Test Shock Persistence and Variance (Risky + Safe Asets + Two-Step + Interpolated Distribution)
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@include
@seealso
- SPEED risky + safe (two-step interp) overall benchmark speed testing: fsi_iwkz_ds_vecsv_speed
- PREFERENCE risky + safe (two-step interp) preference testing: fsi_iwkz_ds_vecsv_pref
- PREFERENCE risky + safe (two-step interp) preference testing cross: fsi_iwkz_ds_vecsv_pref_cross
- SHOCK risky + safe (two-step interp) shock testing: fsi_iwkz_ds_vecsv_shock
- SHOCK risky + safe (two-step interp) shock testing cross: fsi_iwkz_ds_vecsv_shock_cross
- CAPITAL risky + safe (two-step interp) capital return testing: fsi_iwkz_ds_vecsv_prod
- CAPITAL risky + safe (two-step interp) capital return testing cross: fsi_iwkz_ds_vecsv_prod_cross
- PRICE risky + safe (two-step interp) wage and interest rate testing cross: adjust wage and savings rate fsi_iwkz_ds_vecsv_price_cross
- JOINT all parameters random draws joint test fsi_iwkz_ds_vecsv_joint_rand
Contents
Set Shared Parameters
close all; clear all; ar_fl_z_rho = [0.0, 0.50, 0.99]; ar_fl_z_sig = [0.05, 0.10, 0.3]; it_a_n = 750; it_z_n = 15;
Simulate Model with schok persistence = 0.0, IID
for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(1))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(1); param_map('fl_z_sig') = fl_z_sig; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
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fl_z_rho = 0
fl_z_sig = 0.05
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Elapsed time is 0.773795 seconds.
Elapsed time is 0.381073 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 6.659 0.90191 0.13544 0.44365 53.307 0 0 1 0.011364 0 0.44365 0.44365 4.757 5.8604 6.7632 6.8635 6.8635 6.8635 6.9639 6.9639 6.9639 6.9639 6.9639 7.0642 7.0642 7.1645 7.2648 0.81343 1 4.6141e-40 4.4808e-20 0.68666 0.99115 0.12677 0.80948 0.00075709 0.00075709 0.041469 0.074547 0.14103 0.45792 0.45792 0.45792 0.86667 0.86667 0.86667 0.86667 0.86667 0.97443 0.97443 0.99743 1
cl_mt_pol_a 1.1118e-40 1.1418e-20 1.027e+20 0 40.816 1 0 1.0083e-40 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 4.6141e-40 4.4808e-20 1.3036e-40 1 2.5421e-40 2.8985e-20 7.6839e-41 3.8757e-20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 4.8563 0.76814 0.15817 0 7.1429 0.011364 0 0.98864 0.011364 0 0 0 3.0612 4.0816 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 0.68666 0.99115 2.5421e-40 2.8985e-20 0.59004 1 0.096621 0.72439 0 0 0.048883 0.07276 1 1 1 1 1 1 1 1 1 1 1 1 1
cl_mt_pol_c 1.8027 0.17364 0.096326 0.025105 5.6665 0 0 1 0 0 0.44365 0.44365 1.6612 1.6958 1.7615 1.7615 1.7615 1.7615 1.8618 1.8618 1.8618 1.8618 1.8618 1.9621 1.9621 2.0624 2.1627 0.12677 0.80948 7.6839e-41 3.8757e-20 0.096621 0.72439 0.030152 1 0.0027967 0.0027967 0.075637 0.1167 0.41712 0.41712 0.41712 0.41712 0.85221 0.85221 0.85221 0.85221 0.85221 0.97187 0.97187 0.99708 1
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fl_z_rho = 0
fl_z_sig = 0.1
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Elapsed time is 1.035032 seconds.
