For + Inf + Borr + Save, Test Shocks Default (Save + Borr Distribution)

back to Fan's Dynamic Assets Repository Table of Content.

Contents

Common Parameters

% Shock Array
ar_fl_z_rho = [0.65, 0.80, 0.95];
ar_fl_z_sig = [0.05, 0.20, 0.35];

% Accuracy
ar_it_a_n = [750];
ar_it_z_n = [15];

% Borrowing/Savings Parameters
bl_default = true;
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 = [7];
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_z_sig') = ar_fl_z_sig;

Simulate Model with Low Persistence

param_map('fl_beta') = ar_fl_z_rho(1);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxx Preference xxxxxx
fl_beta = 0.65
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 = 1
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_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
---------------------------
---------------------------
---------------------------
---------------------------
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Vary Shock Variance
ar_fl_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_z_sig = 0.05 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.870913 seconds.
Elapsed time is 0.069765 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                  -15.761     5.6652    -0.35945         -20     32.71    0.050134    0.94987    -3.2738e-33       0.21202    2.5037e-35         -20         -20         -20         -20         -20         -20     -19.907     -19.533     -18.318     -15.794    -12.804     -10.748    -7.9439     -4.486          0         0          0
    cl_mt_pol_coh                -14.481     5.6338    -0.38905     -19.007    51.638           0    0.94987       0.050134    0.00019759    1.0539e-35     -18.933     -18.854     -18.725     -18.678      -18.63      -18.58     -18.529      -18.24     -17.212     -14.728    -11.737     -9.6248    -6.9145    -3.4566     0.9933    1.2754     1.3699
    cl_mt_pol_c                   1.2787     1.5088        1.18        0.01    19.569           0          0              1      0.050134    1.0539e-35        0.01        0.01        0.01     0.10114      0.1492     0.19694     0.20601     0.30412     0.56028      1.1257      1.886       2.442     3.1364     4.0776     5.2806     5.475     5.6572
    cl_mt_pol_b_bridge           -14.483     6.6261    -0.45751     -19.942         0     0.10027    0.89973              0      0.036022       0.10027     -19.942     -19.942     -19.892     -19.841     -19.788     -19.733     -19.594     -19.144     -17.675     -14.291    -10.226      -7.364    -3.6812          0          0         0          0
    cl_mt_pol_inf_borr_nobr…    -0.21575    0.19972    -0.92571      -0.887         0     0.26138    0.73862              0    1.2098e-35       0.26138    -0.84611    -0.80174    -0.58731    -0.49933    -0.41815    -0.36412    -0.32423    -0.26707    -0.21194    -0.10771          0           0          0          0          0         0          0
    cl_mt_pol_for_borr           -1.1316     1.4693     -1.2985     -5.7475         0     0.49955    0.50045              0    7.6838e-34       0.49955       -4.18       -4.18       -4.18       -4.18     -2.6125     -2.6125     -2.6125      -1.045      -1.045           0          0           0          0          0          0         0          0
    cl_mt_pol_for_save          0.069233    0.15572      2.2492           0     32.71     0.78875          0        0.21125       0.78875    2.5037e-35           0           0           0           0           0           0           0           0           0           0          0    0.032468    0.22825    0.35816    0.45183     0.585    0.67876

