# use RC = 1.217, # theta1 = [0.06, 0.0005] # rand_seed = 100 # N = 401 States # nT = 1000 data points # theta3 = [0.35 0.6 0.05] param N := 201; param nT := 1000; param beta := 0.95; param JumpRatio := 0.028; param : Xt dt := 1 0 0 2 0.09675 0 3 1.1574 0 4 3.1956 0 5 4.9654 1 6 0.72995 0 7 1.0019 0 8 2.7135 0 9 3.0876 0 10 4.915 1 11 0.5756 0 12 1.9703 0 13 3.2813 0 14 4.1838 0 15 4.8064 0 16 6.2758 1 17 0.14577 1 18 0.90308 0 19 2.7099 0 20 4.3683 0 21 5.4474 0 22 6.6274 0 23 8.3778 0 24 8.7828 0 25 10.154 0 26 11.877 0 27 13.849 1 28 0.97676 1 29 1.2568 0 30 1.7359 0 31 2.499 0 32 2.985 0 33 3.5514 1 34 1.2896 0 35 1.4894 1 36 2.0751 0 37 4.6129 0 38 7.2417 0 39 7.5585 0 40 8.3651 1 41 1.0911 0 42 2.2007 0 43 3.6284 0 44 5.2466 1 45 0.14603 0 46 2.0346 1 47 1.6386 0 48 2.7703 1 49 1.6388 0 50 1.8922 0 51 2.1975 0 52 2.7299 1 53 0.91113 0 54 3.2673 0 55 3.4367 0 56 4.053 0 57 5.6094 1 58 0.31574 0 59 2.0764 0 60 2.7318 0 61 2.9386 0 62 4.8875 0 63 5.5482 0 64 7.0271 1 65 0.93379 0 66 1.1472 0 67 2.9073 1 68 1.1585 0 69 2.8371 1 70 0.58098 0 71 1.962 1 72 0.57004 0 73 0.72549 0 74 1.55 0 75 4.263 0 76 6.3695 0 77 6.5985 0 78 8.3059 1 79 0.68719 1 80 1.0979 1 81 0.3716 0 82 1.339 0 83 2.1403 0 84 3.0572 0 85 3.1293 0 86 4.2022 0 87 4.5323 0 88 5.42 0 89 7.3083 1 90 1.6477 0 91 3.4378 0 92 4.2292 0 93 4.929 0 94 6.7032 0 95 7.6768 0 96 7.7181 1 97 0.87131 0 98 2.9351 0 99 4.4436 1 100 0.68819 0 101 2.4254 0 102 3.4596 1 103 1.0648 1 104 1.4437 0 105 1.4998 0 106 1.6344 0 107 1.8261 0 108 2.638 1 109 1.2952 1 110 1.9463 0 111 4.4343 0 112 5.3912 1 113 1.2031 0 114 3.161 0 115 3.3826 1 116 1.9785 0 117 2.8389 0 118 3.5292 1 119 0.1557 0 120 0.41403 1 121 0.44284 0 122 1.3704 0 123 3.3472 1 124 1.3745 1 125 0.63473 1 126 1.6477 0 127 2.9637 1 128 1.2617 0 129 1.5516 0 130 1.5858 0 131 2.2349 0 132 3.131 0 133 4.4106 0 134 7.0171 1 135 0.61165 0 136 3.0198 0 137 3.6538 0 138 5.248 1 139 0.036157 1 140 2.6831 0 141 4.4591 0 142 4.5071 1 143 0.24941 1 144 2.0462 0 145 3.0765 1 146 0.36705 0 147 0.48544 1 148 1.0572 0 149 2.6204 0 150 3.0447 0 151 3.9659 1 152 0.58077 0 153 1.0529 0 154 2.2154 1 155 1.555 1 156 1.514 0 157 2.5783 0 158 2.8631 0 159 3.7022 0 160 4.9148 0 161 5.152 0 162 7.7314 0 163 9.2277 0 164 11.278 0 165 12.276 1 166 0.18134 1 167 2.0327 0 168 3.4118 0 169 4.8701 1 170 1.6612 0 171 1.7885 0 172 2.3634 0 173 4.0481 1 174 0.20254 0 175 0.25076 0 176 1.0582 0 177 1.8355 0 178 2.5663 1 179 0.80099 1 180 1.6406 1 181 1.3542 1 182 0.095306 1 183 0.87998 1 184 1.7763 0 185 1.8323 0 186 4.3112 0 187 5.7583 0 188 7.3625 0 189 7.7601 0 190 9.3766 0 191 9.9076 1 192 1.965 0 193 3.9364 0 194 5.0157 