Stochastic simulations exercise


#1

I am little confused with the options of the stoch_simul command. I would like to run 1000 simulations over a 100 quarter horizon. From what I understand, this corresponds to:
simul_replic=1000 and periods=100

Is that correct?


#2

Hi, Yes this is correct. This will generate a binary file (<MOD_FILE_NAME>_simul) where all the simulations are stored.

Best,
Stéphane.


#3

See also