For + Inf + Borr + Save, Test Shocks No 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 = 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 = [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)
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xxx Preference xxxxxx
fl_beta = 0.65
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -20
fl_c_min = 0.01
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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
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_z_sig = 0.05 0.15 0.25 0.35
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Vary Shock Variance
ar_fl_z_sig = 0.05 0.15 0.25 0.35
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xxxxx fl_z_sig = 0.05 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.899234 seconds.
Elapsed time is 0.067126 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 -18.717 0.42377 -0.02264 -20 33.084 6.7862e-34 1 3.7178e-32 0.045651 2.4479e-35 -20 -20 -19.907 -19.439 -19.065 -18.785 -18.692 -18.505 -18.505 -18.505 -18.505 -18.505 -18.505 -18.505 -18.505 -18.505 -18.505
cl_mt_pol_coh -17.437 0.46231 -0.026513 -19.007 51.638 0 1 4.6047e-32 0.00054855 -8.4163e-35 -18.971 -18.854 -18.676 -18.211 -17.835 -17.602 -17.452 -17.323 -17.274 -17.229 -17.183 -17.135 -17.135 -17.085 -17.033 -16.98 -16.867
cl_mt_pol_c 0.14019 0.10039 0.71606 0.01 19.386 0 0 1 0.027489 -8.4163e-35 0.01 0.01 0.012645 0.019091 0.040995 0.054767 0.058107 0.084172 0.10128 0.14701 0.1924 0.24046 0.24046 0.29027 0.34189 0.39539 0.50828
cl_mt_pol_b_bridge -18.571 0.49236 -0.026513 -20.242 0 4.6047e-32 1 0 0.00054855 4.6047e-32 -20.204 -20.08 -19.89 -19.395 -18.994 -18.746 -18.587 -18.449 -18.397 -18.349 -18.3 -18.249 -18.249 -18.196 -18.141 -18.084 -17.963
cl_mt_pol_inf_borr_nobridge -0.14901 0.1073 -0.72011 -0.88295 0 0.027489 0.97251 0 1.2241e-34 0.027489 -0.54132 -0.42109 -0.36411 -0.30914 -0.2561 -0.2561 -0.20491 -0.15656 -0.10787 -0.089643 -0.061883 -0.058326 -0.043659 -0.020332 -0.013467 0 0
cl_mt_pol_for_borr -1.2304e-31 5.8959e-16 -4.792e+15 -5.7475 0 1 5.7839e-32 0 -4.4792e-33 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.1867e-31 2.9292e-15 6.9965e+15 0 33.084 1 0 5.9386e-32 1 2.4479e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
xxxxx fl_z_sig = 0.15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.787494 seconds.
Elapsed time is 0.056173 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 -12.091 0.10685 -0.0088372 -13.596 33.846 7.0912e-19 1 2.3987e-17 0.00083874 2.9009e-21 -13.511 -12.575 -12.235 -12.15 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065 -12.065
cl_mt_pol_coh -10.811 0.36684 -0.033931 -13.01 52.624 0 1 4.7791e-17 4.7806e-05 -3.5337e-20 -12.604 -11.765 -11.34 -11.167 -11.167 -11.065 -11.065 -10.952 -10.826 -10.686 -10.53 -10.53 -10.53 -10.356 -10.163 -9.9475 -9.4415
cl_mt_pol_c 0.54663 0.33406 0.61113 0.01 19.525 0 0 1 0.00055622 -3.5337e-20 0.013946 0.050269 0.071026 0.16234 0.16858 0.26398 0.26398 0.37711 0.50304 0.64708 0.80998 0.80998 0.80998 0.99131 1.185 1.4002 1.9095
cl_mt_pol_b_bridge -11.514 0.39068 -0.033931 -13.856 0 4.7791e-17 1 0 4.7806e-05 4.7791e-17 -13.423 -12.53 -12.077 -11.892 -11.892 -11.784 -11.784 -11.664 -11.53 -11.38 -11.214 -11.214 -11.214 -11.029 -10.823 -10.594 -10.055
cl_mt_pol_inf_borr_nobridge -0.21948 0.20669 -0.94171 -0.88706 0 0.34932 0.65068 0 -7.8618e-20 0.34932 -0.68124 -0.53574 -0.53574 -0.53574 -0.53574 -0.40162 -0.40162 -0.28114 -0.18506 -0.018033 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.43807 0.52621 -1.2012 -4.18 0 0.58483 0.41517 0 1.5594e-17 0.58483 -2.6125 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.08024 0.13723 1.7102 0 33.846 0.65124 0 0.34876 0.65124 2.9009e-21 0 0 0 0 0 0 0 0 0 0 0.19382 0.19382 0.35998 0.35998 0.35998 0.36551 0.60235
xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.717526 seconds.
