# use RC = 1.217, # theta1 = [0.06, 0.0005] # rand_seed = 100 # N = 1001 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 3.1163 1 2 1.4339 0 3 3.4986 1 4 2.0869 0 5 4.0373 0 6 4.3584 0 7 5.3825 1 8 1.6465 0 9 2.1649 0 10 2.8182 1 11 0.76818 0 12 1.188 0 13 2.6947 0 14 3.3251 0 15 3.9839 0 16 5.1706 0 17 6.6523 0 18 8.4478 0 19 9.7943 0 20 10.677 1 21 0.33879 0 22 1.858 1 23 1.6454 0 24 2.4504 0 25 3.9093 0 26 5.594 1 27 1.2801 0 28 2.49 1 29 1.764 0 30 1.8332 1 31 0.54345 1 32 0.12652 0 33 1.8357 0 34 2.3906 0 35 4.4373 1 36 1.9667 1 37 0.1995 0 38 1.1084 1 39 1.5413 0 40 2.0055 0 41 3.9641 0 42 5.8326 1 43 1.8341 0 44 3.7972 1 45 1.044 1 46 2.7406 0 47 3.1553 0 48 4.122 0 49 5.5874 1 50 0.6803 1 51 0.21131 1 52 0.30216 0 53 0.40907 0 54 1.6729 0 55 1.9183 0 56 3.124 1 57 0.489 0 58 1.0541 0 59 2.0895 1 60 2.0254 1 61 1.1157 0 62 2.9886 1 63 1.4522 0 64 2.1173 0 65 2.2665 1 66 1.0343 0 67 1.1742 0 68 2.0022 0 69 2.2434 0 70 2.92 1 71 2.4135 0 72 4.5547 0 73 5.2343 0 74 5.677 0 75 7.1692 0 76 9.2322 0 77 10.236 0 78 11.45 1 79 0.97745 1 80 0.45633 0 81 0.661 1 82 0.2314 0 83 1.6132 0 84 1.7335 0 85 3.0538 1 86 2.0177 1 87 0.12584 0 88 2.8834 0 89 4.0627 0 90 5.6694 1 91 1.3943 0 92 2.7522 0 93 4.8035 0 94 5.2608 0 95 6.4337 0 96 7.8511 0 97 8.1272 1 98 0.43696 1 99 1.9677 1 100 0.98314 1 101 1.7853 0 102 3.2191 1 103 0.45317 0 104 1.3875 0 105 3.339 1 106 1.3569 1 107 2.0504 0 108 3.0283 0 109 3.3381 1 110 2.4122 0 111 3.6449 0 112 4.983 0 113 6.6896 0 114 8.083 1 115 1.173 0 116 2.5478 0 117 3.5475 0 118 5.7674 1 119 0.12345 0 120 1.8668 0 121 3.628 0 122 5.876 0 123 6.0844 0 124 6.4764 0 125 8.5845 0 126 9.1301 1 127 2.0037 1 128 0.79995 0 129 1.8454 1 130 0.18726 0 131 1.4222 0 132 3.1238 0 133 4.3682 0 134 4.8274 0 135 5.9791 0 136 6.8967 0 137 8.0068 0 138 10.021 0 139 10.466 1 140 0.26579 0 141 1.1933 1 142 0.36664 0 143 0.48115 0 144 2.0938 1 145 1.055 1 146 1.9019 0 147 2.1599 1 148 0.35604 1 149 0.53767 0 150 2.3166 0 151 3.8243 1 152 1.7235 1 153 2.6764 0 154 3.1269 1 155 1.9163 1 156 0.64645 0 157 1.2726 1 158 1.9642 0 159 2.8258 0 160 3.7386 0 161 4.2622 1 162 0.91584 0 163 2.6265 1 164 0.036709 0 165 0.54327 1 166 0.090417 1 167 1.0115 0 168 3.0636 0 169 4.1427 1 170 1.3729 0 171 1.5249 1 172 1.5752 0 173 2.4883 0 174 2.5933 0 175 3.2237 0 176 3.4994 0 177 4.015 1 178 2.3614 0 179 3.5235 0 180 4.8029 0 181 5.388 0 182 6.3231 1 183 1.2211 0 184 1.6903 0 185 3.0163 1 186 2.3703 0 187 2.4002 0 188 2.926 0 189 4.2669 1 190 2.0984 0 191 2.7929 0 192 4.0005 0 193 5.1767 0 194 7.1795 0 195 7.4051 0 196 7.6848 0 197 8.9541 1 198 1.7268 0 199 2.3605 0 200 2.7913 0 