Test Shock Persistence and Variance Default (Save + Borr Distribution)

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@seealso

Contents

Set Shared Parameters

close all;
clear all;

% Shocks
ar_fl_z_wage_rho = [0.65, 0.80, 0.95];
ar_fl_z_wage_sig = [0.05, 0.20, 0.35];

% Accuracy
% ar_it_a_n_hg = [750, 1250, 1750, 2250];
% ar_it_z_n_hg = [15, 19, 23, 27];
ar_it_a_n_hg = [750];
ar_it_z_n_hg = [15];

% Borrowing/Savings Parameters
bl_default = true;
fl_c_min = 0.01; % irrelevant when bl_default = false
fl_b_bd = -20;
fl_r_save = 0.02;

Simulate Model with Low Persistence

for fl_z_wage_sig = ar_fl_z_wage_sig

    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(1))]);
    disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('');
    disp('');
    disp('');
    disp('');

    % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param>
    bl_input_override = true;
    it_param_set = 9;
    [param_map, support_map] = ffs_abz_set_default_param(it_param_set);

    % Shock Parameters
    param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(1);
    param_map('fl_z_wage_sig') = fl_z_wage_sig;

    % Borrowing Parameters
    param_map('bl_default') = bl_default;
    param_map('fl_c_min') = fl_c_min;
    param_map('fl_b_bd') = fl_b_bd;

    % Interest Rates
    param_map('fl_r_save') = fl_r_save;

    % Display Parameters
    support_map('bl_display') = false;
    support_map('bl_display_final') = false;
    support_map('bl_time') = true;
    support_map('bl_profile') = false;

    for it_accuracy = 1:length(ar_it_a_n_hg)
        % Accuracy Regular
        param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
        it_z_n = param_map('it_z_n');
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
        [armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
        % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
        result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
        % Call Distribution CProgram
        result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
    end

    % Snap
    snapnow;

