For + Inf + Borr + Save, Test Preference No Default (Save + Borr Distribution)
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Contents
Common Parameters
% Preference Arrays ar_fl_beta = [0.94, 0.96, 0.98]; ar_fl_crra = [1, 1.5, 2.0]; % Accuracy ar_it_a_n = [750]; ar_it_z_n = [15]; % Accuracy ar_it_a_n_hg = [750, 1250, 2250]; ar_it_z_n_hg = [15, 19, 27]; % Borrowing/Savings Parameters bl_default = false; bl_bridge = true; bl_rollover = true; fl_b_bd = -20; fl_c_min = 0.01; % cmin so low default exists but never chosen fl_r_fsv = 0.02; fl_r_inf = 0.065; fl_r_fbr = 0.045; % which group to simulate ar_it_test_grp = [5]; it_simu_vec_len = 4;
Set Overriding Parameter Map
param_map = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map('bl_default') = bl_default; param_map('bl_bridge') = bl_bridge; param_map('bl_rollover') = bl_rollover; % Key borrowing float controls param_map('fl_b_bd') = fl_b_bd; param_map('fl_c_min') = fl_c_min; % Interest Rate Simulate Controls param_map('fl_r_fsv') = fl_r_fsv; param_map('fl_r_inf') = fl_r_inf; param_map('fl_r_inf_bridge') = fl_r_inf; param_map('fl_r_fbr') = fl_r_fbr;
Set Support Map
support_map = containers.Map('KeyType','char', 'ValueType','any'); % no overriding changes needed
Append to Parameter Arrays
param_test_array_map = containers.Map('KeyType','char', 'ValueType','any'); param_test_array_map('ar_fl_crra') = ar_fl_crra;
Simulate Model with Discount Low
param_map('fl_beta') = ar_fl_beta(1);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.94 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 0 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 1.907619 seconds. Elapsed time is 0.328461 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ _________ _______ ________ __________ __________ ________ ________ ________ ________ ________ ________ ________ _________ _________ ________ _______ ________ ________ __________ _______ ______ ______ cl_mt_pol_a -2.9349 2.429 -0.82762 -10.327 48.226 0.0087477 0.90056 0.090688 5.1084e-08 1.1604e-35 -8.3909 -8.0683 -7.2618 -6.536 -5.8908 -5.3262 -4.7617 -3.7939 -2.5035 -1.6163 -1.0517 -0.89044 -0.40654 -0.0032879 0.48061 1.8517 3.7066 cl_mt_pol_coh -1.6549 2.6257 -1.5866 -9.8819 53.286 0 0.71013 0.28987 5.6508e-09 1.1604e-35 -7.7185 -7.2002 -6.265 -5.4113 -4.7383 -4.1355 -3.6332 -2.6414 -1.351 -0.32687 0.25988 0.58461 1.0442 1.5281 2.2504 3.8936 6.0084 cl_mt_pol_c 1.1096 0.36702 0.33077 0.01 6.0057 0 0 1 3.3943e-08 1.1604e-35 0.10863 0.36133 0.5653 0.69078 0.74779 0.81951 0.89274 0.96499 1.0584 1.1969 1.3247 1.3871 1.4843 1.6052 1.7868 2.1528 2.4508 cl_mt_pol_b_bridge -2.1731 2.283 -1.0505 -10.524 0 0.28987 0.71013 0 5.6508e-09 0.28987 -8.2202 -7.6683 -6.6722 -5.7631 -5.0463 -4.4043 -3.8693 -2.8131 -1.4388 -0.34812 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.086135 0.14159 -1.6439 -0.78752 0 0.51586 0.48414 0 9.2693e-06 0.51586 -0.58653 -0.56556 -0.42111 -0.29363 -0.24259 -0.16391 -0.12197 -0.067431 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.82173 0.42833 -0.52126 -1.045 0 0.21366 0.78634 0 0.78634 0.21366 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 