201 3.8287 0 202 5.7945 0 203 7.061 0 204 9.358 0 205 10.284 0 206 10.389 0 207 11.878 1 208 0.31112 0 209 0.97292 0 210 2.8643 0 211 3.235 0 212 4.2251 0 213 5.2689 0 214 6.6313 0 215 8.7003 0 216 9.2345 0 217 9.7875 0 218 11.569 0 219 11.84 0 220 11.94 1 221 1.2207 0 222 2.8681 0 223 4.8364 1 224 0.42259 0 225 1.7242 1 226 0.39697 1 227 0.66982 1 228 1.3717 1 229 0.76771 0 230 1.6184 0 231 3.4024 0 232 5.467 1 233 0.84456 0 234 1.4398 0 235 2.9019 1 236 1.8137 0 237 2.3093 1 238 0.75613 0 239 1.5863 0 240 1.9853 0 241 3.3906 1 242 0.53096 1 243 0.66904 0 244 2.1764 1 245 0.038333 0 246 1.7152 1 247 2.0943 1 248 1.9416 0 249 3.2509 1 250 1.6007 0 251 3.3325 1 252 0.69873 1 253 0.79172 0 254 2.3895 0 255 4.2252 0 256 4.2749 1 257 1.5284 0 258 3.4104 1 259 1.7726 0 260 2.1001 1 261 2.0494 0 262 2.6369 1 263 0.99426 1 264 0.35721 1 265 1.8369 1 266 1.5074 0 267 3.2115 1 268 0.6033 1 269 1.0417 1 270 1.0806 0 271 2.1225 0 272 2.8306 1 273 2.0374 0 274 2.9685 0 275 3.3496 0 276 3.9784 0 277 5.5092 1 278 1.9735 0 279 2.3632 0 280 4.4277 0 281 5.6839 1 282 0.25574 0 283 1.7907 1 284 1.7294 1 285 0.090135 0 286 0.81537 0 287 2.5904 0 288 4.0259 0 289 6.1057 0 290 6.2817 0 291 7.8564 1 292 1.2472 0 293 1.6999 1 294 1.3947 0 295 2.5808 0 296 3.1077 1 297 1.845 0 298 2.2911 1 299 0.65 0 300 2.2018 0 301 4.0457 0 302 5.7326 0 303 8.5277 0 304 8.984 1 305 1.9459 0 306 2.0997 0 307 2.6437 0 308 4.4253 1 309 0.80479 0 310 2.2705 1 311 0.97192 0 312 1.3361 0 313 2.2394 0 314 3.0619 0 315 4.0965 0 316 4.9437 0 317 5.0933 0 318 6.2314 1 319 0.39334 0 320 0.88102 0 321 1.2461 0 322 2.5482 0 323 2.8613 0 324 3.3146 1 325 0.53737 0 326 1.5965 0 327 3.5194 1 328 1.1686 1 329 1.1358 0 330 2.0627 0 331 3.6284 0 332 4.4807 0 333 5.7086 0 334 7.4529 1 335 0.96848 0 336 2.3372 1 337 1.0016 0 338 2.1036 0 339 3.557 1 340 0.030069 0 341 0.63479 0 342 1.6472 0 343 3.0421 1 344 0.79838 0 345 2.7132 1 346 1.3169 0 347 3.18 1 348 1.848 0 349 2.8169 0 350 2.8401 0 351 4.6761 0 352 4.9541 1 353 1.974 0 354 3.2691 1 355 1.9114 0 356 3.2787 1 357 1.5378 1 358 1.4859 1 359 1.1715 1 360 0.82213 0 361 1.0955 1 362 2.3784 1 363 0.1852 0 364 0.2666 0 365 2.0302 0 366 2.2152 0 367 2.4889 1 368 1.2384 1 369 0.61504 0 370 0.82765 1 371 0.67922 1 372 1.3381 0 373 2.4833 0 374 3.6338 0 375 5.1696 0 376 5.9191 1 377 0.60567 1 378 0.71398 0 379 2.6483 1 380 1.427 0 381 2.537 0 382 3.6275 0 383 5.4534 1 384 0.016051 1 385 1.2741 0 386 1.3919 0 387 1.636 0 388 1.8859 1 389 0.67951 0 390 0.6961 0 391 2.6445 0 392 4.1505 0 393 4.1904 1 394 1.3874 0 395 1.5187 0 396 1.82 0 397 2.268 0 398 4.4823 1 399 1.0221 0 400 1.9407 0 401 