

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[hansen_singleton_1983.md] Update np.random → Generator API #974

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5 changes: 2 additions & 3 deletions lectures/hansen_singleton_1983.md
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Original file line number Diff line number Diff line change
Expand Up @@ -511,8 +511,7 @@ def simulate_restricted_var(
"""
Simulate [log consumption growth, log return] from the restricted model.
"""
if seed is not None:
np.random.seed(seed)
rng = np.random.default_rng(seed)

if len(params) != 6 + 2 * n_lags:
raise ValueError("Parameter vector length must be 6 + 2 * n_lags.")
Expand Down Expand Up @@ -547,7 +546,7 @@ def simulate_restricted_var(
for lag in range(1, n_lags + 1):
lag_stack.append(y[t - lag, :])
lag_vec = np.concatenate(lag_stack)
shock = np.random.multivariate_normal(np.zeros(2), Σ_v)
shock = rng.multivariate_normal(np.zeros(2), Σ_v)
y[t, :] = np.linalg.solve(A0, A1 @ lag_vec + μ + shock)

return y[burn_in:, :]
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