0 195 5.6068 0 196 6.9754 0 197 7.9288 0 198 9.9142 0 199 10.296 1 200 0.49917 1 201 1.2059 0 202 2.67 1 203 1.1584 0 204 2.1783 0 205 2.8216 0 206 3.1309 1 207 1.9448 1 208 0.64487 0 209 0.81 0 210 1.1267 1 211 0.20006 0 212 0.95666 0 213 2.1092 0 214 3.5454 0 215 4.0209 0 216 5.6945 0 217 6.0698 1 218 0.71295 0 219 0.79743 1 220 0.14593 0 221 0.965 0 222 2.9861 0 223 4.9642 0 224 5.316 0 225 5.8414 0 226 5.8546 0 227 6.4789 0 228 6.776 0 229 8.7677 0 230 9.607 0 231 10.865 1 232 1.6229 0 233 2.6647 0 234 3.1047 0 235 4.0236 0 236 5.1391 1 237 0.57878 1 238 1.9815 0 239 2.2239 1 240 1.266 0 241 1.8763 1 242 1.462 1 243 2.1899 0 244 3.9577 0 245 5.2203 0 246 7.1656 0 247 7.9543 1 248 1.8854 0 249 3.6999 1 250 2.055 1 251 0.030595 0 252 2.0517 0 253 3.3423 1 254 1.5226 0 255 1.6283 0 256 3.0886 1 257 0.56561 0 258 2.0547 0 259 2.4657 1 260 2.1284 1 261 1.1948 0 262 1.9896 0 263 3.8228 1 264 0.41099 1 265 0.1585 1 266 0.36709 1 267 1.3395 0 268 2.1615 0 269 2.819 1 270 0.64529 0 271 0.66897 0 272 1.3825 1 273 1.8482 0 274 2.9355 0 275 3.4918 0 276 4.4378 0 277 6.8114 0 278 7.5394 1 279 0.50465 1 280 0.88234 1 281 1.5299 0 282 3.3833 0 283 4.4377 1 284 0.54185 0 285 2.3706 0 286 2.6633 0 287 4.3216 0 288 4.3293 1 289 0.57239 0 290 2.4982 0 291 2.7741 0 292 4.3518 0 293 5.7367 0 294 7.7654 1 295 1.5637 1 296 0.20389 0 297 1.0134 0 298 1.3383 0 299 2.4125 0 300 3.5842 0 301 5.3117 1 302 2.6292 1 303 0.58354 1 304 1.1802 0 305 2.4565 0 306 3.092 1 307 1.2946 0 308 2.8184 0 309 4.3294 1 310 0.46187 0 311 1.1215 1 312 0.16636 0 313 1.3943 0 314 3.9975 0 315 4.8907 1 316 0.17267 1 317 1.4332 1 318 0.020041 0 319 0.21808 0 320 0.68798 1 321 0.77534 0 322 2.7302 0 323 3.4056 0 324 5.1296 0 325 6.9331 1 326 0.37467 0 327 1.1948 0 328 2.5352 0 329 3.0018 0 330 4.4274 1 331 0.6483 1 332 0.57052 0 333 1.9277 0 334 3.549 1 335 0.036291 1 336 0.46595 0 337 2.1527 0 338 2.261 0 339 3.9538 0 340 5.9198 1 341 1.398 0 342 3.0633 0 343 5.103 0 344 5.4687 1 345 0.92326 0 346 2.1325 0 347 2.6947 1 348 1.1452 0 349 3.1865 1 350 0.46599 1 351 0.23138 0 352 0.82725 0 353 2.5259 0 354 3.1072 0 355 4.5339 1 356 0.72011 0 357 0.95767 0 358 3.5934 1 359 0.48747 0 360 1.1444 0 361 1.5307 0 362 3.126 1 363 1.2836 0 364 1.9527 0 365 4.4077 1 366 1.1174 0 367 2.2813 1 368 1.7427 0 369 2.713 0 370 3.2284 1 371 0.44554 0 372 2.4204 0 373 4.0787 1 374 1.8247 0 375 3.0981 1 376 1.4389 0 377 3.1424 1 378 0.76217 0 379 1.6087 0 380 2.6405 0 381 3.548 1 382 0.12663 0 383 0.61723 1 384 1.0117 1 385 1.9993 0 386 4.0514 1 387 1.2013 0 388 3.0457 0 389 3.415 1 390 1.0592 1 391 1.5365 1 392 0.37353 1 393 1.9961 0 394 3.1801 1 395 1.0636 0 396 