end

% close all
close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 19.093036 seconds.
Elapsed time is 3.351441 seconds.
                     mean          sd       coefofvar      min       max       pYis0       pYls0        pYgr0       pYisMINY       pYisMAXY        p0_1         p1          p5          p10          p15         p20        p25       p35       p50       p65       p75       p80       p85       p90       p95        p99        p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _________    ________    _________    _______    ______    _______    __________    ________    ___________    ___________    ________    ________    ________    _________    _________    ________    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________    _______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val         3.8151     0.16827    0.044106     -14.674    14.091          0    1.5183e-30           1    -3.9014e-33      1.237e-33      3.1999      3.3715      3.5181       3.6091       3.6467      3.6484    3.7378    3.7378    3.8279    3.9169    3.9169    3.9169    4.0048    4.0048    4.0914       4.177     4.2815        0.028315                  1             0.0050525              0.66759               0.00426            0.49458              0.013346              0.96717           0.0010186    0.0089995     0.045783     0.098278     0.18052      0.18719      0.37181      0.37181       0.6007      0.79533      0.79533      0.79533      0.91467      0.91467      0.96972      0.99055       0.99943  
    cl_mt_pol_a    -0.013279    0.044977     -3.3871     -15.977    46.845    0.77461       0.18686    0.038527    -5.1284e-33      1.237e-33    -0.36872    -0.20999     -0.1256    -0.045282    -0.044558           0         0         0         0         0         0         0         0         0         0    0.039164    0.12616       0.0050525            0.66759             0.0020229                    1               0.00199            0.86436             0.0018909               0.5127            0.057408      0.21728      0.69715      0.87818      1.1433       1.1433       1.1433       1.1433       1.1433       1.1433       1.1433       1.1433       1.1433       1.1433       1.1433        1.041        1.0112  
    cl_mt_coh       0.096617    0.051188      0.5298     -16.345    50.122          0      0.055434     0.94457    -8.2957e-34    -1.3034e-34    -0.28215    -0.12707    -0.01593     0.050409     0.072809    0.072809    0.0768    0.0992    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216     0.16155    0.25029         0.00426            0.49458               0.00199              0.86436             0.0026202                  1             0.0017442              0.41554          -0.0063696    -0.021302    -0.040506    -0.019263    0.051693     0.051693     0.099474      0.30572      0.93941      0.93941      0.93941      0.93941      0.93941      0.93941      0.93941      0.98985       0.99764  
    cl_mt_pol_c       1.2787    0.082002    0.064127        0.01    4.7379          0             0           1    -1.7525e-32     5.4914e-34      1.1021      1.1246      1.1682        1.179       1.1802      1.2199    1.2277    1.2277    1.2771    1.3285    1.3285    1.3285     1.382     1.382    1.4377      1.4564     1.5166        0.013346            0.96717             0.0018909               0.5127             0.0017442            0.41554             0.0067244                    1          0.00089531    0.0099513     0.046265     0.096063     0.16324      0.18352      0.36365      0.36365      0.59148      0.78796      0.78796      0.78796       0.9107       0.9107      0.96756      0.98922       0.99991  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 21.464241 seconds.
Elapsed time is 2.754657 seconds.
                     mean        sd       coefofvar      min       max       pYis0       pYls0       pYgr0      pYisMINY      pYisMAXY       p0_1        p1         p5         p10        p15        p20         p25         p35         p50         p65         p75        p80        p85        p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10     fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   ________    _______    _________    _______    ______    ________    ________    _______    __________    ___________    _______    _______    _______    _______    _______    ________    ________    ________    ________    ________    _______    _______    _______    _______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val          2.98     1.6026     0.53778     -15.898    14.291           0    0.032007    0.96799    2.2272e-06    -1.9676e-26     -12.65    -2.4782    0.59419     1.4375      1.862       2.176      2.4138      2.7955      3.2078      3.5949     3.8729     4.0488     4.1875     4.4581    4.7752    5.4041    6.0548         2.5682                   1               2.0527               0.93584               2.1623             0.91902               0.28952              0.75894          -0.0047209    -0.022719    -0.026881    -0.0090701    0.018727     0.052789     0.092408      0.18043      0.33117       0.5043      0.63145      0.69482      0.76405      0.84264      0.91369      0.98138       0.99799  