Elapsed time is 0.078833 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 -6.9322 0.060989 -0.008798 -7.7878 34.935 7.584e-33 1 6.2021e-32 0.00013309 -1.012e-34 -7.4016 -7.0153 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.938 -6.8608 -6.7062 -6.32
cl_mt_pol_coh -5.6522 0.58977 -0.10434 -7.4525 54.086 0 1 9.2275e-32 1.7291e-05 -1.012e-34 -6.9222 -6.5371 -6.365 -6.253 -6.119 -6.119 -6.119 -5.9589 -5.7675 -5.5386 -5.2651 -5.2651 -5.1878 -4.938 -4.547 -3.5206 -2.5435
cl_mt_pol_c 0.86719 0.56817 0.65519 0.01 19.836 0 0 1 8.959e-05 -1.012e-34 0.031161 0.050022 0.14957 0.2616 0.39554 0.39554 0.39554 0.55566 0.75553 0.99447 1.2683 1.2683 1.3456 1.5954 1.9932 2.5923 3.5181
cl_mt_pol_b_bridge -6.0196 0.6281 -0.10434 -7.9369 0 9.2275e-32 1 0 1.7291e-05 9.2275e-32 -7.3722 -6.962 -6.7787 -6.6594 -6.5168 -6.5168 -6.5168 -6.3462 -6.1424 -5.8987 -5.6073 -5.6073 -5.525 -5.2589 -4.8425 -3.7494 -2.7088
cl_mt_pol_inf_borr_nobridge -0.16507 0.2089 -1.2655 -0.8829 0 0.52975 0.47025 0 2.1912e-34 0.52975 -0.80867 -0.63407 -0.63407 -0.42125 -0.42125 -0.37303 -0.28574 -0.27861 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.88219 0.67246 -0.76227 -4.18 0 0.26395 0.73605 0 0.0027089 0.26395 -4.18 -2.6125 -2.6125 -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 0.13465 0.18615 1.3825 0 34.935 0.4703 0 0.5297 0.4703 -1.012e-34 0 0 0 0 0 0 0 0 0.0056375 0.24936 0.24936 0.24936 0.45323 0.45323 0.45323 0.51699 0.58388
xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 0.764635 seconds.
Elapsed time is 0.058595 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 -3.6609 0.22596 -0.061723 -4.3362 36.271 1.114e-08 1 2.9238e-32 6.334e-05 -3.1719e-35 -3.973 -3.7551 -3.7551 -3.7551 -3.7551 -3.7551 -3.7551 -3.7551 -3.7551 -3.6824 -3.6824 -3.6098 -3.6098 -3.4645 -3.2466 -2.5928 -1.5758
cl_mt_pol_coh -2.3809 0.96883 -0.40692 -4.1495 56.184 0 0.96681 0.033186 9.9703e-06 -3.1719e-35 -3.6651 -3.5153 -3.3598 -3.2475 -3.1033 -3.1033 -3.0307 -2.9182 -2.6805 -2.3753 -1.9835 -1.9108 -1.4803 -1.2623 -0.54361 1.3512 3.736
cl_mt_pol_c 1.0699 0.79922 0.74702 0.01 20.624 0 0 1 2.7264e-05 -3.1719e-35 0.010579 0.074244 0.16612 0.27839 0.42256 0.42256 0.42699 0.60997 0.85814 1.1693 1.493 1.5656 1.8013 2.0838 2.6155 3.9559 5.3564
cl_mt_pol_b_bridge -2.5732 0.88805 -0.34511 -4.4192 0 0.033186 0.96681 0 9.9703e-06 0.033186 -3.9034 -3.7438 -3.5782 -3.4586 -3.305 -3.305 -3.2277 -3.1079 -2.8548 -2.5297 -2.1124 -2.035 -1.5765 -1.3444 -0.57894 0 0
cl_mt_pol_inf_borr_nobridge -0.19974 0.21688 -1.0858 -0.88067 0 0.40143 0.59857 0 3.5043e-10 0.40143 -0.85339 -0.69394 -0.60241 -0.52505 -0.45002 -0.45002 -0.35395 -0.26242 -0.17692 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.0008 0.80273 -0.8021 -2.6125 0 0.26213 0.73787 0 0.14655 0.26213 -2.6125 -2.6125 -2.6125 -2.6125 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.11282 0.16684 1.4788 0 36.271 0.5986 0 0.4014 0.5986 -3.1719e-35 0 0 0 0 0 0 0 0 0 0.092344 0.1447 0.32047 0.39783 0.39783 0.42448 0.50656 0.62731
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)
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xxx Preference xxxxxx
fl_beta = 0.8
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -20
fl_c_min = 0.01
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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
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_z_sig = 0.05 0.15 0.25 0.35
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Vary Shock Variance
ar_fl_z_sig = 0.05 0.15 0.25 0.35
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xxxxx fl_z_sig = 0.05 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.386739 seconds.