1.6332 0 397 3.0599 1 398 0.49913 0 399 2.5801 0 400 3.0853 0 401 4.8077 1 402 2.0532 0 403 3.9636 0 404 5.3007 1 405 1.2124 0 406 2.8693 0 407 4.9038 1 408 1.2064 1 409 1.3516 0 410 2.3879 1 411 1.2886 0 412 3.086 1 413 0.53473 0 414 1.8816 0 415 1.9129 0 416 3.5506 1 417 0.70742 1 418 1.0709 0 419 1.8541 0 420 3.287 1 421 1.0859 0 422 1.2444 0 423 2.5632 0 424 3.6485 1 425 0.98859 0 426 2.3528 0 427 3.5916 1 428 1.5786 0 429 2.3919 0 430 2.4124 0 431 2.9787 1 432 2.0635 1 433 1.531 0 434 2.5853 0 435 4.1942 0 436 5.6731 0 437 7.1139 0 438 7.9984 0 439 8.3725 1 440 0.019688 0 441 0.08883 0 442 0.7778 0 443 1.2716 1 444 0.91752 0 445 1.1624 1 446 0.70777 0 447 2.5634 0 448 2.7289 1 449 2.3884 1 450 0.52538 0 451 2.1262 0 452 3.7198 1 453 2.2508 0 454 3.6618 0 455 4.9588 1 456 1.371 1 457 0.87512 1 458 1.4166 1 459 0.038233 0 460 1.0648 1 461 1.9181 0 462 2.6569 1 463 1.3938 0 464 3.4873 1 465 1.1465 1 466 1.9575 0 467 2.7728 1 468 1.6373 1 469 0.62202 0 470 1.9538 0 471 3.014 0 472 4.0826 0 473 6.1584 1 474 1.1136 0 475 1.7115 0 476 3.6529 0 477 4.9304 1 478 0.051663 0 479 0.97869 0 480 1.8971 0 481 3.1458 1 482 0.59097 0 483 3.1702 1 484 1.7078 0 485 4.4984 1 486 0.87479 0 487 2.2945 0 488 4.303 0 489 5.6498 0 490 6.0534 0 491 7.5612 1 492 1.3005 0 493 2.3707 0 494 2.6283 0 495 3.7936 0 496 5.46 0 497 6.0291 0 498 6.0328 0 499 6.9223 0 500 8.5614 1 501 0.61818 1 502 1.8805 1 503 1.6163 0 504 3.5356 1 505 0.52268 0 506 2.3205 0 507 3.9401 0 508 5.4917 1 509 0.77055 0 510 1.2905 1 511 0.71543 0 512 1.9491 0 513 2.7269 1 514 0.80976 0 515 2.0653 1 516 1.7404 0 517 2.6684 0 518 2.9824 0 519 3.966 0 520 4.4859 0 521 6.9821 0 522 8.1804 0 523 8.7844 1 524 1.0881 0 525 2.6352 1 526 1.3038 0 527 3.2123 0 528 3.3322 0 529 4.2821 0 530 4.83 1 531 1.1065 0 532 2.8236 1 533 1.5201 1 534 1.2846 0 535 2.1084 0 536 2.9168 0 537 4.4407 1 538 1.3561 0 539 2.517 1 540 0.29888 0 541 1.9818 0 542 2.0342 0 543 2.3814 0 544 2.7437 0 545 3.705 0 546 4.3671 1 547 0.29595 0 548 0.7583 0 549 1.1475 0 550 1.6188 1 551 1.699 0 552 2.0915 0 553 2.7114 0 554 2.7547 0 555 4.5264 1 556 2.4219 0 557 4.1584 0 558 5.3779 1 559 1.1927 0 560 1.6397 0 561 1.8296 0 562 3.0963 0 563 3.9977 0 564 4.1155 1 565 1.63 0 566 3.5346 0 567 4.3584 0 568 6.2811 1 569 0.5893 0 570 0.75738 0 571 2.0819 1 572 0.33359 0 573 1.9494 0 574 3.1784 0 575 3.3729 1 576 0.18795 0 577 1.6768 0 578 2.6736 0 579 4.2279 0 580 5.5747 1 581 1.1814 1 582 0.90448 0 583 1.1014 0 584 1.9847 0 585 2.4946 0 586 3.7674 1 587 0.13028 1 588 2.008 1 589 1.4466 1 590 1.7193 0 591 2.6201 1 592 1.0615 0 593 2.5402 0 594 3.771 1 595 0.18493 0 596 2.0475 0 597 3.9335 0 598 4.3579 