    cl_mt_pol_a    -0.25135     1.3687     -5.4454     -19.512     47.92    0.088901     0.51661    0.39449    6.2379e-07    -1.9676e-26    -15.363    -4.3528    -2.1337    -1.4509    -1.1095     -0.8535     -0.6828    -0.34694    -0.08535    0.091625     0.3665    0.45813    0.64138    0.91625    1.3744    2.3823    3.5734         2.0527             0.93584               1.8734                     1               1.9096             0.95027               0.22184              0.68087            0.069752      0.34938      0.79315        1.1659      1.4294       1.6281       1.7508       1.9428       2.0676       2.0502       1.9181       1.8722       1.7674        1.587       1.3635       1.1033        1.0162  
    cl_mt_coh      -0.17991     1.4682     -8.1606     -19.968    50.122           0     0.47276    0.52724    6.2321e-07     1.0191e-26     -16.63    -4.6448    -2.2148    -1.4672    -1.0934    -0.81298    -0.62606    -0.27463    0.028142     0.21506    0.47303    0.58889    0.77581     1.0562    1.5235    2.5291    3.7665         2.1623             0.91902               1.9096               0.95027               2.1556                   1               0.22499              0.64376              0.1035      0.52343       1.1725        1.7051      2.0724       2.3414       2.5015       2.7319         2.82       2.7108        2.507       2.3622       2.1853       1.8937       1.5458        1.167        1.0237  
    cl_mt_pol_c      1.2477    0.23805     0.19079        0.01    4.7989           0           0          1    0.00039212    -1.9676e-26    0.78153    0.82796    0.90827    0.96552     1.0086      1.0403      1.0666      1.1087      1.2278      1.3353     1.4398     1.4567     1.5171     1.5649    1.6542    1.8082    1.9588        0.28952             0.75894              0.22184               0.68087              0.22499             0.64376              0.056666                    1          0.00041007    0.0062171     0.034586      0.072796      0.1117      0.15311        0.195      0.28409      0.42327      0.57846      0.68545      0.74441      0.80338      0.86674      0.92976      0.98493       0.99841  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.65
fl_z_wage_sig = 0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 21.737991 seconds.
Elapsed time is 6.632397 seconds.
                     mean        sd       coefofvar      min       max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY      p0_1        p1         p5         p10        p15        p20         p25        p35          p50         p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   ________    _______    _________    _______    ______    ________    _______    _______    __________    __________    _______    _______    _______    _______    _______    ________    _______    ________    _________    _______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val        1.2545     4.1606      3.3164      -17.24    14.535           0    0.23627    0.76373     3.897e-05     3.175e-28    -16.281    -14.229     -8.215      -4.07    -1.8967    -0.64351     0.2011      1.2865       2.3604     3.2243     3.786    4.1192    4.5007     4.963    5.6388    6.8853    8.1576          17.31                   1               15.604                0.9226               17.365             0.95773              0.89089               0.63731           -0.021326     -0.12241    -0.47216    -0.70772     -0.82147     -0.86989     -0.87751     -0.81465     -0.58795     -0.24985     0.021093      0.17591      0.34852      0.53658       0.7461      0.94088       0.99321  
    cl_mt_pol_a    -0.90902     4.0652     -4.4721     -19.512     49.02    0.043478    0.51402     0.4425    7.7291e-06    1.9619e-27    -18.561    -16.472    -9.6103    -5.4624    -3.5847     -2.5569    -1.8515    -0.93885    -0.086736    0.45813    1.0995     1.466    2.0158    2.7488    4.0315    6.7803    10.537         15.604              0.9226               16.526                     1               16.482             0.93037              0.78045                0.5714              0.0417      0.20162     0.75493      1.1579       1.3984       1.5628       1.6825       1.8306       1.9097       1.8812       1.7898       1.7255       1.6276       1.4958       1.3087       1.0922        1.0125  
    cl_mt_coh      -0.93199     4.3579     -4.6759     -19.968    50.122           0    0.49924    0.50076    9.5607e-06    1.2687e-27    -19.901    -17.822    -10.346    -5.8335    -3.8036     -2.6335    -1.8858    -0.90644    0.0057421    0.58889    1.2207    1.6169    2.1777    2.9253    4.2337    7.0375    10.824         17.365             0.95773               16.482               0.93037               18.991                   1              0.90191               0.61598            0.046495      0.21273      0.7954      1.2105       1.4628       1.6327       1.7536       1.8985       1.9642       1.9178       1.8238       1.7455       1.6421       1.5051       1.3129        1.093        1.0132  
    cl_mt_pol_c      1.2561    0.33599     0.26749        0.01    5.5434           0          0          1     0.0058094     3.175e-28       0.01    0.86589    0.90351    0.92784    0.94774     0.96762    0.99135        1.04       1.1515     1.3448    1.4594    1.5456    1.6471    1.7368    1.8817    2.1638    2.4886        0.89089             0.63731              0.78045                0.5714              0.90191             0.61598              0.11289                     1          4.6251e-05    0.0029869    0.031577     0.06812      0.10494      0.14349      0.18329      0.26596      0.39471      0.54425      0.65696      0.71837      0.78085      0.84681      0.91856      0.98173       0.99795  