Elapsed time is 0.053929 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 -17.826 0.31197 -0.017501 -20 40.748 -2.0593e-33 1 -2.8355e-32 0.0054373 1.2858e-34 -20 -19.626 -18.224 -17.944 -17.944 -17.85 -17.85 -17.85 -17.757 -17.757 -17.664 -17.664 -17.664 -17.664 -17.57 -17.477 -17.383
cl_mt_pol_coh -16.546 0.35467 -0.021435 -19.007 51.638 0 1 -3.6682e-32 6.5521e-05 6.0843e-35 -18.894 -18.352 -17.078 -16.807 -16.716 -16.663 -16.62 -16.57 -16.482 -16.433 -16.387 -16.342 -16.294 -16.248 -16.192 -16.045 -15.858
cl_mt_pol_c 0.19232 0.10238 0.53231 0.01 11.689 0 0 1 0.0032752 6.0843e-35 0.01 0.010468 0.050668 0.062076 0.081236 0.098035 0.10944 0.14121 0.19166 0.23804 0.24944 0.2861 0.2918 0.3359 0.38752 0.44672 0.50787
cl_mt_pol_b_bridge -17.622 0.37773 -0.021435 -20.242 0 -3.6682e-32 1 0 6.5521e-05 -3.6682e-32 -20.122 -19.545 -18.189 -17.899 -17.802 -17.746 -17.7 -17.647 -17.553 -17.501 -17.452 -17.404 -17.353 -17.304 -17.245 -17.088 -16.889
cl_mt_pol_inf_borr_nobridge -0.20467 0.10899 -0.53249 -0.88202 0 0.0034586 0.99654 0 -3.0856e-34 0.0034586 -0.54088 -0.47576 -0.41271 -0.35774 -0.31077 -0.30469 -0.26566 -0.25351 -0.20412 -0.15039 -0.11656 -0.10441 -0.086516 -0.066111 -0.053962 -0.011148 0
cl_mt_pol_for_borr -0.00019166 0.014151 -73.833 -2.6125 0 0.99982 0.00018341 0 -2.3849e-32 0.99982 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 7.9008e-05 0.0058334 73.833 0 40.748 0.99982 0 0.00018341 0.99982 1.2858e-34 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
xxxxx fl_z_sig = 0.15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.226881 seconds.
