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