cl_mt_pol_for_save 0.14608 0.34484 2.3605 0 48.226 0.49289 0 0.50711 0.49289 1.1604e-35 0 0 0 0 0 0 0 0 0.0045565 0.088436 0.19458 0.23866 0.28966 0.34113 0.48061 1.8517 3.7066 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.247012 seconds. Elapsed time is 0.137481 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ __________ ________ ________ _______ _______ ______ ______ ______ cl_mt_pol_a -2.5264 2.5117 -0.99415 -10.327 48.952 0.009061 0.84784 0.1431 6.4128e-08 -1.9659e-35 -8.4716 -7.9877 -7.0199 -6.1327 -5.4069 -4.8423 -4.3584 -3.3906 -2.1809 -1.2937 -0.80979 -0.40654 0 0.39996 1.1258 2.9808 5.3196 cl_mt_pol_coh -1.2464 2.7083 -2.1728 -9.8819 53.286 0 0.65471 0.34529 7.0932e-09 -2.6141e-35 -7.7185 -7.0733 -5.9502 -5.0609 -4.321 -3.7138 -3.206 -2.2382 -0.97207 -0.0042688 0.64093 1.0442 1.4696 2.012 2.8957 4.917 7.4962 cl_mt_pol_c 1.1301 0.35825 0.31699 0.01 5.2941 0 0 1 4.2615e-08 -2.6141e-35 0.1652 0.38058 0.5914 0.71602 0.77326 0.82979 0.90862 0.98619 1.0818 1.2376 1.3524 1.402 1.4926 1.618 1.8001 2.087 2.3723 cl_mt_pol_b_bridge -1.9091 2.1799 -1.1418 -10.524 0 0.34529 0.65471 0 7.0932e-09 0.34529 -8.2202 -7.5331 -6.337 -5.3899 -4.6019 -3.9552 -3.4144 -2.3836 -1.0353 -0.0045463 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.081261 0.14123 -1.7379 -0.70686 0 0.54481 0.45519 0 8.6087e-06 0.54481 -0.58653 -0.56784 -0.42629 -0.29487 -0.19325 -0.14818 -0.10952 -0.043577 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.76167 0.46455 -0.60991 -1.045 0 0.27113 0.72887 0 0.72887 0.27113 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.22561 0.55268 2.4497 0 48.952 0.46425 0 0.53575 0.46425 -1.9659e-35 0 0 0 0 0 0 0 0 0.024573 0.15456 0.23521 0.27822 0.32589 0.43226 1.1258 2.9808 5.3196 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.633056 seconds. Elapsed time is 0.147432 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ ________ _________ _________ ________ ________ ________ _______ _______ _______ ______ ______ ______ cl_mt_pol_a -2.0997 2.5902 -1.2336 -10.327 49.516 0.010196 0.79423 0.19558 6.5919e-08 2.1893e-35 -8.4716 -7.8264 -6.6166 -5.7295 -5.0036 -4.3584 -3.8745 -2.9874 -1.7776 -0.97109 -0.32589 0 0.39996 0.88387 1.8517 4.0292 6.7714 cl_mt_pol_coh -0.8197 2.7861 -3.399 -9.8819 53.286 0 0.59887 0.40113 7.2911e-09 2.1893e-35 -7.7083 -6.9018 -5.6276 -4.6577 -3.8751 -3.2338 -2.746 -1.8349 -0.62515 0.31872 1.0446 1.4439 1.8773 2.5202 3.5687 5.9339 8.9118 cl_mt_pol_c 1.1508 0.34958 0.30378 0.01 4.7406 0 0 1 4.3806e-08 2.1893e-35 0.17012 0.39579 0.62183 0.73752 0.79919 0.85058 0.9189 1.0105 1.1076 1.256 1.3779 1.4275 1.5326 1.6262 1.7691 2.0437 2.2875 cl_mt_pol_b_bridge -1.6505 2.0543 -1.2446 -10.524 0 0.40113 0.59887 0 7.2911e-09 0.40113 -8.2094 -7.3504 -5.9934 -4.9604 -4.127 -3.444 -2.9245 -1.9542 -0.66578 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.072557 0.1341 -1.8482 -0.70686 0 0.57491 0.42509 0 6.0713e-06 0.57491 -0.58653 -0.56784 -0.40654 -0.25957 -0.16459 -0.13204 -0.087394 -0.032136 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.71097 0.48733 -0.68544 -1.045 0 0.31965 0.68035 0 0.68035 0.31965 