Simulate Model with Medium Persistence

close all

for fl_z_wage_sig = ar_fl_z_wage_sig

    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(2))]);
    disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('');
    disp('');
    disp('');
    disp('');

    % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param>
    bl_input_override = true;
    it_param_set = 9;
    [param_map, support_map] = ffs_abz_set_default_param(it_param_set);

    % Shock Parameters
    param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(2);
    param_map('fl_z_wage_sig') = fl_z_wage_sig;

    % Borrowing Parameters
    param_map('bl_default') = bl_default;
    param_map('fl_c_min') = fl_c_min;
    param_map('fl_b_bd') = fl_b_bd;

    % Interest Rates
    param_map('fl_r_save') = fl_r_save;

    % Display Parameters
    support_map('bl_display') = false;
    support_map('bl_display_final') = false;
    support_map('bl_time') = true;
    support_map('bl_profile') = false;

    for it_accuracy = 1:length(ar_it_a_n_hg)
        % Accuracy Regular
        param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
        it_z_n = param_map('it_z_n');
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
        [armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
        % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
        result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
        % Call Distribution CProgram
        result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
    end

    % Snap
    snapnow;

end

% close all
close all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 18.295369 seconds.
Elapsed time is 1.944897 seconds.
                     mean          sd       coefofvar      min       max       pYis0       pYls0        pYgr0       pYisMINY      pYisMAXY       p0_1         p1          p5         p10       p15       p20       p25       p35       p50       p65       p75       p80       p85       p90       p95        p99        p99_9      fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5     fracByP10     fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _________    ________    _________    _______    ______    _______    __________    ________    __________    __________    ________    ________    _________    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________    ________    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    _________    __________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val         3.7832     0.32129    0.084926     -15.098    14.164          0    7.3607e-16           1    5.5011e-32     1.707e-35      2.6692      2.9569       3.2513     3.435     3.435    3.5642    3.6169    3.6169    3.7964    3.9731    3.9731    3.9731     4.147     4.147    4.3176      4.4946      4.6472         0.10323                  1             0.0071403               0.5117             0.0065858            0.41176              0.034575              0.98293          0.00070524    0.0078507     0.059874       0.16843     0.16843      0.18135      0.35315      0.35315       0.5825      0.78496      0.78496      0.78496       0.9094       0.9094       0.9643      0.99517          1     
    cl_mt_pol_a    -0.010202    0.043431     -4.2573     -16.816    46.905    0.87741      0.092287    0.030306    1.4319e-32     1.707e-35    -0.40304    -0.22598    -0.062807         0         0         0         0         0         0         0         0         0         0         0         0    0.021778    0.021778       0.0071403             0.5117             0.0018863                    1             0.0019469            0.90049             0.0019284              0.40555            0.052229      0.41091      0.85735        1.0647      1.0647       1.0647       1.0647       1.0647       1.0647       1.0647       1.0647       1.0647       1.0647       1.0647       1.0647            1          1     
    cl_mt_coh        0.10003    0.049781     0.49765     -17.204    50.122          0      0.037906     0.96209    1.3497e-32    5.4562e-35    -0.32803    -0.12585     0.031526    0.0544    0.0768    0.0992    0.0992    0.0992    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216     0.14381     0.14381       0.0065858            0.41176             0.0019469              0.90049             0.0024781                  1             0.0019109              0.35062          -0.0056725    -0.029062    -0.034601    -0.0074475    0.045187      0.27258      0.27258      0.27258      0.97182      0.97182      0.97182      0.97182      0.97182      0.97182      0.97182            1          1     
    cl_mt_pol_c       1.2791     0.10948    0.085593        0.01    4.7533          0             0           1    2.3836e-18    6.8194e-35      1.0226      1.0761       1.0976    1.1539    1.1539    1.2072    1.2131    1.2131    1.2752    1.3406    1.3406    1.3406    1.4094    1.4094    1.4816       1.558      1.6379        0.034575            0.98293             0.0019284              0.40555             0.0019109            0.35062              0.011986                    1          0.00079797    0.0085144     0.047775       0.16891     0.16891      0.18529      0.36199      0.36199      0.58437      0.78302      0.78302      0.78302      0.90791      0.90791      0.96361      0.99498          1     

