Descriptive statistics

Perfect foresight simulations
1

Hello,

I’m new in this stuff and I’m trying to obtain descriptive statistics from a deterministic simulation using the comand “simul” for 20 periods. I’m not able to locate where they are saved or how can I print them in the console directly. I save the results in a document oo_ M_. In particular, I’m interested in standard deviations.

Find the file attached.
dynrespnoAR_220729.mat (12.2 KB)

Thanks in advance!

2

Just a comment, when I use the “stoch_simul” command to calculate stochastic simulations, I get descriptive statistics plotted on the screen automatically. It would be great to know how I can do this with deterministic simulation.

3

Which descriptive statistics do you mean? People are not usually interested in summarizing a deterministic simulation path. You would have to compute everything yourself based on the results in oo_.endo_simul.

4

Dear Johannes,
thanks for your reply. In particular, I was referring to standard deviations. Regarding the oo_.endo_simul, where are the standard deviations?

Thanks!

5

Use
std(oo_.endo_simul,0,2)

6

Thank you so much!