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.33435 0.78099 2.3358 0 49.516 0.43528 0 0.56472 0.43528 2.1893e-35 0 0 0 0 0 0 0 0 0.056983 0.1795 0.26869 0.32111 0.42178 0.88387 1.8517 4.0292 6.7714 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.054109 seconds. Elapsed time is 0.275037 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ _________ _______ _______ __________ _________ ________ ________ ________ ________ ________ ________ _________ __________ ________ ________ _______ _______ _______ ______ ______ ______ ______ cl_mt_pol_a -1.5411 2.6601 -1.7262 -10.327 49.839 0.0099491 0.7217 0.26835 6.2567e-08 1.101e-36 -8.3909 -7.5038 -6.2134 -5.2456 -4.3584 -3.7939 -3.2293 -2.4228 -1.2937 -0.48719 0.15801 0.48061 0.96452 1.5291 2.6582 5.0777 8.2231 cl_mt_pol_coh -0.26106 2.8551 -10.937 -9.8819 53.286 0 0.52517 0.47483 6.9204e-09 1.101e-36 -7.6237 -6.6176 -5.1659 -4.1159 -3.2866 -2.6414 -2.1008 -1.2175 -0.14338 0.82656 1.5297 1.9329 2.4396 3.1633 4.3524 6.9924 10.289 cl_mt_pol_c 1.1771 0.33991 0.28876 0.01 4.4243 0 0 1 4.1578e-08 1.101e-36 0.25077 0.42002 0.66335 0.77285 0.83517 0.88592 0.94078 1.0351 1.1519 1.2843 1.3959 1.4696 1.5436 1.6404 1.7688 1.9981 2.26 cl_mt_pol_b_bridge -1.3312 1.8798 -1.4121 -10.524 0 0.47483 0.52517 0 6.9204e-09 0.47483 -8.1192 -7.0478 -5.5017 -4.3834 -3.5002 -2.8131 -2.2373 -1.2967 -0.1527 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.064024 0.12782 -1.9964 -0.62621 0 0.63384 0.36616 0 4.3586e-06 0.63384 -0.58653 -0.56784 -0.40654 -0.22994 -0.15795 -0.10059 -0.080273 -0.0067439 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.63323 0.51063 -0.80639 -1.045 0 0.39404 0.60596 0 0.60596 0.39404 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.48738 1.0371 2.1278 0 49.839 0.37611 0 0.62389 0.37611 1.101e-36 0 0 0 0 0 0 0 0 0.099981 0.23521 0.34208 0.48061 0.96452 1.5291 2.6582 5.0777 8.2231 ans = Map with properties: Count: 22 KeyType: char ValueType: any
Simulate Model with Discount Medium
param_map('fl_beta') = ar_fl_beta(2);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.96 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 0 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.051180 seconds. Elapsed time is 0.256538 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ _______ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ _________ ________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 0.1071 1.7662 16.491 -10.327 49.839 0.028607 0.47746 0.49393 6.9923e-11 2.1239e-35 -5.7295 -3.8745 -2.5035 -1.8582 -1.455 -1.1324 -0.97109 -0.48719 0 0.48061 0.88387 1.2065 1.6097 2.2549 3.3034 5.6422 8.6263 cl_mt_pol_coh 1.3871 2.0066 1.4466 -9.8819 53.286 0 0.22569 0.77431 7.7347e-12 2.1239e-35 -4.8856 -2.9258 -1.5547 -0.86923 -0.4256 -0.12717 0.15703 0.64093 1.2277 1.8146 2.3568 2.7378 3.2183 3.8673 4.9976 7.5228 10.702 cl_mt_pol_c 1.2623 0.32477 0.25728 0.01 4.4243 0 0 1 4.6459e-11 2.1239e-35 0.51355 0.64532 0.79159 0.86853 0.92056 0.97686 1.0177 1.0984 1.2138 1.3973 1.494 1.5468 1.6357 1.6995 1.8397 2.0602 2.291 cl_mt_pol_b_bridge -0.24072 0.65026 -2.7013 -10.524 0 0.77431 0.22569 0 7.7347e-12 0.77431 -5.2031 -3.1159 -1.6558 -0.92573 -0.45327 -0.13544 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.042148 0.11725 -2.7818 -0.5914 0 0.81336 0.18664 0 4.5181e-15 0.81336 -0.56784 -0.56784 -0.32589 -0.16459 -0.082848 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.34349 0.49088 -1.4291 -1.045 0 0.6713 0.3287 0 0.3287 0.6713 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 0.73345 1.2001 1.6362 0 49.839 0.21525 0 0.78475 0.21525 2.1239e-35 0 0 0 0 0 0 0.044572 0.096755 0.23521 0.48061 0.88387 1.2065 1.6097 2.2549 3.3034 5.6422 8.6263 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.546195 seconds. Elapsed time is 0.293846 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ __________ ________ ________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 0.3917 2.2364 5.7095 -10.327 50 0.017864 0.43924 0.54289 7.3793e-10 1.1111e-34 -6.8586 -4.923 -2.9067 -2.0195 -1.455 -1.1324 -0.97109 -0.40654 0.15801 0.80322 1.4484 1.8517 2.4162 3.1421 4.4325 7.2553 10.885 cl_mt_pol_coh 1.6717 2.4519 1.4667 -9.8819 53.286 0 0.22188 0.77812 8.162e-11 3.6437e-35 -5.9724 -3.9339 -1.9015 -0.99015 -0.46598 -0.103 0.17923 0.74378 1.4439 2.1737 2.8957 3.3267 3.9295 4.7541 6.1217 9.1057 12.864 cl_mt_pol_c 1.2664 0.31078 0.24541 0.01 4.2662 0 0 1 4.9041e-10 3.6437e-35 0.45039 0.65845 0.79673 0.87337 0.9257 0.98584 1.0293 1.1135 1.2451 1.3997 1.4949 1.5531 1.6028 1.6768 1.7935 2.0064 2.2284 cl_mt_pol_b_bridge -0.29293 0.8216 -2.8048 -10.524 0 0.77812 0.22188 0 8.162e-11 0.77812 -6.3606 -4.1897 -2.0251 -1.0545 -0.49627 -0.10969 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.038217 0.11335 -2.9661 -0.59086 0 0.82893 0.17107 0 2.7261e-05 0.82893 -0.56784 -0.56784 -0.32589 -0.14281 -0.0067439 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.32389 0.48328 -1.4921 -1.045 0 0.69006 0.30994 0 0.30994 0.69006 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 1.0467 1.5978 1.5265 0 50 0.18893 0 0.81107 0.18893 1.1111e-34 0 0 0 0 0 0.01836 0.073907 0.15442 0.31586 0.80322 1.4484 1.8517 2.4162 3.1421 4.4325 7.2553 10.885 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.781590 seconds. Elapsed time is 0.213549 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ __________ __________ ________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 0.76693 2.5919 3.3796 -10.327 50 0.010124 0.40016 0.58972 1.532e-09 8.2547e-22 -7.0199 -5.0036 -2.9067 -1.9389 -1.455 -1.0517 -0.80979 -0.24524 0.39996 1.2065 2.013 2.4969 3.1421 4.0292 5.5616 8.7876 12.901 cl_mt_pol_coh 2.0469 2.7923 1.3642 -9.8819 53.286 0 0.2056 0.7944 1.6945e-10 1.7345e-22 -6.1518 -4.0146 -1.9177 -0.94775 -0.40714 -0.0042688 0.31833 0.90721 1.6894 2.5987 3.4602 3.9719 4.6738 5.6113 7.1736 10.557 14.816 cl_mt_pol_c 1.2748 0.30015 0.23545 0.01 4.2662 0 0 1 1.0182e-09 1.7345e-22 0.44009 0.65845 0.81215 0.87881 0.94112 0.99966 1.0596 1.1234 1.2941 1.4095 1.4851 1.5335 1.5911 1.6752 1.766 1.9681 2.1911 cl_mt_pol_b_bridge -0.28831 0.83793 -2.9063 -10.524 0 0.7944 0.2056 0 1.6945e-10 0.7944 -6.5516 -4.2755 -2.0423 -1.0094 -0.4336 -0.0045463 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.035154 0.10895 -3.0991 -0.59128 0 0.83788 