Elapsed time is 1.144152 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 5.7999 0.599 0.10328 0.44365 53.722 0 0 1 0.011278 0 0.44365 0.44365 5.5608 5.6612 5.6612 5.7615 5.7615 5.7615 5.8618 5.9622 5.9622 5.9622 5.9622 6.0625 6.1628 6.2632 6.4639 0.3588 1 1.691e-121 1.4415e-60 0.25054 0.96129 0.10826 0.83331 0.0008627 0.0008627 0.066758 0.13904 0.13904 0.40632 0.40632 0.40632 0.57523 0.85182 0.85182 0.85182 0.85182 0.92923 0.971 0.98981 0.99981
cl_mt_pol_a 3.7584e-122 1.9584e-61 5.2105e+60 0 41.837 1 0 3.6833e-122 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.691e-121 1.4415e-60 3.8351e-122 1 1.1692e-121 1.3721e-60 1.3832e-122 3.2565e-61 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 4.0321 0.43511 0.10791 0 7.1429 0.011278 0 0.98872 0.011278 0 0 0 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 0.25054 0.96129 1.1692e-121 1.3721e-60 0.18932 1 0.061219 0.64872 0 0 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
cl_mt_pol_c 1.7677 0.21688 0.12269 0.025261 5.68 0 0 1 0 0 0.44365 0.44365 1.4792 1.5795 1.5795 1.6799 1.6799 1.6799 1.7802 1.8805 1.8805 1.8805 1.8805 1.9809 2.0812 2.1815 2.3822 0.10826 0.83331 1.3832e-122 3.2565e-61 0.061219 0.64872 0.047039 1 0.0028305 0.0028305 0.057474 0.12401 0.12401 0.3806 0.3806 0.3806 0.54952 0.8368 0.8368 0.8368 0.8368 0.92009 0.96663 0.98813 0.99999
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fl_z_rho = 0
fl_z_sig = 0.3
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Elapsed time is 0.738699 seconds.
Elapsed time is 0.431346 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 6.4859 1.4638 0.22569 0.44365 56.558 0 0 1 0.010695 0 0.44365 0.44365 4.3516 4.6522 5.1533 5.4539 5.5541 5.9549 6.4559 7.0571 7.3578 7.6584 7.959 8.1594 8.7606 9.8629 11.266 2.1427 1 0.046689 0.2572 1.7235 0.9682 0.37255 0.6599 0.00073157 0.00073157 0.030151 0.063269 0.10938 0.1672 0.20772 0.30701 0.41846 0.61648 0.68702 0.77388 0.81159 0.8654 0.93474 0.98422 0.99835
cl_mt_pol_a 0.010629 0.12401 11.667 0 42.857 0.9915 0 0.0084997 0.9915 1.4929e-191 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2.0408 0.046689 0.2572 0.015378 1 0.026088 0.17299 0.0052229 0.1092 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.91839
cl_mt_pol_k 4.6884 1.2161 0.25938 0 7.1429 0.010695 0 0.9893 0.010695 5.8589e-59 0 0 3.0612 3.0612 3.0612 4.0816 4.0816 4.0816 5.102 5.102 5.102 6.1224 6.1224 6.1224 6.1224 7.1429 7.1429 1.7235 0.9682 0.026088 0.17299 1.4788 1 0.21858 0.46604 0 0 0.09753 0.09753 0.09753 0.36327 0.36327 0.36327 0.69874 0.69874 0.69874 0.93269 0.93269 0.93269 0.93269 1 1
cl_mt_pol_c 1.7869 0.38568 0.21584 0.024467 6.5581 0 0 1 0 0 0.44365 0.44365 1.1902 1.3539 1.3722 1.4724 1.4908 1.5543 1.7547 1.9551 2.0737 2.1739 2.2557 2.2741 2.3559 2.6382 2.8202 0.37255 0.6599 0.0052229 0.1092 0.21858 0.46604 0.14875 1 0.0026554 0.0026554 0.030947 0.079453 0.10715 0.16594 0.18446 0.27286 0.41572 0.60964 0.68589 0.78092 0.85577 0.88646 0.94222 0.99248 0.99951
Simulate Model with schok persistence = 0.5
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(2))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(2); param_map('fl_z_sig') = fl_z_sig; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all;
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fl_z_rho = 0.5
fl_z_sig = 0.05
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Elapsed time is 0.896022 seconds.