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 20.985577 seconds.
Elapsed time is 6.122166 seconds.
                     mean        sd       coefofvar      min       max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY       p0_1        p1         p5         p10        p15         p20        p25        p35         p50         p65        p75        p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1     fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   ________    _______    _________    _______    ______    ________    _______    _______    __________    ___________    _______    _______    _______    _______    ________    _______    _______    ________    ________    _______    _______    _______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    _________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val        1.8061     3.6241      2.0066     -17.872    14.592           0     0.1805     0.8195    3.2847e-05    -1.4495e-34    -16.373     -13.18    -5.7821    -2.1002    -0.55848    0.31393    0.94119      1.7761      2.6782     3.4399     3.9183     4.2605    4.5347    4.9953    5.5851    6.7205     7.775         13.134                   1               10.358               0.90735               11.548             0.93949              0.77109               0.64309          -0.010913     -0.081736    -0.28076      -0.381     -0.41542     -0.41773     -0.39918      -0.3254     -0.14002      0.11383       0.3171      0.42733      0.55107      0.68339      0.82679      0.96047       0.99562  
    cl_mt_pol_a    -0.73934     3.1498     -4.2604     -19.512    48.287    0.069752    0.51436    0.41589     5.957e-06    -1.4495e-34    -18.561    -15.266    -6.7426    -3.3504     -2.1337    -1.4745    -1.0408     -0.5121    -0.08535    0.27488    0.54975    0.82463    1.1911    1.6493    2.4739    4.4896    7.0552         10.358             0.90735               9.9215                     1               9.9108             0.92767              0.50669               0.48621           0.031859       0.23252     0.79692      1.1118       1.2977       1.4142       1.5003       1.6057       1.6541       1.6275       1.5852       1.5325       1.4624       1.3749       1.2491       1.0749        1.0104  
    cl_mt_coh      -0.72462     3.3918     -4.6808     -19.968    50.122           0    0.47414    0.52586    6.0637e-06    -3.8214e-35    -19.901    -16.443    -7.2616    -3.5233     -2.2148    -1.4896    -1.0223    -0.43915    0.028142    0.35717    0.68235    0.96272    1.2918    1.7814     2.645     4.701    7.3179         11.548             0.93949               9.9108               0.92767               11.504                   1              0.59032               0.52606           0.037928       0.25713     0.87228      1.2241       1.4154       1.5373       1.6247       1.7256       1.7552       1.7208       1.6459        1.583       1.5229       1.4182       1.2668       1.0794         1.011  
    cl_mt_pol_c      1.2562    0.33085     0.26338        0.01    4.9919           0          0          1     0.0038389    -1.4495e-34       0.01    0.84175    0.87439    0.90218     0.92668    0.95925    0.98875       1.057      1.1799     1.3815     1.4859     1.5831    1.6252     1.737    1.8579    2.1035    2.3586        0.77109             0.64309              0.50669               0.48621              0.59032             0.52606              0.10946                     1          3.056e-05      0.004159    0.031746    0.067048      0.10363      0.14082      0.17956      0.26133      0.39447      0.55963      0.65802      0.72077      0.78364      0.85077      0.91986      0.98228       0.99807  

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.8
fl_z_wage_sig = 0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 20.679920 seconds.
Elapsed time is 11.908629 seconds.
                    mean        sd       coefofvar      min       max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY      p0_1        p1         p5         p10        p15        p20        p25        p35        p50         p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1     fracByP1     fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    _______    _________    _______    ______    ________    _______    _______    __________    __________    _______    _______    _______    _______    _______    _______    _______    _______    ________    _______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    __________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      -0.3797     5.9021     -15.544     -20.136     15.08           0    0.42827    0.57173    0.00012114    2.3674e-09    -18.896    -16.876    -12.865    -9.3445    -6.7446    -4.7739    -3.2812    -1.1961     0.95239      2.674    3.7648    4.3822    5.0843    5.9126    7.1347    9.2381    11.149         34.835                   1               31.741               0.88837               35.255             0.92796               1.9149               0.70228            0.092725       0.47222     2.0225       3.4724       4.5223       5.2758       5.8051       6.3725       6.3987       5.6821       4.8346      4.2852         3.675       2.9597      2.1059        1.2661        1.0307  
    cl_mt_pol_a     -1.253     6.0536     -4.8314     -19.512     49.02    0.028916    0.54871    0.42238    1.6103e-05    1.0251e-08    -18.868    -18.265    -13.571    -9.7299    -6.9987    -5.1174      -3.67    -1.8777    -0.34694    0.64138    1.7409    2.4739    3.5734     5.131    7.7882    14.019    22.173         31.741             0.88837               36.646                     1               36.305             0.93168               1.8285                0.6538            0.015506       0.18774    0.65078       1.1061       1.4398       1.6757       1.8548       2.0664       2.1884       2.1739       2.0818       2.003         1.878       1.7038       1.456        1.1376        1.0197  
    cl_mt_coh      -1.3506      6.437     -4.7661     -19.968    50.122           0    0.53584    0.46416    1.9538e-05    6.6287e-09    -19.923    -19.878    -14.645    -10.439    -7.4933    -5.4148    -3.8971    -1.9345    -0.27463    0.73101    1.8973     2.645    3.7665    5.3328    8.0431    14.398    22.694         35.255             0.92796               36.305               0.93168               41.434                   1               2.1105                0.7097            0.017585       0.18538    0.65292       1.1087        1.435       1.6721       1.8481       2.0543       2.1652       2.1435       2.0439      1.9656         1.843       1.6809      1.4398        1.1327        1.0191  
    cl_mt_pol_c     1.3163    0.46199     0.35097        0.01    7.1222           0          0          1      0.012811    2.3674e-09       0.01       0.01    0.93604     0.9576    0.97297    0.98795     1.0013     1.0365      1.1348     1.3623    1.5549    1.6667    1.8095    1.9671     2.229    2.7645     3.388         1.9149             0.70228               1.8285                0.6538               2.1105              0.7097              0.21344                     1          9.7327e-05    9.7327e-05     0.0261     0.061777     0.098595      0.13576      0.17365      0.25087      0.37446      0.51545      0.62671      0.6875       0.75226      0.82371       0.903       0.97695       0.99727  