Elapsed time is 0.069045 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 -11.302 0.30032 -0.026572 -13.596 41.498 1.6813e-33 1 4.4957e-32 8.0417e-05 -3.5735e-35 -12.575 -11.895 -11.64 -11.555 -11.555 -11.47 -11.47 -11.47 -11.385 -11.3 -11.215 -11.13 -11.045 -10.96 -10.705 -10.28 -9.6847
cl_mt_pol_coh -10.022 0.56073 -0.055951 -13.01 52.624 0 1 5.747e-32 4.5879e-06 -3.5735e-35 -11.754 -11.082 -10.748 -10.64 -10.555 -10.47 -10.385 -10.272 -10.102 -9.9205 -9.7505 -9.5945 -9.4954 -9.2674 -8.9724 -8.2923 -7.486
cl_mt_pol_c 0.59548 0.31022 0.52096 0.01 11.94 0 0 1 5.3293e-05 -3.5735e-35 0.01588 0.073008 0.10515 0.19866 0.28992 0.3003 0.39051 0.41862 0.54455 0.69584 0.77539 0.86416 0.9513 0.99086 1.1726 1.4293 1.6959
cl_mt_pol_b_bridge -10.673 0.59718 -0.055951 -13.856 0 5.747e-32 1 0 4.5879e-06 5.747e-32 -12.518 -11.802 -11.446 -11.331 -11.241 -11.15 -11.06 -10.939 -10.758 -10.565 -10.384 -10.218 -10.113 -9.8698 -9.5556 -8.8313 -7.9726
cl_mt_pol_inf_borr_nobridge -0.22506 0.21952 -0.9754 -0.8826 0 0.36954 0.63046 0 3.2986e-34 0.36954 -0.7399 -0.58547 -0.57995 -0.57442 -0.53638 -0.44583 -0.44031 -0.31982 -0.20052 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.48843 0.5219 -1.0685 -2.6125 0 0.5328 0.4672 0 0.00012982 0.5328 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.084906 0.13149 1.5487 0 41.498 0.63051 0 0.36949 0.63051 -3.5735e-35 0 0 0 0 0 0 0 0 0 0.031429 0.19207 0.23463 0.30472 0.31577 0.3524 0.41185 0.41737
xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.162429 seconds.
Elapsed time is 0.059206 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 -6.1185 0.58925 -0.096306 -7.7878 42.661 2.1743e-07 1 4.0023e-07 1.4842e-05 -2.9887e-36 -7.0153 -6.7062 -6.629 -6.5517 -6.5517 -6.5517 -6.4745 -6.4745 -6.32 -6.0882 -5.9337 -5.7792 -5.6247 -5.3929 -4.9294 -3.7705 -2.3799
cl_mt_pol_coh -4.8385 1.0257 -0.21198 -7.4525 54.086 0 0.99724 0.0027568 1.9297e-06 -2.9887e-36 -6.5371 -6.2269 -5.9787 -5.8667 -5.7328 -5.6555 -5.5726 -5.3812 -5.0751 -4.7243 -4.3972 -4.1654 -3.9163 -3.53 -2.8473 -1.221 0.77858
cl_mt_pol_c 0.91786 0.51738 0.56368 0.01 12.261 0 0 1 9.9782e-06 -2.9887e-36 0.052282 0.073598 0.17315 0.28518 0.41911 0.42383 0.57535 0.67079 0.85673 1.0419 1.2247 1.3255 1.4257 1.6077 1.8988 2.4816 3.1044
cl_mt_pol_b_bridge -5.155 1.0817 -0.20983 -7.9369 0 0.0027568 0.99724 0 1.9297e-06 0.0027568 -6.962 -6.6317 -6.3673 -6.248 -6.1054 -6.0231 -5.9349 -5.731 -5.405 -5.0313 -4.683 -4.4362 -4.1708 -3.7594 -3.0324 -1.3004 0
cl_mt_pol_inf_borr_nobridge -0.19309 0.22433 -1.1618 -0.88293 0 0.42446 0.57554 0 0.00013219 0.42446 -0.85696 -0.80677 -0.63716 -0.53366 -0.45138 -0.44636 -0.3711 -0.26372 -0.079583 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.87941 0.61449 -0.69876 -2.6125 0 0.24343 0.75657 0 0.056648 0.24343 -2.6125 -2.6125 -2.6125 -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 0.10899 0.1615 1.4817 0 42.661 0.57555 0 0.42445 0.57555 -2.9887e-36 0 0 0 0 0 0 0 0 0 0.057786 0.21923 0.22841 0.33118 0.41902 0.42812 0.57106 0.66339
xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.179636 seconds.