3.4873 0 402 4.1764 1 403 1.9345 0 404 2.5152 1 405 0.027613 0 406 0.109 1 407 2.0104 0 408 3.1294 0 409 4.6214 1 410 0.13544 0 411 0.14702 0 412 1.6807 0 413 2.7022 0 414 2.9475 1 415 0.048783 1 416 0.90206 1 417 0.49897 0 418 2.5438 0 419 3.1626 0 420 4.1491 1 421 0.088673 0 422 2.0691 0 423 3.1246 0 424 3.4539 1 425 0.50147 0 426 1.1882 0 427 3.6652 0 428 5.9596 1 429 1.4008 0 430 1.5464 1 431 0.51714 1 432 1.3137 0 433 1.9672 0 434 3.1616 1 435 1.2789 0 436 1.4211 0 437 1.5867 0 438 1.6792 0 439 3.621 1 440 1.0407 0 441 2.2571 1 442 1.7939 1 443 0.22559 0 444 1.1093 1 445 1.1809 0 446 2.2359 0 447 3.1117 0 448 3.2334 0 449 4.5645 1 450 0.71602 1 451 0.082922 1 452 0.61509 1 453 0.56933 0 454 0.95045 1 455 0.71557 0 456 2.2951 0 457 4.0937 0 458 5.7514 1 459 0.089552 0 460 0.34665 0 461 2.3198 0 462 2.853 0 463 4.3355 1 464 1.2845 0 465 1.4947 1 466 1.551 0 467 2.4151 1 468 0.39653 0 469 2.8537 0 470 3.2674 0 471 3.4138 0 472 4.3748 0 473 5.095 1 474 0.68682 0 475 2.3377 0 476 3.654 1 477 2.2733 0 478 3.1913 0 479 4.496 1 480 0.98052 0 481 2.8508 1 482 1.7885 1 483 1.0432 0 484 1.6785 1 485 1.0385 0 486 2.6828 0 487 3.9761 0 488 5.4563 1 489 0.39225 0 490 2.2702 1 491 1.0547 0 492 1.9509 1 493 1.9083 0 494 3.274 0 495 5.945 0 496 6.342 1 497 1.8615 0 498 2.1589 1 499 1.5451 1 500 1.0745 0 501 1.9677 1 502 1.9695 0 503 2.6815 0 504 4.4615 1 505 2.0736 0 506 2.9228 0 507 4.7208 0 508 4.8442 1 509 1.4373 0 510 3.7897 1 511 0.8638 0 512 0.91978 0 513 1.6663 0 514 2.8015 0 515 4.2907 0 516 4.8581 1 517 1.6296 0 518 2.2422 1 519 1.9445 0 520 3.4716 0 521 4.6405 0 522 5.2123 1 523 0.61183 0 524 1.393 1 525 1.0418 1 526 0.6837 0 527 1.614 0 528 2.8234 1 529 0.45516 1 530 2.0771 0 531 2.9487 1 532 0.5965 0 533 2.1902 0 534 4.1006 1 535 1.1055 0 536 3.5586 0 537 3.833 0 538 5.1999 0 539 7.3947 0 540 9.6653 1 541 0.52962 0 542 2.482 0 543 2.5627 0 544 3.917 0 545 4.2707 0 546 4.7106 1 547 0.083617 0 548 0.7297 0 549 1.9734 0 550 3.8406 1 551 1.1539 1 552 0.21019 0 553 0.8756 1 554 0.72637 0 555 2.5932 1 556 0.30198 0 557 1.0328 0 558 3.1209 0 559 4.8639 1 560 1.2517 0 561 2.7035 1 562 1.554 0 563 2.6437 0 564 3.6386 1 565 2.0223 1 566 0.32023 0 567 0.59283 1 568 0.22187 0 569 0.75431 0 570 2.4706 0 571 3.7535 0 572 3.94 0 573 5.3089 0 574 7.0434 1 575 1.093 0 576 1.7239 1 577 1.0177 0 578 1.6658 0 579 2.6233 0 580 4.4951 1 581 1.5889 1 582 0.17259 0 583 1.4676 0 584 3.5007 0 585 5.0358 0 586 6.4049 0 587 7.5842 1 588 0.58541 0 589 1.3055 0 590 3.1098 0 591 3.9708 1 592 0.99927 0 593 1.6703 0 594 3.1512 0 595 4.1042 0 596 4.1232 0 597 4.864 0 598 5.5746 1 599 1.1868 1 600 1.7956 0 601 