Simulate Model with High Persistence

close all

for fl_z_wage_sig = ar_fl_z_wage_sig

    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp(['fl_z_wage_rho = ' num2str(ar_fl_z_wage_rho(3))]);
    disp(['fl_z_wage_sig = ' num2str(fl_z_wage_sig)]);
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
    disp('');
    disp('');
    disp('');
    disp('');

    % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_set_default_param.html ffs_abz_set_default_param>
    bl_input_override = true;
    it_param_set = 9;
    [param_map, support_map] = ffs_abz_set_default_param(it_param_set);

    % Shock Parameters
    param_map('fl_z_wage_rho') = ar_fl_z_wage_rho(3);
    param_map('fl_z_wage_sig') = fl_z_wage_sig;

    % Borrowing Parameters
    param_map('bl_default') = bl_default;
    param_map('fl_c_min') = fl_c_min;
    param_map('fl_b_bd') = fl_b_bd;

    % Interest Rates
    param_map('fl_r_save') = fl_r_save;

    % Display Parameters
    support_map('bl_display') = false;
    support_map('bl_display_final') = false;
    support_map('bl_time') = true;
    support_map('bl_profile') = false;

    for it_accuracy = 1:length(ar_it_a_n_hg)
        % Accuracy Regular
        param_map('it_a_n') = ar_it_a_n_hg(it_accuracy);
        it_z_n = param_map('it_z_n');
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        disp(['it_a_n = ' num2str(ar_it_a_n_hg(it_accuracy)) ', it_z_n = ' num2str(it_z_n)]);
        disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx');
        % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_abz_get_funcgrid.html ffs_abz_get_funcgrid>
        [armt_map, func_map] = ffs_abz_get_funcgrid(param_map, support_map, bl_input_override);
        % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_abz_vf_vecsv.html ff_abz_vf_vecsv>
        result_map = ff_abz_vf_vecsv(param_map, support_map, armt_map, func_map);
        % Call Distribution CProgram
        result_map = ff_az_ds_vecsv(param_map, support_map, armt_map, func_map, result_map, bl_input_override);
    end

    % Snap
    snapnow;

end

% close all
close all;
clear all;
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.05
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 19.250702 seconds.
Elapsed time is 4.307700 seconds.
                      mean           sd        coefofvar      min       max       pYis0       pYls0         pYgr0        pYisMINY      pYisMAXY        p0_1         p1         p5        p10       p15       p20       p25       p35       p50       p65       p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1      fracByP1      fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   ___________    _________    _________    _______    ______    _______    __________    __________    __________    ___________    _________    _______    _______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    ___________    ___________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val           3.5158       1.4915     0.42422      -18.31    14.831          0     0.0067917       0.99321    6.9529e-19    -2.5246e-34     -0.70573    0.18092      1.043    1.9055    1.9055    1.9055    2.7471    2.7471    3.5629    4.3516    4.3516    5.1125    5.1125    5.1125    5.8421    6.5261    7.0924          2.2245                   1             0.0020753             0.18123              0.0021317           0.078913               0.34052              0.98669          -0.0002297    -5.5884e-05    0.017868    0.083479     0.083479     0.083479      0.22674      0.22674      0.44011      0.66705      0.66705      0.84313      0.84313      0.84313      0.94388      0.98657          1     
    cl_mt_pol_a    -0.00061387    0.0076776     -12.507     -19.512    46.912    0.99329     0.0067125    4.0699e-31    1.5088e-33    -2.5246e-34    -0.088168          0          0         0         0         0         0         0         0         0         0         0         0         0         0         0         0       0.0020753             0.18123            5.8946e-05                   1             6.2019e-05              0.446            0.00025565               0.1439             0.26167              1           1           1            1            1            1            1            1            1            1            1            1            1            1            1          1     
    cl_mt_coh          0.11048     0.018112     0.16394     -19.968    50.122          0    0.00098481       0.99902     4.197e-34    -1.3546e-34    0.0057421     0.0544     0.0768    0.0768    0.0992    0.0992    0.0992    0.0992    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216    0.1216       0.0021317            0.078913            6.2019e-05               0.446             0.00032805                  1            0.00027055             0.064554         -0.00031171      0.0087674    0.062348    0.062348      0.29304      0.29304      0.29304      0.29304            1            1            1            1            1            1            1            1          1     
    cl_mt_pol_c         1.2799      0.23139     0.18078        0.01     5.124          0             0             1    8.9631e-17    -2.5246e-34      0.77097    0.85764    0.94413    1.0393    1.0393    1.0393    1.1441    1.1441    1.2595    1.3865    1.3865    1.5264    1.5264    1.5264    1.6803    1.8497    2.0363         0.34052             0.98669            0.00025565              0.1439             0.00027055           0.064554              0.053543                    1          0.00067635       0.019135    0.064199     0.16247      0.16247      0.16247      0.32637      0.32637      0.53355      0.73218      0.73218      0.87658      0.87658      0.87658      0.95617      0.98941          1     

xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.2
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
it_a_n = 750, it_z_n = 55
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Elapsed time is 20.774161 seconds.
Elapsed time is 6.081923 seconds.
                    mean        sd       coefofvar      min       max       pYis0       pYls0      pYgr0      pYisMINY      pYisMAXY      p0_1        p1         p5         p10        p15        p20        p25        p35        p50         p65        p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1     fracByP1     fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    _______    _________    _______    ______    ________    _______    _______    __________    __________    _______    _______    _______    _______    _______    _______    _______    _______    ________    ________    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    __________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      -2.5818     8.8217     -3.4168     -26.675    17.156           0    0.56759    0.43241    0.00048079    8.7562e-06    -25.735    -22.572    -18.499    -15.209    -12.643    -10.567    -8.8087     -5.785      -1.598      2.1672    3.8969     5.831    6.6506    8.5614    10.423    13.769     15.76         77.822                   1               53.417               0.81411               59.465             0.85713               4.9222               0.72117            0.019941       0.13022     0.40926     0.73207       1.0007       1.2258       1.4126       1.6948       1.9112       1.9027       1.7806       1.6874       1.5649       1.4228       1.2412        1.057       1.0063   
    cl_mt_pol_a    -1.7386     7.4377      -4.278     -19.512     49.02    0.037658    0.60571    0.35663    2.8441e-05    1.2792e-05    -18.868    -18.265    -15.253    -11.903    -9.1324    -6.9987    -5.2909    -2.7755    -0.76815    0.091625    1.0079    1.8325    3.2069    5.4975    10.262    22.173    35.917         53.417             0.81411                55.32                     1               54.164             0.92599               3.9272               0.68246            0.020492       0.23607     0.49582     0.88225       1.1866       1.4177         1.59        1.817       1.9573       1.9767       1.9495       1.9117       1.8401       1.7173       1.4976       1.1616       1.0228   
    cl_mt_coh      -1.8919     7.8644     -4.1569     -19.968    50.122           0    0.58964    0.41036     3.417e-05    8.2719e-06    -19.923    -19.878    -16.372     -12.82    -9.8073    -7.4709    -5.5793    -2.8915    -0.71952     0.19266    1.1272    1.9908    3.3926    5.7291    10.566    22.716    36.757         59.465             0.85713               54.164               0.92599               61.849                   1               4.4502               0.73138            0.021955       0.23145     0.49201     0.87529        1.174       1.4027       1.5783       1.7936       1.9253       1.9368        1.907       1.8663       1.7963       1.6782       1.4717        1.153       1.0214   
    cl_mt_pol_c      1.433    0.77369     0.53991        0.01    7.7508           0          0          1      0.021559    8.7562e-06       0.01       0.01    0.91485    0.94285    0.96393     0.9812     0.9999     1.0359      1.0903      1.3567    1.6279    1.8681    2.0862    2.5106    3.0329    4.3628    5.5921         4.9222             0.72117               3.9272               0.68246               4.4502             0.73138              0.59859                     1          0.00015045    0.00015045    0.017614     0.05031     0.083427      0.11752      0.15188      0.22351      0.33427      0.45876      0.56132      0.62282      0.69245      0.77128      0.86602      0.96571       0.9959   