Elapsed time is 0.376277 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 6.6628 0.90416 0.1357 0.44365 53.367 0 0 1 0.011342 0 0.44365 0.44365 4.7537 5.8562 6.7583 6.7583 6.8586 6.8586 6.9588 6.9588 6.9588 7.059 7.059 7.059 7.1593 7.1593 7.2595 0.8175 1 5.2869e-19 1.5124e-09 0.68496 0.98797 0.13254 0.77742 0.00075523 0.00075523 0.041304 0.074378 0.20849 0.20849 0.45641 0.45641 0.75513 0.75513 0.75513 0.93601 0.93601 0.93601 0.99093 0.99093 0.99986
cl_mt_pol_a 1.4649e-19 3.8663e-10 2.6393e+09 0 41.837 1 0 1.4356e-19 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 5.2869e-19 1.5124e-09 1.4948e-19 1 3.2879e-19 1.109e-09 5.0428e-20 6.9174e-10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 4.8571 0.7668 0.15787 0 8.1633 0.011342 0 0.98866 0.011342 0 0 0 3.0612 4.0816 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 5.102 0.68496 0.98797 3.2879e-19 1.109e-09 0.58798 1 0.096983 0.67078 0 0 0.048836 0.072664 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987 0.99987
cl_mt_pol_c 1.8057 0.18855 0.10442 0.024639 5.6261 0 0 1 0 0 0.44365 0.44365 1.6563 1.6563 1.6563 1.6924 1.7565 1.7565 1.8568 1.8568 1.8568 1.957 1.957 1.957 2.0572 2.0572 2.1575 0.13254 0.77742 5.0428e-20 6.9174e-10 0.096983 0.67078 0.035552 1 0.0027867 0.0027867 0.1371 0.1371 0.1371 0.17694 0.41123 0.41123 0.73358 0.73358 0.73358 0.9296 0.9296 0.9296 0.98987 0.98987 0.99997
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fl_z_rho = 0.5
fl_z_sig = 0.1
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Elapsed time is 1.022709 seconds.
Elapsed time is 1.136250 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 5.805 0.61427 0.10582 0.44365 53.869 0 0 1 0.011236 0 0.44365 0.44365 5.5557 5.6559 5.6559 5.6559 5.6559 5.7561 5.8564 5.9566 6.0568 6.0568 6.0568 6.1571 6.2573 6.3575 6.558 0.37732 1 3.2729e-44 4.8252e-22 0.25122 0.93885 0.12611 0.80746 0.00085871 0.00085871 0.067693 0.25308 0.25308 0.25308 0.25308 0.40401 0.57203 0.72822 0.84947 0.84947 0.84947 0.92806 0.97059 0.98978 1
cl_mt_pol_a 1.1949e-44 1.1042e-22 9.2409e+21 0 43.878 1 0 1.171e-44 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3.2729e-44 4.8252e-22 1.2193e-44 1 1.2802e-44 2.6614e-22 7.7342e-45 2.7548e-22 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_k 4.0307 0.43561 0.10807 0 9.1837 0.011236 0 0.98876 0.011236 3.2657e-66 0 0 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 4.0816 0.25122 0.93885 1.2802e-44 2.6614e-22 0.18975 1 0.061463 0.55496 0 0 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
cl_mt_pol_c 1.7743 0.25425 0.1433 0.024652 5.7095 0 0 1 0 0 0.44365 0.44365 1.474 1.5743 1.5743 1.5743 1.5743 1.6745 1.7747 1.875 1.9752 1.9752 1.9752 2.0754 2.1757 2.2759 2.4764 0.12611 0.80746 7.7342e-45 2.7548e-22 0.061463 0.55496 0.064644 1 0.0028094 0.0028094 0.056353 0.22549 0.22549 0.22549 0.22549 0.37038 0.53778 0.70001 0.82976 0.82976 0.82976 0.91665 0.96512 0.98761 1
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fl_z_rho = 0.5
fl_z_sig = 0.3
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Elapsed time is 1.009475 seconds.
Elapsed time is 0.571452 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 6.3686 2.3088 0.36252 0.44365 57.597 0 0 1 0.010508 0 0.44365 0.44365 3.7525 4.1536 4.3542 4.4544 4.655 5.1563 5.8582 6.8609 7.6631 8.1644 8.6658 9.4679 10.571 13.378 17.389 5.3304 1 0.80919 0.52563 3.6872 0.94053 0.834 0.77422 0.000732 0.000732 0.025193 0.066093 0.098462 0.13627 0.17652 0.25805 0.36592 0.52029 0.62899 0.70679 0.7584 0.82809 0.9054 0.97698 0.99713
cl_mt_pol_a 0.15967 0.6668 4.1761 0 46.939 0.91804 0 0.081964 0.91804 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 3.0612 7.1429 0.80919 0.52563 0.44462 1 0.27608 0.24384 0.088492 0.28444 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.27563 0.70593 0.94915