0 599 6.0115 1 600 1.7856 0 601 2.8244 0 602 4.8609 0 603 6.2181 1 604 0.91271 0 605 3.2997 0 606 4.0957 0 607 4.4189 1 608 0.057461 1 609 0.16791 0 610 1.0328 1 611 0.8645 0 612 1.349 1 613 1.7006 1 614 0.96578 1 615 1.2408 1 616 0.73084 0 617 2.2577 0 618 4.2054 0 619 6.18 0 620 7.3837 1 621 1.6337 0 622 3.4704 0 623 5.153 0 624 7.0043 1 625 0.97098 0 626 3.2705 0 627 4.5199 1 628 0.28381 1 629 0.39815 1 630 1.6135 0 631 3.6544 0 632 4.3851 0 633 4.4045 1 634 0.91149 1 635 0.39478 0 636 1.7888 0 637 3.8701 0 638 4.4869 0 639 4.4956 1 640 0.18853 0 641 0.36632 0 642 0.79718 0 643 1.7378 0 644 2.3881 0 645 3.2761 0 646 5.1709 1 647 0.46358 0 648 1.5808 0 649 2.7629 1 650 0.71712 1 651 1.353 0 652 2.9241 1 653 1.9799 0 654 3.6145 0 655 3.6587 0 656 3.718 0 657 4.2307 0 658 5.0793 0 659 5.933 1 660 1.6765 0 661 3.1145 1 662 0.11129 0 663 2.0836 0 664 2.3124 0 665 5.0469 0 666 5.4082 1 667 0.96606 1 668 0.22265 0 669 0.81887 0 670 1.7849 1 671 0.66641 0 672 0.6967 0 673 0.78432 0 674 1.3784 0 675 1.8846 1 676 0.51806 0 677 1.0824 0 678 2.1496 0 679 3.7723 0 680 4.8884 0 681 6.1028 1 682 1.1677 0 683 2.6547 0 684 4.0961 1 685 1.5824 0 686 1.7179 0 687 2.3411 1 688 1.0508 0 689 2.2007 0 690 3.171 0 691 4.2903 0 692 4.4808 0 693 6.1871 0 694 7.842 1 695 1.8735 0 696 2.3451 1 697 1.6616 0 698 2.1025 0 699 2.6821 1 700 1.4479 0 701 3.5055 0 702 3.8756 1 703 1.2283 1 704 2.2767 1 705 1.2975 0 706 2.7107 0 707 3.1574 0 708 3.6621 1 709 2.1134 0 710 4.7852 0 711 5.7059 0 712 7.7567 1 713 1.9534 0 714 2.7072 0 715 3.6366 1 716 1.4076 0 717 2.7971 0 718 3.9882 1 719 1.5302 0 720 1.5566 1 721 0.69419 0 722 1.98 0 723 3.7694 0 724 5.746 1 725 1.4268 0 726 2.6628 0 727 4.2758 1 728 0.51835 1 729 0.053812 0 730 1.6156 0 731 2.2779 1 732 0.35506 0 733 0.55977 0 734 0.78101 0 735 2.3222 0 736 3.9924 0 737 4.6382 0 738 5.1506 0 739 6.6899 1 740 0.49882 1 741 0.010813 1 742 0.95759 1 743 0.51384 0 744 0.66275 0 745 1.506 0 746 2.8263 0 747 4.0285 1 748 1.0654 0 749 3.1141 1 750 0.68291 1 751 0.32779 0 752 1.663 1 753 0.25949 0 754 0.27415 0 755 0.56737 0 756 0.78464 1 757 1.725 1 758 0.60383 0 759 2.2677 0 760 3.8821 1 761 0.98165 0 762 1.3497 1 763 1.009 1 764 0.89025 1 765 1.6464 0 766 2.4153 0 767 3.5321 0 768 5.9567 0 769 7.2617 1 770 0.97929 0 771 1.2169 1 772 0.94545 0 773 2.1409 1 774 1.7091 1 775 1.8256 0 776 1.8472 0 777 2.6065 0 778 3.0538 1 779 1.7521 1 780 0.28871 0 781 1.8331 0 782 2.2975 1 783 0.69465 0 784 3.1774 0 785 4.7403 0 786 4.9241 0 787 6.128 1 788 1.3946 0 789 3.4393 0 790 5.3905 0 791 5.5626 0 792 5.864 0 793 7.4579 1 794 1.6677 1 795 1.0737 1 796 0.60129 1 797 0.62048 0 798 2.0931 0 799 2.5375 