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fl_z_wage_rho = 0.95
fl_z_wage_sig = 0.35
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it_a_n = 750, it_z_n = 55
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Elapsed time is 21.991021 seconds.
Elapsed time is 40.407466 seconds.
                    mean        sd      coefofvar      min       max       pYis0       pYls0      pYgr0      pYisMINY     pYisMAXY      p0_1        p1         p5         p10        p15        p20        p25        p35        p50        p65        p75       p80       p85       p90       p95       p99      p99_9     fl_cov_cl_mt_val    fl_cor_cl_mt_val    fl_cov_cl_mt_pol_a    fl_cor_cl_mt_pol_a    fl_cov_cl_mt_coh    fl_cor_cl_mt_coh    fl_cov_cl_mt_pol_c    fl_cor_cl_mt_pol_c    fracByP0_1    fracByP1    fracByP5    fracByP10    fracByP15    fracByP20    fracByP25    fracByP35    fracByP50    fracByP65    fracByP75    fracByP80    fracByP85    fracByP90    fracByP95    fracByP99    fracByP99_9
                   _______    ______    _________    _______    ______    ________    _______    _______    __________    _________    _______    _______    _______    _______    _______    _______    _______    _______    _______    ________    ______    ______    ______    ______    ______    ______    ______    ________________    ________________    __________________    __________________    ________________    ________________    __________________    __________________    __________    ________    ________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    _________    ___________

    cl_mt_val      -5.7302    11.266     -1.9661     -29.837    18.652           0    0.67141    0.32859    0.00053009    0.0029794    -29.192    -26.682    -22.945    -20.437    -18.007    -16.077    -14.302    -11.328     -6.938    -0.75836    3.2204    5.3379    7.6189    10.334    13.516    17.307    18.652         126.92                   1               124.93               0.81451               134.24             0.84243               11.689               0.64335           0.011712     0.078923     0.22358     0.41228        0.586      0.72791      0.86093        1.083       1.3232       1.4298       1.4134       1.3741       1.3191       1.2403       1.1375       1.0204          1     
    cl_mt_pol_a    0.34424    13.615      39.551     -19.512     49.02    0.051455    0.61613    0.33241    4.4789e-05    0.0092612    -18.868    -18.561    -16.131    -13.741    -11.536    -9.5592    -7.7668    -4.8649    -1.8215           0    3.1153    6.3222    10.903    18.233    31.428    48.745     49.02         124.93             0.81451               185.36                     1               185.32             0.96235               16.627               0.75725           -0.16741     -0.66517     -2.6259     -4.8649       -6.633      -8.1432      -9.3879      -11.198      -12.599      -12.918      -12.575      -11.897      -10.679      -8.6004      -5.0852     -0.33989          1     
    cl_mt_coh      0.16527    14.144      85.579     -19.968    50.122           0    0.61472    0.38528    5.4893e-05    0.0059889    -19.923    -19.901    -17.377    -14.854    -12.424    -10.252    -8.2896    -5.2055    -1.8634      0.1216    3.2992    6.5478    11.243     18.72    32.178    49.841    50.122         134.24             0.84243               185.32               0.96235               200.05                   1               17.431               0.76413           -0.40374      -1.5054     -5.8908     -10.776      -14.909       -18.35      -21.147      -25.102      -28.182      -28.793      -28.007      -26.563      -23.913      -19.463      -11.961      -1.8529          1     
    cl_mt_pol_c      1.662    1.6127     0.97035        0.01    18.114           0          0          1      0.034239    0.0029794       0.01       0.01    0.94126    0.98575     1.0045     1.0164     1.0263      1.053     1.1078      1.2926    1.7194    1.9686     2.426    3.0361    4.2529    9.3518    18.114         11.689             0.64335               16.627               0.75725               17.431             0.76413                2.601                     1           0.000206     0.000206    0.008121    0.039849     0.067329      0.09817      0.12845      0.19104      0.28822      0.39416      0.48277      0.53727      0.60269      0.68484      0.79197      0.92268          1