2.207 0 602 3.124 0 603 4.8572 0 604 5.0932 0 605 6.5014 1 606 0.35199 1 607 0.4926 0 608 2.0299 0 609 4.2257 1 610 1.5763 0 611 2.1558 1 612 1.0991 0 613 3.7622 0 614 3.9676 0 615 4.1555 1 616 0.72247 0 617 1.986 0 618 3.8258 1 619 0.51872 0 620 1.4766 1 621 0.062632 0 622 0.9206 0 623 2.307 0 624 2.5001 0 625 4.4403 0 626 6.3868 0 627 7.5539 1 628 1.071 1 629 0.62476 0 630 1.9136 1 631 1.1778 1 632 0.51111 0 633 2.5491 1 634 0.6291 0 635 1.2029 0 636 2.323 0 637 3.5852 1 638 1.325 0 639 1.9973 1 640 2.0093 0 641 3.0331 1 642 1.3622 1 643 0.42626 0 644 1.3065 0 645 3.0227 0 646 5.2814 0 647 5.9651 0 648 7.8133 1 649 1.4088 0 650 2.8809 0 651 3.2609 0 652 3.8102 0 653 5.195 1 654 1.6666 1 655 0.75013 0 656 2.0366 1 657 0.16111 1 658 1.9796 0 659 3.4853 0 660 3.8727 0 661 5.8895 0 662 7.6488 0 663 7.9225 0 664 9.1847 1 665 0.42412 0 666 1.6008 0 667 2.8396 0 668 3.1357 0 669 3.7334 0 670 5.4965 1 671 0.11188 0 672 1.4259 0 673 1.4495 1 674 1.8625 0 675 2.5671 0 676 4.3146 0 677 5.9008 1 678 1.7843 0 679 2.8109 0 680 3.4162 1 681 0.019569 0 682 1.3522 0 683 2.6433 0 684 4.1281 0 685 4.4879 1 686 1.0228 0 687 2.8629 0 688 4.3831 0 689 4.8107 1 690 0.15082 0 691 0.73408 0 692 2.5864 0 693 3.5086 0 694 3.9543 0 695 6.1171 0 696 7.4039 1 697 0.25112 0 698 1.4042 0 699 2.1748 0 700 4.2945 0 701 5.1155 0 702 5.7098 1 703 1.0955 0 704 1.2651 0 705 2.1975 0 706 3.0993 1 707 1.7154 0 708 1.8049 1 709 1.2151 0 710 3.0692 1 711 1.2243 0 712 2.7449 0 713 4.144 0 714 6.1843 1 715 0.89257 0 716 1.4236 1 717 1.9219 0 718 3.8886 0 719 5.6462 0 720 7.3873 0 721 9.0216 1 722 1.4102 1 723 0.018925 0 724 0.40186 0 725 1.4763 1 726 0.032868 0 727 0.4399 0 728 2.2753 0 729 3.9934 0 730 4.3595 0 731 4.4301 1 732 0.266 0 733 0.80527 1 734 1.8068 0 735 2.7459 0 736 4.2885 0 737 4.4143 0 738 5.2435 0 739 5.5565 0 740 7.4137 1 741 1.8461 1 742 1.1944 0 743 1.2397 0 744 1.7197 0 745 3.1843 0 746 4.6803 1 747 0.3096 0 748 0.8914 0 749 1.1718 0 750 3.091 1 751 1.8784 1 752 0.23871 1 753 0.50963 0 754 2.1197 0 755 3.3378 0 756 4.5108 0 757 4.5391 1 758 1.2486 0 759 1.8693 1 760 0.74911 0 761 1.8034 1 762 1.0836 0 763 2.3883 0 764 4.7186 0 765 5.3954 0 766 5.4681 1 767 0.35791 0 768 1.8527 0 769 3.8973 1 770 2.191 1 771 0.99188 1 772 1.9575 0 773 3.627 1 774 2.3467 1 775 1.4766 0 776 2.5351 0 777 2.5447 0 778 4.3799 1 779 1.8391 0 780 3.1576 1 781 0.066205 0 782 0.67079 0 783 1.5661 0 784 3.2982 0 785 4.1858 0 786 4.9247 1 787 0.4074 0 788 1.2901 0 789 3.0413 0 790 3.3433 1 791 1.0515 0 792 1.8867 0 793 2.403 0 794 3.8299 0 795 3.8396 0 796 4.3096 0 797 5.7862 1 798 1.5321 0 799 4.2247 0 800 5.7464 1 801 