cl_mt_pol_k 4.4238 1.698 0.38384 0 15.306 0.010508 0 0.98949 0.010508 8.3369e-17 0 0 2.0408 3.0612 3.0612 3.0612 3.0612 3.0612 4.0816 5.102 5.102 6.1224 6.1224 7.1429 7.1429 9.1837 11.224 3.6872 0.94053 0.27608 0.24384 2.8833 1 0.52781 0.66621 0 0 0.025096 0.24541 0.24541 0.24541 0.24541 0.24541 0.45205 0.62491 0.62491 0.81586 0.81586 0.92191 0.92191 0.98434 0.99778
cl_mt_pol_c 1.7851 0.46658 0.26137 0.024858 7.5974 0 0 1 0 0 0.44365 0.44365 1.0924 1.2752 1.2929 1.3932 1.4581 1.5938 1.7589 1.9771 2.0951 2.1777 2.2779 2.3605 2.5433 2.909 3.1861 0.834 0.77422 0.088492 0.28444 0.52781 0.66621 0.21769 1 0.0026115 0.0026115 0.041754 0.067199 0.099656 0.16146 0.17803 0.29263 0.40121 0.57215 0.67138 0.75845 0.7887 0.87498 0.93495 0.98609 0.99815
Simulate Model with schok persistence = 0.99 (very persistent)
close all for fl_z_sig = ar_fl_z_sig disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(['fl_z_rho = ' num2str(ar_fl_z_rho(3))]); disp(['fl_z_sig = ' num2str(fl_z_sig)]); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp('xxxxxxxxxxxxxxxxxxxxxxxxxxx'); disp(''); disp(''); disp(''); disp(''); % Call Default Parameters <https://fanwangecon.github.io/CodeDynaAsset/m_akz/paramfunc/html/ffs_akz_set_default_param.html ffs_akz_set_default_param> bl_input_override = true; it_param_set = 9; [param_map, support_map] = ffs_akz_set_default_param(it_param_set); % Simulation Accuracy param_map('it_a_n') = it_a_n; param_map('it_z_n') = it_z_n; param_map('fl_z_rho') = ar_fl_z_rho(3); param_map('fl_z_sig') = fl_z_sig; % Display Parameters support_map('bl_display') = false; support_map('bl_display_final') = false; support_map('bl_time') = true; support_map('bl_profile') = false; support_map('bl_graph_coh_t_coh') = true; % Call Grid Generator <https://fanwangecon.github.io/CodeDynaAsset/m_az/paramfunc/html/ffs_akz_get_funcgrid.html ffs_akz_get_funcgrid> [armt_map, func_map] = ffs_akz_get_funcgrid(param_map, support_map, bl_input_override); % Call Dynamic Programming Problem <https://fanwangecon.github.io/CodeDynaAsset/m_az/solve/html/ff_iwkz_vf_vecsv.html ff_iwkz_vf_vecsv> result_map = ff_iwkz_vf_vecsv(param_map, support_map, armt_map, func_map); % Call Distribution CProgram result_map = ff_iwkz_ds_vec(param_map, support_map, armt_map, func_map, result_map, bl_input_override); % Snap snapnow; end % close all close all; clear all;
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fl_z_rho = 0.99
fl_z_sig = 0.05
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Elapsed time is 0.886738 seconds.
Elapsed time is 1.402931 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 6.1914 3.952 0.6383 0.44365 57.552 0 0 1 0.010625 0 0.44365 0.44365 1.8463 2.0467 2.8482 3.9503 4.1507 4.4512 5.1526 5.9541 8.1583 8.4588 9.2604 11.064 13.969 22.786 24.89 15.618 1 -0.097134 -0.11816 12.022 0.99485 3.6933 0.95505 0.00076131 0.00076131 0.016718 0.030438 0.048845 0.07346 0.12662 0.20775 0.29226 0.43517 0.58242 0.62873 0.69928 0.76234 0.85155 0.96138 1
cl_mt_pol_a 0.044224 0.20802 4.7037 0 48.98 0.9567 0 0.043302 0.9567 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 1.0204 -0.097134 -0.11816 0.043271 1 -0.10204 -0.16043 -0.038363 -0.18847 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.90964 0.99692
cl_mt_pol_k 4.3042 3.0578 0.71041 0 30.612 0.010625 0 0.98938 0.010625 0 0 0 1.0204 1.0204 1.0204 2.0408 3.0612 3.0612 3.0612 4.0816 6.1224 6.1224 6.1224 8.1633 10.204 17.347 18.367 12.022 0.99485 -0.10204 -0.16043 9.35 1 2.7741 0.92715 0 0 0.0333 0.0333 0.0333 0.069946 0.26624 0.26624 0.26624 0.47032 0.68099 0.68099 0.68099 0.80248 0.84756 0.95959 1
cl_mt_pol_c 1.843 0.97852 0.53094 0.024379 9.9118 0 0 1 0 0 0.44365 0.44365 0.8259 0.92609 1.0263 1.0894 1.1896 1.3715 1.5904 1.8725 2.173 2.3996 2.7371 3.1379 3.9024 5.4205 6.5226 3.6933 0.95505 -0.038363 -0.18847 2.7741 0.92715 0.95751 1 0.0025576 0.0025576 0.029607 0.04858 0.07942 0.10984 0.16292 0.22575 0.32117 0.46751 0.57636 0.63942 0.72118 0.79936 0.88913 0.97739 1
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fl_z_rho = 0.99
fl_z_sig = 0.1
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Elapsed time is 0.871286 seconds.