xxxxx fl_z_sig = 0.15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.778365 seconds.
Elapsed time is 0.053830 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                  -14.998     5.8003    -0.38673          -20    33.084    0.057766    0.94223    1.3637e-32      0.059838     4.6545e-36         -20         -20         -20     -19.813      -19.72     -19.533     -19.439     -18.972     -17.57       -15.421     -12.617    -10.467     -7.757    -4.3925          0          0          0
    cl_mt_pol_coh                -13.718     5.7173    -0.41676      -19.415    52.624           0    0.94223      0.057766    0.00023269    -3.6519e-36     -19.275     -19.101     -18.761     -18.527      -18.34     -18.184     -17.997     -17.512    -16.237       -13.711     -11.284    -9.3213     -6.737    -3.3922    0.89872     1.2394     1.5356
    cl_mt_pol_c                   1.4784     1.4681     0.99298         0.01    20.372           0          0             1      0.057766    -3.6519e-36        0.01        0.01        0.01      0.2272     0.27518     0.33207     0.41146     0.53609    0.88158        1.4168      2.1816     2.5724     3.2262     4.0543     5.0105      5.439     5.7352
    cl_mt_pol_b_bridge           -13.513      6.663    -0.49306      -19.915         0     0.11553    0.88447             0     0.0040499        0.11553     -19.915      -19.88     -19.716     -19.532     -19.333     -19.134     -18.882     -18.244    -16.531       -13.209     -9.8277    -7.0753    -3.5131          0          0          0          0
    cl_mt_pol_inf_borr_nobr…    -0.22768    0.23291      -1.023     -0.88597         0     0.34733    0.65267             0    1.6661e-08        0.34733    -0.88253    -0.80931    -0.65895    -0.55075    -0.51646    -0.45318    -0.39935    -0.29461    -0.2123    -0.0089385           0          0          0          0          0          0          0
    cl_mt_pol_for_borr           -1.3372     1.4328     -1.0714      -5.7475         0     0.35966    0.64034             0    0.00057249        0.35966       -4.18       -4.18       -4.18       -4.18     -2.6125     -2.6125     -2.6125      -1.045     -1.045             0           0          0          0          0          0          0          0
    cl_mt_pol_for_save          0.080006    0.15152      1.8939            0    33.084     0.71044          0       0.28956       0.71044     4.6545e-36           0           0           0           0           0           0           0           0          0             0    0.084036    0.16482    0.27622    0.35306    0.41121    0.57056    0.66008

xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.723437 seconds.
Elapsed time is 0.073882 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                  -14.594     5.7877    -0.39657          -20    33.458    0.060228    0.93977    -1.0098e-31      0.064602    7.5708e-35         -20        -20        -20     -19.626     -19.439     -19.252     -19.065     -18.411     -17.009     -14.206    -12.243     -10.28    -7.6636    -4.2991          0          0          0
    cl_mt_pol_coh                -13.314     5.6696    -0.42583      -19.665    54.086           0    0.93977       0.060228      0.000252    7.5708e-35     -19.521    -19.315    -18.829     -18.456     -18.175     -17.895     -17.579     -16.925     -15.563     -13.227    -10.663    -9.0164    -6.6844    -3.4801    0.68505     1.1705      1.673
    cl_mt_pol_c                     1.56     1.4031     0.89943         0.01    21.284           0          0              1      0.060228    7.5708e-35        0.01       0.01       0.01      0.2768     0.35793     0.45138     0.50165     0.71342      1.0639      1.6125     2.2461     2.6185     3.2012     3.8792     4.7091     5.2823      5.697
    cl_mt_pol_b_bridge           -13.019     6.5692    -0.50458       -19.93         0     0.12046    0.87954              0    0.00035001       0.12046     -19.874    -19.854    -19.611     -19.262     -18.971      -18.66     -18.324     -17.528      -15.75     -12.366    -9.2592    -6.9151    -3.5358          0          0          0          0
    cl_mt_pol_inf_borr_nobr…    -0.20514    0.23883     -1.1642     -0.87269         0     0.41822    0.58178              0     7.578e-35       0.41822    -0.87204    -0.8486    -0.6811    -0.54894    -0.50022    -0.43947    -0.38612    -0.29479    -0.11907           0          0          0          0          0          0          0          0
    cl_mt_pol_for_borr           -1.4647     1.3858    -0.94611       -7.315         0     0.26945    0.73055              0    2.7486e-06       0.26945     -5.7475      -4.18      -4.18       -4.18     -2.6125     -2.6125     -2.6125      -1.045      -1.045      -1.045          0          0          0          0          0          0          0
    cl_mt_pol_for_save          0.094447    0.15888      1.6822            0    33.458     0.64201          0        0.35799       0.64201    7.5708e-35           0          0          0           0           0           0           0           0           0    0.020352     0.1542    0.24428    0.28624    0.38972    0.43126    0.59245    0.66189

xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.783982 seconds.
Elapsed time is 0.094464 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                   -14.18      5.754    -0.40578          -20    34.299    0.062669    0.93733    -2.5748e-32      0.066627    1.6505e-35         -20         -20         -20     -19.533     -19.252     -18.972     -18.598      -17.85      -16.449     -14.019     -10.28    -10.093    -7.5701    -4.2056          0          0          0
    cl_mt_pol_coh                  -12.9     5.6372    -0.43698      -19.813    56.184           0     0.9373       0.062696    0.00025736    1.6505e-35     -19.692     -19.492     -18.925     -18.365     -18.042     -17.632     -17.218     -16.377      -14.862     -12.434    -9.6793    -8.4153    -6.4956    -3.5539    0.50758     1.0745     1.7716
    cl_mt_pol_c                   1.6415     1.3704     0.83484         0.01    22.557           0          0              1      0.062669    1.6505e-35        0.01        0.01        0.01     0.32117      0.4209     0.50187     0.59244      0.8149       1.1967      1.7757     2.4641     2.6938      3.257     3.8062     4.5737     5.3117     5.7957
    cl_mt_pol_b_bridge           -12.514     6.4778    -0.51764      -19.911         0     0.12536    0.87464              0    0.00077039       0.12536     -19.884     -19.831     -19.511     -19.067     -18.663     -18.238     -17.819     -16.825      -14.854     -11.894    -7.6412    -6.4932    -3.5877          0          0          0          0
    cl_mt_pol_inf_borr_nobr…    -0.18973    0.24207     -1.2759     -0.88284         0     0.44091    0.55909              0    1.5492e-12       0.44091    -0.85454    -0.82327    -0.67626    -0.56601    -0.49331    -0.44826    -0.38751    -0.22324    -0.025607           0          0          0          0          0          0          0          0
    cl_mt_pol_for_borr           -1.5858     1.3807    -0.87066       -7.315         0     0.21943    0.78057              0    2.1673e-05       0.21943     -5.7475       -4.18       -4.18       -4.18     -2.6125     -2.6125     -2.6125      -1.045       -1.045      -1.045     -1.045          0          0          0          0          0          0
    cl_mt_pol_for_save           0.10944    0.17488      1.5979            0    34.299     0.62176          0        0.37824       0.62176    1.6505e-35           0           0           0           0           0           0           0           0            0    0.039136    0.19763    0.27679    0.33756    0.40985    0.49109    0.60735    0.64966


ans = 

  Map with properties:

        Count: 22
      KeyType: char
    ValueType: any

Simulate Model with Medium Persistence

param_map('fl_beta') = ar_fl_z_rho(2);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxx Preference xxxxxx
fl_beta = 0.8
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 = 1
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_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
---------------------------
---------------------------
---------------------------
---------------------------
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Vary Shock Variance
ar_fl_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_z_sig = 0.05 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.282939 seconds.
Elapsed time is 0.070974 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                  -13.524     5.8362    -0.43156          -20    40.748    0.040948    0.95905    8.7625e-31      0.061275    7.6735e-34         -20         -20         -20     -19.626    -19.346     -18.879     -18.505     -17.383     -15.327     -12.336    -9.9065    -7.5701    -5.8879    -4.1121      -2.243         0          0
    cl_mt_pol_coh                -12.244     5.8212    -0.47545      -19.007    51.638           0    0.95905      0.040948    0.00016698    7.6735e-34     -18.933     -18.813     -18.585     -18.345    -18.022     -17.646     -17.183     -16.144     -14.005     -11.104    -8.5803    -6.4243    -4.6572    -2.8367    -0.92119    1.3218     1.4197
    cl_mt_pol_c                   1.2395    0.90432      0.7296         0.01    11.723           0          0             1      0.040948    4.5917e-35        0.01        0.01      0.1946     0.32183    0.39247      0.4466     0.50373     0.66453     0.97285      1.3939     1.8285     2.1187     2.4092      2.651      2.9869     3.416     3.4658
    cl_mt_pol_b_bridge           -12.275     6.4306    -0.52387      -19.842         0    0.081897     0.9181             0    0.00018469      0.081897     -19.841      -19.79     -19.589     -19.245    -18.847     -18.399     -17.897     -16.648     -14.207     -10.733    -7.7892    -5.1054    -3.1206    -1.0305           0         0          0
    cl_mt_pol_inf_borr_nobr…    -0.21839    0.24145     -1.1056     -0.88539         0     0.42843    0.57157             0    0.00088414       0.42843    -0.87932    -0.82206    -0.63185    -0.54862    -0.5091    -0.46901    -0.43591    -0.34025    -0.11312           0          0          0          0          0           0         0          0
    cl_mt_pol_for_borr           -1.1399    0.95475    -0.83755      -2.6125         0     0.28269    0.71731             0       0.24902       0.28269     -2.6125     -2.6125     -2.6125     -2.6125    -2.6125     -2.6125      -1.045      -1.045      -1.045      -1.045          0          0          0          0           0         0          0
    cl_mt_pol_for_save           0.10983    0.16875      1.5364            0    40.748     0.61252          0       0.38748       0.61252    7.6735e-34           0           0           0           0          0           0           0           0           0    0.053029    0.22442     0.2889    0.35537    0.37676     0.44334    0.6165    0.67603