0.16212 0 3.71e-05 0.83788 -0.56784 -0.56784 -0.32589 -0.083938 -0.0032879 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.29232 0.46907 -1.6046 -1.045 0 0.72026 0.27974 0 0.27974 0.72026 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 1.3827 1.9736 1.4273 0 50 0.17225 0 0.82775 0.17225 8.2547e-22 0 0 0 0 0 0.050225 0.077363 0.16062 0.39996 1.2065 2.013 2.4969 3.1421 4.0292 5.5616 8.7876 12.901 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 2.630306 seconds. Elapsed time is 0.165694 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 _________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ _________ ________ ________ ________ __________ _______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 1.1864 2.9119 2.4544 -10.327 50 0.011317 0.35004 0.63864 2.0664e-09 6.3047e-17 -7.0199 -5.0036 -2.8261 -1.8582 -1.2937 -0.97109 -0.64849 -0.0032879 0.72257 1.6904 2.6582 3.1421 3.9486 4.9164 6.6101 10.239 14.756 cl_mt_pol_coh 2.4664 3.1004 1.2571 -9.8819 53.286 0 0.18656 0.81344 2.2855e-10 9.8092e-18 -6.1337 -4.0086 -1.8292 -0.82885 -0.29682 0.11478 0.50183 1.1252 2.012 3.062 4.0298 4.6554 5.4377 6.4721 8.2236 11.932 16.611 cl_mt_pol_c 1.2848 0.29145 0.22685 0.01 4.2662 0 0 1 1.3733e-09 9.8092e-18 0.44055 0.66651 0.81777 0.88909 0.97172 1.0243 1.0827 1.155 1.3068 1.4175 1.4886 1.5351 1.5958 1.6535 1.7562 1.9478 2.1651 cl_mt_pol_b_bridge -0.26754 0.8185 -3.0593 -10.524 0 0.81344 0.18656 0 2.2855e-10 0.81344 -6.5324 -4.2692 -1.9481 -0.88273 -0.31611 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.030998 0.10222 -3.2976 -0.59128 0 0.85994 0.14006 0 3.9068e-05 0.85994 -0.56784 -0.50064 -0.26925 -0.083938 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.26119 0.45246 -1.7323 -1.045 0 0.75006 0.24994 0 0.24994 0.75006 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 1.7461 2.3327 1.3359 0 50 0.15138 0 0.84862 0.15138 6.3047e-17 0 0 0 0 0 0.075786 0.12916 0.23521 0.72257 1.6904 2.6582 3.1421 3.9486 4.9164 6.6101 10.239 14.756 ans = Map with properties: Count: 22 KeyType: char ValueType: any
Simulate Model with Discount High
param_map('fl_beta') = ar_fl_beta(3);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Preference xxxxxx fl_beta = 0.98 fl_crra = 1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx shocks xxxxxx fl_z_rho = 0.8 fl_z_sig = 0.2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Boolean Controls xxxxxx bl_default = 0 bl_bridge = 1 bl_rollover = 1 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Float Controls xxxxxxxx fl_default_aprime = 0 fl_b_bd = -20 fl_c_min = 0.01 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Interest Rates xxxxxxxx fl_r_fsv = 0.02 fl_r_inf = 0.065 fl_r_inf_bridge = 0.065 fl_r_fbr = 0.045 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxx Formal Menu Params xxxx st_forbrblk_type = seg3 fl_forbrblk_brmost = -19 fl_forbrblk_brleast = -1 fl_forbrblk_gap = -1.5 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx --------------------------- --------------------------- --------------------------- --------------------------- xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx Vary