Elapsed time is 1.361217 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 8.1299 12.094 1.4875 0.44365 70.503 0 0 1 0.0093333 0.005933 0.44365 1.4459 1.5462 1.5462 1.6464 1.7466 1.7466 2.0473 3.25 5.3548 8.5621 10.567 14.175 20.89 34.722 64.189 70.503 146.25 1 5.3201 0.2985 108.39 0.99154 32.545 0.97573 0.00050932 0.002007 0.021144 0.021144 0.037083 0.054383 0.054383 0.084058 0.12653 0.20003 0.28972 0.35172 0.41289 0.54616 0.6843 0.94161 1
cl_mt_pol_a 0.27696 1.4738 5.3212 0 50 0.91067 0 0.089327 0.91067 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 8.1633 18.367 5.3201 0.2985 2.172 1 2.4477 0.18374 0.70041 0.17231 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.16284 0.55721 0.93586
cl_mt_pol_k 5.6745 9.039 1.5929 0 50 0.01702 0 0.98298 0.01702 0.010837 0 0 1.0204 1.0204 1.0204 1.0204 1.0204 1.0204 2.0408 3.0612 6.1224 7.1429 10.204 15.306 25.51 50 50 108.39 0.99154 2.4477 0.18374 81.704 1 24.238 0.97223 0 0 0.073599 0.073599 0.073599 0.073599 0.073599 0.073599 0.1377 0.16263 0.27117 0.32911 0.40595 0.53306 0.69553 1 1
cl_mt_pol_c 2.1784 2.7581 1.2661 0.024609 20.503 0 0 1 0 0 0.42552 0.44365 0.52575 0.52575 0.62598 0.72621 0.72621 0.92666 1.2092 1.7381 2.4397 2.8225 3.6701 5.0744 7.3082 14.189 20.503 32.545 0.97573 0.70041 0.17231 24.238 0.97223 7.6069 1 0.0016449 0.0035458 0.027832 0.027832 0.050923 0.077872 0.077872 0.13088 0.18504 0.2914 0.37742 0.42124 0.50045 0.59129 0.72923 0.9315 1
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fl_z_rho = 0.99
fl_z_sig = 0.3
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Elapsed time is 1.157192 seconds.
Elapsed time is 8.704028 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_coh fl_cor_cl_mt_coh fl_cov_cl_mt_pol_a fl_cor_cl_mt_pol_a fl_cov_cl_mt_pol_k fl_cor_cl_mt_pol_k 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_coh 3.5572 15.189 4.2701 0.44365 197.35 0 0 1 0.79571 0.0024634 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 1.4442 1.5442 2.5448 12.05 70.781 197.35 230.72 1 20.908 0.36144 93.663 0.90242 116.15 0.89663 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.099239 0.11693 0.12642 0.15696 0.22336 0.70756 1
cl_mt_pol_a 0.81319 3.8084 4.6833 0 50 0.87004 0 0.12996 0.87004 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 4.0816 25.51 37.755 20.908 0.36144 14.504 1 4.9791 0.19134 1.4254 0.043886 0 0 0 0 0 0 0 0 0 0 0 0 0 0.057256 0.15009 0.74532 0.95153
cl_mt_pol_k 1.3128 6.833 5.2048 0 50 0.88401 0 0.11599 0.88401 0.015431 0 0 0 0 0 0 0 0 0 0 0 0 0 1.0204 2.0408 50 50 93.663 0.90242 4.9791 0.19134 46.691 1 41.993 0.72061 0 0 0 0 0 0 0 0 0 0 0 0 0 0.037828 0.063544 1 1
cl_mt_pol_c 1.4312 8.5283 5.9589 0.023556 147.35 0 0 1 0 0.0024634 0.42377 0.42377 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.44365 0.50394 0.56423 1.9855 20.781 147.35 116.15 0.89663 1.4254 0.043886 41.993 0.72061 72.732 1 0.012784 0.012784 0.25944 0.25944 0.25944 0.25944 0.25944 0.25944 0.25944 0.25944 0.25944 0.25944 0.26832 0.28187 0.31965 0.53994 1