Elapsed time is 0.174373 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 -2.8004 0.96472 -0.3445 -4.3362 44.261 0.0017742 0.97513 0.023098 7.2909e-06 8.447e-36 -3.7551 -3.6098 -3.5371 -3.5371 -3.5371 -3.4645 -3.3919 -3.3192 -3.1739 -2.8107 -2.5202 -2.3022 -2.0117 -1.5758 -0.84939 0.96666 3.4365
cl_mt_pol_coh -1.5204 1.5916 -1.0468 -4.1495 56.184 0 0.86394 0.13606 1.1477e-06 8.447e-36 -3.4957 -3.3019 -3.1022 -2.9569 -2.8456 -2.739 -2.6277 -2.39 -1.9739 -1.431 -0.9225 -0.60326 -0.12344 0.48637 1.62 4.396 7.889
cl_mt_pol_c 1.1192 0.72237 0.64541 0.01 12.79 0 0 1 3.1383e-06 8.447e-36 0.015013 0.087544 0.24613 0.36434 0.43586 0.51293 0.62385 0.76637 0.97565 1.227 1.4736 1.6093 1.7766 2.0477 2.4808 3.5305 4.7069
cl_mt_pol_b_bridge -1.8567 1.1051 -0.59522 -4.4192 0 0.13606 0.86394 0 1.1477e-06 0.13606 -3.7229 -3.5166 -3.3039 -3.1491 -3.0305 -2.917 -2.7984 -2.5453 -2.1022 -1.524 -0.98246 -0.64247 -0.13146 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.22354 0.23892 -1.0688 -0.84428 0 0.38629 0.61371 0 1.3287e-12 0.38629 -0.82703 -0.81758 -0.6874 -0.551 -0.50434 -0.46419 -0.41754 -0.31288 -0.15019 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.83871 0.58277 -0.69484 -2.6125 0 0.25843 0.74157 0 0.040683 0.25843 -2.6125 -2.6125 -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 0.11854 0.27265 2.3 0 44.261 0.61549 0 0.38451 0.61549 8.447e-36 0 0 0 0 0 0 0 0 0 0.02956 0.19845 0.2321 0.32983 0.37895 0.41664 0.96666 3.4365
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
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -20
fl_c_min = 0.01
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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
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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
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---------------------------
---------------------------
---------------------------
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 2.388934 seconds.
Elapsed time is 0.069391 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 2.3839e-30 5.8147e-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 2.8529e-32 7.2966e-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 1.4369e-30 7.2966e-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 -20.242 0 0.81337 0.18663 0 2.8529e-32 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_nobridge -0.047792 0.066592 -1.3934 -0.59161 0 0.56192 0.43808 0 6.9609e-22 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 -1.045 0 0.028568 0.97143 0 0.97143 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 5.8147e-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 2.345099 seconds.
Elapsed time is 0.085117 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 -1.1157 1.8249 -1.6356 -13.596 49.235 0.02571 0.70902 0.26527 1.8427e-09 -4.2133e-36 -9.5147 -7.0491 -4.5835 -3.3932 -2.713 -2.2029 -1.8628 -1.3527 -1.0126 -0.24739 0.0076757 0.17772 0.43278 0.77286 1.368 2.7283 4.4288
cl_mt_pol_coh 0.16428 1.9682 11.981 -13.01 52.624 0 0.41018 0.58982 1.0513e-10 -4.2133e-36 -8.4862 -5.9797 -3.4981 -2.3238 -1.6174 -1.1175 -0.73826 -0.19888 0.31186 0.99203 1.3873 1.6283 1.887 2.3085 2.9756 4.448 6.3045
cl_mt_pol_c 1.2126 0.26138 0.21556 0.01 4.3544 0 0 1 1.2212e-09 -4.2133e-36 0.42269 0.65845 0.82914 0.91041 0.95713 0.98895 1.0134 1.0731 1.1938 1.2898 1.3797 1.4447 1.4798 1.5574 1.6641 1.8677 2.0107
cl_mt_pol_b_bridge -0.69528 1.3706 -1.9712 -13.856 0 0.58982 0.41018 0 1.0513e-10 0.58982 -9.0378 -6.3684 -3.7255 -2.4748 -1.7225 -1.1901 -0.78625 -0.21181 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.055098 0.11618 -2.1086 -0.59162 0 0.63474 0.36526 0 4.1565e-05 0.63474 -0.58747 -0.58747 -0.33241 -0.18112 -0.13762 -0.077345 -0.052597 -0.0080886 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.61617 0.51403 -0.83424 -1.045 0 0.41036 0.58964 0 0.58964 0.41036 -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 0.25083 0.53473 2.1319 0 49.235 0.39097 0 0.60903 0.39097 -4.2133e-36 0 0 0 0 0 0 0 0 0.032424 0.1218 0.24137 0.30004 0.43278 0.77286 1.368 2.7283 4.4288
xxxxx fl_z_sig = 0.25 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.076818 seconds.