0 800 3.5705 1 801 0.67409 0 802 3.1627 0 803 4.1474 1 804 0.21449 0 805 1.8022 0 806 2.3045 0 807 3.316 0 808 4.1252 0 809 6.1585 0 810 7.5838 1 811 0.93677 1 812 2.1447 0 813 2.3062 0 814 3.191 0 815 4.5228 1 816 1.7816 0 817 3.1089 1 818 1.0582 1 819 1.8041 0 820 2.087 0 821 3.9361 0 822 4.08 0 823 5.2053 1 824 2.6973 1 825 0.21046 0 826 0.88716 0 827 1.9565 0 828 3.0935 0 829 4.4425 0 830 4.8976 0 831 5.0068 0 832 6.4899 0 833 6.7239 1 834 2.1081 0 835 2.4921 0 836 3.654 1 837 0.49199 0 838 0.58594 0 839 0.89556 1 840 2.1417 1 841 0.67004 0 842 1.533 0 843 2.7603 0 844 3.9304 1 845 0.69612 1 846 0.80589 0 847 2.1477 0 848 3.5445 0 849 5.0296 0 850 6.6545 1 851 0.63844 0 852 2.4533 1 853 1.7024 0 854 3.7846 1 855 0.1597 0 856 0.21971 0 857 1.1504 0 858 1.3118 0 859 2.2472 0 860 2.6354 0 861 2.9543 0 862 3.9669 0 863 5.2964 0 864 6.572 0 865 6.6255 1 866 1.4457 0 867 1.6872 0 868 2.7424 1 869 1.6565 1 870 1.1624 0 871 2.3624 1 872 1.4774 0 873 2.0217 1 874 2.0125 0 875 3.498 0 876 4.464 0 877 4.9818 1 878 0.312 1 879 1.3396 0 880 3.2308 0 881 5.0331 0 882 6.1076 1 883 2.0312 1 884 0.015849 0 885 0.4042 0 886 0.96928 0 887 2.4699 0 888 2.5409 0 889 2.6007 0 890 4.9213 0 891 6.0505 1 892 0.96864 0 893 2.7382 1 894 1.0209 1 895 0.65155 0 896 2.0706 0 897 2.4801 0 898 3.345 0 899 3.8222 0 900 5.3152 0 901 5.7715 0 902 5.7749 1 903 1.1604 0 904 1.4878 1 905 0.26644 0 906 0.78804 0 907 1.1571 0 908 2.7609 0 909 3.1579 0 910 4.777 1 911 1.9403 0 912 3.9467 0 913 4.4877 0 914 5.7363 0 915 6.7677 1 916 1.8304 1 917 1.5887 0 918 3.1563 0 919 3.8057 0 920 3.8847 1 921 1.6877 0 922 3.7587 0 923 5.3076 0 924 6.1838 1 925 1.3314 0 926 1.7351 0 927 2.7848 1 928 0.073103 0 929 1.7972 0 930 2.4795 1 931 1.1581 0 932 2.6621 0 933 4.1427 0 934 5.7042 1 935 1.7448 0 936 2.312 0 937 3.7286 0 938 4.8453 1 939 0.091697 0 940 0.61175 0 941 2.2999 0 942 3.6202 1 943 0.18344 0 944 1.3169 1 945 0.9374 0 946 1.3005 1 947 0.76182 1 948 0.19603 0 949 1.1247 0 950 2.6486 0 951 3.7669 0 952 5.6472 1 953 1.6732 0 954 2.0308 1 955 1.1814 1 956 0.49364 0 957 1.3114 0 958 2.4159 0 959 3.4001 0 960 5.2241 1 961 0.15888 0 962 0.53263 1 963 0.72346 0 964 1.7166 0 965 2.35 0 966 3.1275 1 967 0.37465 0 968 1.2363 0 969 2.6615 0 970 3.8698 1 971 0.83627 1 972 0.51537 1 973 0.93926 1 974 1.13 0 975 1.5405 1 976 0.051842 0 977 0.4305 0 978 1.2773 1 979 0.98641 0 980 2.2567 0 981 4.3009 0 982 5.3435 0 983 5.3662 0 984 7.5389 1 985 0.39345 0 986 0.81427 0 987 2.6005 1 988 1.1429 0 989 1.5818 0 990 2.1097 1 991 1.2539 1 992 0.68476 0 993 0.81895 0 994 2.4645 0 995 3.3241 0 996 3.3862 1 997 0.93309 0 998 1.7654 1 999 0.99437 1 1000 0.78175 0 ;