I want to use the CircularBlockBootstrap() in the arch package, but I can't find a way to set the output length. My code snippet is below:
from arch.bootstrap import CircularBlockBootstrap
error_1y = forecast_1y - actual_1y # this is a series of forecast residual with one year's half hourly data
bs = CircularBlockBootstrap(48*7, error_1y, seed=8)
samples = []
for data in bs.bootstrap(100):
samples.append(data[0][0].reset_index().iloc[:,1])
Each sample's length is the same as my input, but I would like to generate 3 years' data. Could anyone please help? Thank you!
I've looked through the documentation but don't seem to find the answer.