xxxxx fl_z_sig = 0.15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.245128 seconds.
Elapsed time is 0.113830 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                  -13.426     5.8293    -0.43419          -20    41.215    0.041832    0.95817    4.67e-33      0.056721    -5.8837e-36         -20         -20         -20    -19.626     -19.252     -18.879     -18.411      -17.29       -15.14     -12.15    -9.4393     -7.757    -5.9813    -4.2056     -2.243          0          0
    cl_mt_pol_coh                -12.146     5.7708    -0.47514      -19.415    52.624           0    0.95807    0.041932     0.0002033    -5.8837e-36     -19.275         -19      -18.62    -18.247     -17.878     -17.485     -17.037     -15.954      -13.854    -10.943    -8.2775    -6.6632    -4.8678    -2.9662    -0.8634     1.2394     1.5356
    cl_mt_pol_c                   1.2695    0.85969      0.6772         0.01    12.217           0          0           1      0.041832    -5.8837e-36        0.01        0.01     0.15893    0.38864     0.46212     0.52773     0.61514     0.74137       1.0354     1.4113      1.831     2.1028     2.3754      2.614     2.9547     3.3772     3.4901
    cl_mt_pol_b_bridge           -12.141     6.3748    -0.52508       -19.88         0    0.083764    0.91624           0    0.00019067       0.083764     -19.836     -19.831      -19.48    -19.084     -18.683     -18.223     -17.691     -16.447      -13.991    -10.559    -7.3225    -5.4042    -3.3926    -1.1683          0          0          0
    cl_mt_pol_inf_borr_nobr…    -0.20171    0.24481     -1.2136     -0.88503         0     0.47355    0.52645           0    0.00040242        0.47355    -0.87638    -0.83248    -0.66613    -0.5629    -0.52459    -0.45744    -0.41811    -0.27171    -0.050682          0          0          0          0          0          0          0          0
    cl_mt_pol_for_borr           -1.2018    0.91488    -0.76126        -4.18         0     0.22487    0.77513           0    0.00038519        0.22487     -2.6125     -2.6125     -2.6125    -2.6125     -2.6125     -2.6125      -1.045      -1.045       -1.045     -1.045     -1.045          0          0          0          0          0          0
    cl_mt_pol_for_save           0.11843     0.1699      1.4346            0    41.215     0.56828          0     0.43172       0.56828    -5.8837e-36           0           0           0          0           0           0           0           0            0    0.10773     0.2505    0.28948    0.34698    0.37665    0.44838    0.59185    0.67411

xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.282341 seconds.
Elapsed time is 0.122945 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                  -12.999     5.7471    -0.44213          -20    42.056    0.043458    0.95654    -5.5919e-33       0.053532    7.3496e-35         -20         -20         -20     -19.252     -18.879     -18.318      -17.85     -16.636    -14.579    -11.682    -9.1589    -7.6636    -5.8879    -4.1121     -2.1495          0         0
    cl_mt_pol_coh                -11.719     5.6838    -0.48502      -19.665    54.086           0    0.95563       0.044369     0.00022408    7.3496e-35     -19.521     -19.315     -18.601     -18.047     -17.533     -17.012     -16.458     -15.256    -13.133    -10.362    -7.8234    -6.3061    -4.6239    -2.8062    -0.75016     1.1705     1.673
    cl_mt_pol_c                   1.3341    0.81924     0.61406         0.01    12.854           0          0              1       0.043458    7.3496e-35        0.01        0.01     0.17872     0.45709     0.57415     0.62388     0.72707     0.87747     1.1349     1.5199     1.9038     2.1216     2.3524     2.5662      2.9144     3.2166    3.5639
    cl_mt_pol_b_bridge           -11.642      6.235    -0.53556      -19.859         0    0.087827    0.91217              0    -1.5802e-35      0.087827      -19.81      -19.76     -19.262     -18.754     -18.175      -17.62     -16.973     -15.637    -13.241    -9.9559    -6.9909    -5.2171    -3.2372     -1.136           0          0         0
    cl_mt_pol_inf_borr_nobr…    -0.17971    0.24422      -1.359     -0.88666         0     0.51821    0.48179              0     2.6638e-07       0.51821    -0.87923    -0.82251    -0.68653    -0.55259    -0.49895    -0.44427    -0.36355    -0.19354          0          0          0          0          0          0           0          0         0
    cl_mt_pol_for_borr           -1.3088    0.85967    -0.65684        -4.18         0      0.1426     0.8574              0      0.0011861        0.1426       -4.18     -2.6125     -2.6125     -2.6125     -2.6125     -2.6125     -2.6125      -1.045     -1.045     -1.045     -1.045     -1.045     -1.045          0           0          0         0
    cl_mt_pol_for_save           0.13188    0.17812      1.3507            0    42.056     0.52525          0        0.47475        0.52525    7.3496e-35           0           0           0           0           0           0           0           0          0    0.15529    0.26194    0.30581    0.37149    0.41007     0.47217    0.62747    0.6557

xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.260562 seconds.
Elapsed time is 0.299386 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                  -12.488     5.6806    -0.45488          -20    43.458      0.0449    0.95508    1.7391e-05      0.046754    1.0089e-35         -20         -20    -19.907     -19.065     -18.505      -17.85     -17.196     -15.888    -13.738    -11.028    -8.4112    -7.1028    -5.6075     -3.9252     -2.0561          0          0
    cl_mt_pol_coh                -11.208     5.6717    -0.50603      -19.813    56.184           0    0.95186      0.048141    0.00024137    1.0089e-35     -19.692     -19.492     -18.62     -17.904     -17.243     -16.589     -15.935     -14.548    -12.296    -9.5112    -7.2005    -5.7541    -4.0803     -2.2112    -0.36165     1.0745     1.7994
    cl_mt_pol_c                      1.4    0.81836     0.58456         0.01    13.578           0          0             1      0.044885    1.0089e-35        0.01        0.01    0.15908     0.49649     0.61529     0.71325     0.76802     0.93997     1.2402     1.6211     1.9838     2.1916     2.4093      2.5897      2.8811     3.3342     4.0929
    cl_mt_pol_b_bridge           -11.061     6.1462    -0.55565      -19.857         0    0.093026    0.90697             0    -3.507e-36      0.093026     -19.831     -19.757     -19.16     -18.418      -17.74     -17.025     -16.328     -14.817    -12.293    -9.1075    -6.2732    -4.5025     -2.753    -0.81984           0          0          0
    cl_mt_pol_inf_borr_nobr…    -0.18029    0.25025     -1.3881     -0.88631         0     0.53355    0.46645             0     0.0003857       0.53355    -0.88246    -0.84604    -0.7184    -0.58657    -0.50318    -0.43937    -0.34515    -0.16942          0          0          0          0          0           0           0          0          0
    cl_mt_pol_for_borr           -1.3782    0.86388    -0.62681        -4.18         0      0.1136     0.8864             0     0.0050615        0.1136       -4.18     -2.6125    -2.6125     -2.6125     -2.6125     -2.6125     -2.6125      -1.045     -1.045     -1.045     -1.045     -1.045     -1.045           0           0          0          0
    cl_mt_pol_for_save           0.13145    0.17696      1.3461            0    43.458     0.51135          0       0.48865       0.51135    1.0089e-35           0           0          0           0           0           0           0           0          0    0.13413    0.26204    0.29304    0.36951     0.41487     0.49308    0.60573    0.67289


ans = 

  Map with properties:

        Count: 22
      KeyType: char
    ValueType: any

Simulate Model with High Persistence

param_map('fl_beta') = ar_fl_z_rho(3);
fsi_abz_fibs_ds_vecsv_testmain(param_map, support_map, ar_it_test_grp)
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxx Preference xxxxxx
fl_beta = 0.95
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 = 1
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_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
---------------------------
---------------------------
---------------------------
---------------------------
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
Vary Shock Variance
ar_fl_z_sig = 0.05        0.15        0.25        0.35
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_z_sig = 0.05 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.261472 seconds.
Elapsed time is 0.086279 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                   -1.0953     0.24101    -0.22003          -20    48.318    0.012682    0.98579    0.001527    3.9486e-12    5.0374e-35      -2.243     -1.7757     -1.4953     -1.3084       -1.215       -1.215      -1.1215      -1.1215      -1.028      -1.028      -1.028      -1.028      -1.028      -1.028    -0.93458          0    0.093458
    cl_mt_pol_coh                 0.18466     0.29905      1.6194      -19.007    51.638           0    0.18663     0.81337    1.4836e-14    8.3172e-35     -1.0827     -0.6154    -0.31336    -0.16257    -0.054649     0.015724     0.066004       0.1178     0.20264     0.29376     0.29817     0.34182     0.39163     0.39163     0.49674     1.3218      1.5647
    cl_mt_pol_c                    1.2308     0.10061    0.081746         0.01    4.2673           0          0           1    3.9486e-12    8.3172e-35     0.99888      1.0332      1.0878      1.1049       1.1321        1.138       1.1437        1.181      1.2267      1.2765      1.2771      1.3252      1.3252       1.375      1.4266     1.4801      1.5248
    cl_mt_pol_b_bridge          -0.046197     0.13634     -2.9513      -19.446         0     0.81337    0.18663           0    8.8602e-25       0.81337     -1.1531     -0.6554    -0.33373    -0.17314    -0.058201            0            0            0           0           0           0           0           0           0           0          0           0
    cl_mt_pol_inf_borr_nobr…    -0.047792    0.066592     -1.3934     -0.88138         0     0.56192    0.43808           0    6.8216e-16       0.56192    -0.56075    -0.22324    -0.16995    -0.14091     -0.12249    -0.084195    -0.076495    -0.076495           0           0           0           0           0           0           0          0           0
    cl_mt_pol_for_borr            -1.0151     0.17409    -0.17149      -2.6125         0    0.028568    0.97143           0    1.8163e-16      0.028568      -1.045      -1.045      -1.045      -1.045       -1.045       -1.045       -1.045       -1.045      -1.045      -1.045      -1.045      -1.045      -1.045      -1.045      -1.045          0           0
    cl_mt_pol_for_save             0.0138    0.031995      2.3185            0    48.318     0.45076          0     0.54924       0.45076    5.0374e-35           0           0           0           0            0            0            0            0    0.016963    0.016963    0.016963    0.016963    0.016963    0.016963    0.016963    0.20388     0.39079

xxxxx fl_z_sig = 0.15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.328536 seconds.
Elapsed time is 0.160141 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                   -1.6171     3.1851     -1.9696          -20    49.252    0.056245     0.7039    0.23985     0.0026604    6.8104e-36         -20     -16.449      -7.757      -4.486     -3.1776      -2.4299      -1.9626      -1.4019       -1.028    -0.28037          0    0.18692    0.37383    0.74766    1.3084    2.6168    4.3925
    cl_mt_pol_coh                -0.33715     3.2733     -9.7089      -19.415    52.624           0    0.42813    0.57187     1.488e-05    6.8104e-36         -19     -15.242     -6.5779     -3.3868     -2.0838      -1.3307     -0.86341     -0.28838      0.27237      1.0004     1.3796     1.6133     1.8936       2.27    2.9306    4.4196    6.2825
    cl_mt_pol_c                    1.2317    0.23868     0.19378         0.01    4.3455           0          0          1     0.0025803    3.9715e-36        0.01     0.92004     0.95348      0.9773     0.99586       1.0131       1.0296       1.0876       1.1898       1.299     1.3814     1.4373     1.5093     1.5558    1.6578    1.8623    2.0265
    cl_mt_pol_b_bridge            -1.1674     2.8021     -2.4004      -19.532         0     0.57445    0.42555          0    2.5657e-08       0.57445     -18.786     -15.285     -6.7069     -3.5131     -2.1637      -1.3674     -0.90432     -0.30712            0           0          0          0          0          0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.059186    0.11256     -1.9019     -0.86637         0     0.57457    0.42543          0    4.5879e-08       0.57457    -0.56075    -0.56075    -0.28037    -0.18692    -0.16143    -0.093458    -0.076495    -0.026153            0           0          0          0          0          0         0         0         0
    cl_mt_pol_for_borr           -0.61712      0.514    -0.83291      -2.6125         0     0.40951    0.59049          0    3.5171e-05       0.40951      -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            0.22651    0.53004        2.34            0    49.252     0.48167          0    0.51833       0.48167    6.8104e-36           0           0           0           0           0            0            0            0    0.0076576    0.059994    0.18692    0.28037    0.39079    0.74766    1.3084    2.6168    4.3925

xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.156509 seconds.
Elapsed time is 0.436626 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                   -2.5046     5.3873      -2.151          -20        50    0.028881    0.66046    0.31066     0.0085003    3.5829e-21         -20     -18.972     -14.393     -10.374     -7.6636      -5.7944      -4.486      -2.6168       -1.215    -0.093458    0.56075     1.028    1.6822    2.6168    4.2991    8.0374    12.804
    cl_mt_pol_coh                 -1.2246      5.549     -4.5313      -19.665    54.086           0    0.50679    0.49321     5.586e-05    9.3213e-22     -19.427     -17.806     -13.227     -9.2078     -6.5298      -4.6822     -3.3522      -1.5579    -0.044427       1.1122     1.9533    2.5141    3.2489    4.2898    6.0482    9.9907    15.008
    cl_mt_pol_c                    1.2637      0.325     0.25718         0.01    5.0659           0          0          1     0.0082053    9.3213e-22        0.01     0.89425     0.98133     0.99825      1.0121        1.025      1.0371       1.0639       1.1466       1.2831     1.4674    1.5148    1.6229    1.7433    1.8853    2.2043    2.5268
    cl_mt_pol_b_bridge            -2.5745     4.3486     -1.6891      -19.595         0     0.50142    0.49858          0    1.3703e-07       0.50142     -19.097     -17.963     -13.279     -9.2592     -6.5927      -4.7254     -3.3713      -1.5451            0            0          0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.057665    0.10968     -1.9021     -0.88747         0     0.50313    0.49687          0    0.00011743       0.50313    -0.65376    -0.56075    -0.28037    -0.16995    -0.10939    -0.087698    -0.07077    -0.040771            0            0          0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.60984    0.51623     -0.8465      -2.6125         0     0.41683    0.58317          0    0.00027286       0.41683      -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            0.73738     1.6679      2.2619            0        50     0.52575          0    0.47425       0.52575    3.5829e-21           0           0           0           0           0            0           0            0            0     0.093458    0.56075     1.028    1.6822    2.6168    4.2991    8.0374    12.804

xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.071253 seconds.
Elapsed time is 0.660379 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                   -2.3409     7.0596     -3.0157          -20        50    0.025628    0.62861    0.34576      0.012958     1.455e-07         -20         -20     -15.981      -12.43     -9.7196      -7.6636      -5.9813      -3.6449      -1.4019          0    1.4019    2.3364    3.6449    5.4206    8.5981    15.701    25.047
    cl_mt_pol_coh                 -1.0609     7.3149     -6.8949      -19.813    56.184           0    0.52929    0.47071     8.571e-05    2.1429e-08     -19.605     -18.925     -14.813     -11.311     -8.6451      -6.5642      -4.9557      -2.5703     -0.30251     1.3549    2.8751    3.9031    5.2654    7.1922    10.499    17.956    27.659
    cl_mt_pol_c                    1.3147    0.41151       0.313         0.01    7.1639           0          0          1      0.011981    2.1429e-08        0.01        0.01      0.9982      1.0138      1.0274       1.0399       1.0513       1.0743       1.1547     1.3406    1.5025    1.6213    1.7452    1.8845    2.1411    2.6021    3.1716
    cl_mt_pol_b_bridge            -3.2064     4.8762     -1.5208      -19.608         0      0.4827     0.5173          0    4.5273e-08        0.4827     -19.366     -18.464     -14.781     -11.271     -8.6098      -6.5463      -4.9007      -2.4929     -0.20169          0         0         0         0         0         0         0         0
    cl_mt_pol_inf_borr_nobr…    -0.060812    0.10556     -1.7358     -0.88295         0     0.45993    0.54007          0    0.00010694       0.45993    -0.73597    -0.56075    -0.28037    -0.16995    -0.11686    -0.092817    -0.076495    -0.054055    -0.013245          0         0         0         0         0         0         0         0
    cl_mt_pol_for_borr           -0.60225     0.5187    -0.86126      -2.6125         0     0.42456    0.57544          0    0.00058602       0.42456      -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             1.5285     3.3188      2.1712            0        50      0.5657          0     0.4343        0.5657     1.455e-07           0           0           0           0           0            0            0            0            0    0.28037    1.4019    2.3364    3.6449    5.4206    8.5981    15.701    25.047


ans = 

  Map with properties:

        Count: 22
      KeyType: char
    ValueType: any