Elapsed time is 0.208746 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 0.045002 2.8514 63.362 -7.7878 50 0.01485 0.51914 0.46601 1.8051e-08 9.6232e-21 -6.1655 -5.4701 -4.3113 -3.307 -2.6889 -2.1481 -1.6846 -1.0665 -0.13945 0.63312 1.4057 1.9465 2.6418 3.5689 5.2685 8.8996 13.689
cl_mt_pol_coh 1.325 3.1243 2.3579 -7.4525 54.086 0 0.33886 0.66114 2.3497e-09 2.5036e-21 -5.5577 -4.7078 -3.3378 -2.3279 -1.6382 -1.0974 -0.66856 0.082064 1.0311 2 2.8823 3.4664 4.1986 5.2599 7.0351 10.926 15.921
cl_mt_pol_c 1.2433 0.39521 0.31788 0.01 5.0659 0 0 1 1.2105e-08 2.5036e-21 0.19673 0.43739 0.67874 0.76643 0.82151 0.91118 0.95623 1.0384 1.2085 1.402 1.5207 1.6005 1.6503 1.7534 1.9367 2.2422 2.5724
cl_mt_pol_b_bridge -0.62604 1.2047 -1.9244 -7.9369 0 0.66114 0.33886 0 2.3497e-09 0.66114 -5.9189 -5.0138 -3.5548 -2.4792 -1.7446 -1.1687 -0.71202 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.044286 0.12098 -2.7318 -0.64096 0 0.80788 0.19212 0 1.588e-07 0.80788 -0.58482 -0.5267 -0.37122 -0.14468 -0.062192 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.42 0.51235 -1.2199 -1.045 0 0.59808 0.40192 0 0.40192 0.59808 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 1.1353 1.9233 1.694 0 50 0.20697 0 0.79303 0.20697 9.6232e-21 0 0 0 0 0 0 0.03345 0.11777 0.26742 0.63312 1.4057 1.9465 2.6418 3.5689 5.2685 8.8996 13.689
xxxxx fl_z_sig = 0.35 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.321899 seconds.
Elapsed time is 0.456834 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 2.5578 4.4574 1.7427 -4.3362 50 0.014395 0.29652 0.68908 3.0942e-08 3.2537e-07 -3.4645 -3.1013 -2.3022 -1.6485 -1.2126 -0.77675 -0.3409 0.24024 1.3299 2.8554 4.3082 5.2525 6.5601 8.3035 11.427 18.473 27.699
cl_mt_pol_coh 3.8378 4.8315 1.2589 -4.1495 56.184 0 0.18137 0.81863 4.8705e-09 4.7512e-08 -3.0692 -2.5211 -1.5778 -0.85143 -0.30881 0.16668 0.60141 1.329 2.593 4.2638 5.8332 6.8789 8.2304 10.142 13.411 20.748 30.287
cl_mt_pol_c 1.3152 0.51518 0.39171 0.01 7.1639 0 0 1 1.3319e-08 4.7512e-08 0.16905 0.35867 0.58049 0.70871 0.76404 0.85458 0.93181 1.0666 1.265 1.499 1.6239 1.7216 1.8323 2.0085 2.2326 2.692 3.2532
cl_mt_pol_b_bridge -0.21528 0.57684 -2.6796 -4.4192 0 0.81863 0.18137 0 4.8705e-09 0.81863 -3.2687 -2.6849 -1.6804 -0.90677 -0.32888 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.04185 0.12549 -2.9984 -0.58895 0 0.87406 0.12594 0 3.4978e-05 0.87406 -0.55882 -0.55037 -0.41354 -0.12297 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.18386 0.3979 -2.1642 -1.045 0 0.82406 0.17594 0 0.17594 0.82406 -1.045 -1.045 -1.045 -1.045 -1.045 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 2.9987 4.0829 1.3615 0 50 0.14034 0 0.85966 0.14034 3.2537e-07 0 0 0 0 0.047357 0.1676 0.26082 0.40901 1.3299 2.8554 4.3082 5.2525 6.5601 8.3035 11.427 18.473 27.699
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any