Risk Aversion ar_fl_crra = 1 1.3333 1.6667 2 xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx fl_crra = 1 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.871178 seconds. Elapsed time is 0.271094 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ___________ ________ _________ ________ ______ _________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 20.604 12.713 0.61704 -10.327 50 0.0015857 0.0059 0.99251 4.091e-18 0.002302 -0.80979 0.15801 2.3356 4.5131 6.5294 8.3844 10.078 13.546 19.272 25.402 29.999 32.66 35.725 39.273 43.467 48.548 50 cl_mt_pol_coh 21.884 12.773 0.58369 -9.8819 53.286 0 0.0008777 0.99912 4.5254e-19 6.9762e-05 0.058302 1.2059 3.4859 5.7235 7.7682 9.5947 11.288 14.858 20.562 26.688 31.288 33.974 37.039 40.563 44.781 50.023 52.14 cl_mt_pol_c 1.6839 0.31839 0.18908 0.01 4.2662 0 0 1 2.7181e-18 6.9762e-05 0.73316 0.96701 1.184 1.2993 1.3542 1.4029 1.4693 1.5516 1.6657 1.796 1.902 1.9567 2.0174 2.0911 2.2116 2.427 3.1209 cl_mt_pol_b_bridge -0.00038939 0.018139 -46.583 -10.524 0 0.99912 0.0008777 0 4.5254e-19 0.99912 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.00082601 0.015802 -19.131 -0.59077 0 0.99547 0.0045252 0 1.7283e-15 0.99547 -0.32589 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0014368 0.038722 -26.95 -1.045 0 0.99863 0.0013749 0 0.0013749 0.99863 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 20.606 12.709 0.61675 0 50 0.0061109 0 0.99389 0.0061109 0.002302 0 0.23866 2.3356 4.5131 6.5294 8.3844 10.078 13.546 19.272 25.402 29.999 32.66 35.725 39.273 43.467 48.548 50 xxxxx fl_crra = 1.3333 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.884456 seconds. Elapsed time is 0.171197 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ___________ ________ _________ ________ ______ __________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 22.916 13.094 0.57139 -10.327 50 0.00084722 0.0059998 0.99315 2.7952e-15 0.0036829 -1.0517 0.31931 3.0614 5.7229 8.0618 10.159 12.014 15.885 22.176 28.708 33.305 35.725 38.467 41.532 45.161 49.193 50 cl_mt_pol_coh 24.196 13.152 0.54357 -9.8819 53.286 0 0.0014433 0.99856 3.0918e-16 0.00010317 -0.21617 1.3487 4.2521 6.9321 9.3151 11.369 13.3 17.175 23.462 29.994 34.617 37.016 39.756 42.866 46.475 50.721 52.227 cl_mt_pol_c 1.7292 0.3248 0.18783 0.01 4.2662 0 0 1 1.8576e-15 0.00010317 0.764 1.025 1.2309 1.3289 1.3846 1.4396 1.5029 1.597 1.7199 1.8508 1.9485 2.0089 2.0699 2.1354 2.2505 2.4877 3.2082 cl_mt_pol_b_bridge -0.00078362 0.028342 -36.168 -10.524 0 0.99856 0.0014433 0 3.0918e-16 0.99856 -0.23022 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.00086816 0.017705 -20.394 -0.59077 0 0.99621 0.0037859 0 7.2903e-13 0.99621 -0.32589 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0023143 0.049123 -21.226 -1.045 0 0.99779 0.0022146 0 0.0022146 0.99779 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 22.92 13.087 0.57098 0 50 0.0046331 0 0.99537 0.0046331 0.0036829 0 0.31985 3.0614 5.7229 8.0618 10.159 12.014 15.885 22.176 28.708 33.305 35.725 38.467 41.532 45.161 49.193 50 xxxxx fl_crra = 1.6667 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 5.867806 