1.8203 0 802 3.345 0 803 3.4791 0 804 5.4678 1 805 2.0527 1 806 0.0026475 0 807 1.9042 0 808 2.1162 0 809 4.1832 1 810 1.6736 1 811 0.59874 0 812 1.6 0 813 2.0847 0 814 2.742 0 815 4.1585 1 816 1.3513 0 817 3.2174 1 818 1.318 0 819 1.3517 1 820 0.80706 0 821 2.1053 1 822 1.4094 1 823 1.0862 0 824 1.9479 0 825 2.6658 1 826 0.67058 0 827 2.0619 1 828 1.9651 1 829 0.7642 1 830 1.3032 0 831 1.3274 0 832 2.4277 0 833 3.4769 0 834 4.5692 0 835 5.0067 0 836 5.8132 0 837 7.4382 1 838 1.9809 0 839 1.9895 1 840 1.4524 0 841 3.0096 0 842 3.0828 0 843 4.3283 0 844 5.4714 0 845 7.4332 1 846 1.6932 1 847 1.1184 0 848 3.2193 1 849 2.2774 0 850 4.1773 1 851 1.9774 1 852 2.6352 0 853 4.1359 0 854 4.7737 0 855 6.5687 0 856 7.6651 1 857 0.21437 0 858 1.7286 0 859 3.5853 0 860 3.5988 0 861 5.6517 1 862 1.6651 0 863 1.8861 1 864 1.1261 0 865 1.8716 0 866 4.2322 0 867 5.4022 1 868 1.5224 0 869 2.0946 0 870 2.4236 0 871 3.6909 0 872 4.0565 1 873 2.0438 0 874 4.55 0 875 5.6259 0 876 6.5916 0 877 7.7284 0 878 9.6888 0 879 10.301 1 880 0.3486 0 881 2.0401 1 882 0.079866 0 883 0.87296 0 884 1.5106 0 885 3.8182 1 886 0.029215 0 887 0.26097 0 888 0.93334 0 889 3.1815 0 890 4.4976 0 891 4.6918 0 892 5.2549 0 893 5.8757 1 894 0.70756 1 895 1.7654 1 896 0.77579 0 897 0.87184 0 898 2.185 0 899 2.6397 0 900 5.0197 1 901 1.839 1 902 0.56834 0 903 1.5721 0 904 1.951 0 905 2.3523 0 906 3.9523 0 907 6.0453 0 908 6.2596 1 909 0.077083 0 910 2.4397 1 911 0.022386 0 912 2.8084 0 913 4.8388 1 914 1.3112 0 915 2.3899 0 916 2.4572 0 917 3.0018 1 918 1.7924 1 919 0.37178 0 920 0.5292 1 921 2.0412 0 922 3.7226 0 923 3.8049 0 924 5.4286 0 925 5.6949 0 926 8.2728 0 927 8.6252 1 928 0.27904 1 929 1.2243 1 930 2.0181 1 931 0.066821 0 932 1.667 0 933 2.3861 0 934 3.344 0 935 4.6111 0 936 5.2146 1 937 1.2395 0 938 2.8683 1 939 1.6279 0 940 1.8836 1 941 2.5885 0 942 2.9681 1 943 1.1778 1 944 0.50322 1 945 2.2817 1 946 0.77503 1 947 1.451 0 948 2.1562 1 949 1.8093 1 950 0.52814 0 951 1.2384 0 952 3.2164 0 953 3.4354 0 954 5.3701 0 955 5.7094 0 956 6.8318 0 957 9.2222 0 958 9.4139 0 959 9.8677 1 960 1.8356 0 961 2.4919 0 962 2.926 0 963 4.7877 1 964 0.22017 0 965 0.49105 0 966 0.82209 1 967 1.632 1 968 0.016338 0 969 1.6423 0 970 4.3372 1 971 0.62261 0 972 1.3125 0 973 1.6234 0 974 3.9887 0 975 4.1028 1 976 1.3562 1 977 1.5748 0 978 1.9371 1 979 1.4803 0 980 2.5818 1 981 1.2946 0 982 1.8037 0 983 3.5608 0 984 3.8817 1 985 0.41151 0 986 0.52198 0 987 0.57551 1 988 0.016202 0 989 0.98304 0 990 1.581 0 991 2.2067 0 992 3.1023 0 993 3.9207 0 994 5.546 1 995 0.88753 0 996 2.0227 1 997 0.42624 1 998 1.9619 1 999 1.3788 0 1000 3.7289 0 ;