seconds. Elapsed time is 0.216411 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ___________ ________ _________ ________ ______ _________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 24.397 13.151 0.53905 -10.327 50 0.0005854 0.0051267 0.99429 7.5032e-14 0.0047724 -1.1324 0.48061 3.7873 6.7714 9.4328 11.61 13.627 17.579 23.95 30.563 35.08 37.499 39.919 42.822 46.048 49.516 50 cl_mt_pol_coh 25.677 13.209 0.51444 -9.8819 53.286 0 0.0014554 0.99854 8.2994e-15 0.00013223 -0.28848 1.5524 4.9397 8.0045 10.642 12.882 14.916 18.87 25.197 31.849 36.393 38.789 41.285 44.112 47.382 51.044 52.469 cl_mt_pol_c 1.7583 0.32637 0.18562 0.01 4.2662 0 0 1 4.986e-14 0.00013223 0.7999 1.0479 1.2637 1.3542 1.4111 1.4687 1.5234 1.6294 1.7543 1.8846 1.9779 2.0314 2.0974 2.1597 2.2714 2.5051 3.4496 cl_mt_pol_b_bridge -0.0010929 0.039595 -36.23 -10.524 0 0.99854 0.0014554 0 8.2994e-15 0.99854 -0.30723 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.00069622 0.015955 -22.916 -0.59153 0 0.99698 0.0030155 0 1.4497e-07 0.99698 -0.32589 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0022289 0.04821 -21.63 -1.045 0 0.99787 0.0021329 0 0.0021329 0.99787 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 24.401 13.144 0.53865 0 50 0.0036009 0 0.9964 0.0036009 0.0047724 0 0.48061 3.7873 6.7714 9.4328 11.61 13.627 17.579 23.95 30.563 35.08 37.499 39.919 42.822 46.048 49.516 50 xxxxx fl_crra = 2 xxxxx xxxxx it_a_n = 750, it_z_n = 15 xxxxx Elapsed time is 4.981523 seconds. Elapsed time is 0.220595 seconds. tb_outcomes_meansdperc: mean, sd, percentiles 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 ___________ ________ _________ ________ ______ _________ _________ _______ __________ __________ ________ _______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ ______ cl_mt_pol_a 25.717 13.037 0.50692 -10.327 50 0.0004661 0.0042328 0.9953 4.0087e-13 0.0058486 -1.1324 0.80322 4.5938 7.9811 10.804 13.223 15.401 19.353 25.482 32.015 36.451 38.709 41.048 43.709 46.613 49.677 50 cl_mt_pol_coh 26.997 13.095 0.48504 -9.8819 53.286 0 0.0013487 0.99865 4.434e-14 0.00015832 -0.22403 1.8511 5.7462 9.1915 12.075 14.434 16.632 20.639 26.772 33.252 37.74 40.023 42.382 45.021 48.007 51.21 52.469 cl_mt_pol_c 1.7841 0.32532 0.18234 0.01 4.2662 0 0 1 2.6639e-13 0.00015832 0.81076 1.0604 1.2866 1.3795 1.4386 1.4987 1.5507 1.6591 1.7852 1.9125 2.001 2.0509 2.1148 2.1771 2.2885 2.5813 3.4496 cl_mt_pol_b_bridge -0.0011044 0.042499 -38.482 -10.524 0 0.99865 0.0013487 0 4.434e-14 0.99865 -0.23859 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_inf_borr_nobr… -0.00049593 0.01313 -26.476 -0.59153 0 0.99772 0.0022836 0 1.0359e-07 0.99772 -0.24524 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_borr -0.0020809 0.046585 -22.387 -1.045 0 0.99801 0.0019913 0 0.0019913 0.99801 -1.045 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 cl_mt_pol_for_save 25.721 13.029 0.50656 0 50 0.0027497 0 0.99725 0.0027497 0.0058486 0 0.80322 4.5938 7.9811 10.804 13.223 15.401 19.353 25.482 32.015 36.451 38.709 41.048 43.709 46.613 49.677 50 ans = Map with properties: Count: 22 KeyType: char ValueType: any