function [dmL,dmH, J, cvL, cvH]= cc_dm_test
%CC_DM_TEST produces the denHaan-Marcet (RES, 1994) accuracy test 

%load kapa_p1
load 1000_50

J=1000; %number of simulations of the model

dmH = 0; %Percentage of the J simulations producing a value of the denHaan-Marcet statistic smaller than the critical value at which the chi-square cumulative distribution reaches 5 percent

dmL = 0; %Percentage of the J simulations producing a value of the denHaan-Marcet statistic larger than the critical value at which the chi-square cumulative distribution reaches 95 percent

cvH=19.67; %prob(x>19.67)=0.05 chi^2 (11 degrees of freedom)
cvL=4.57; ;%prob(x<4.57)=0.05 chi^2 (11 degrees of freedom)

for j=1:J

dm = cc_simu(zL, zH, DL, DH, aL, aH, n, RSTAR, SIG, OMEGA, BETTA1, ALFA, PAIZ, KAPA, Kss,QQss);

dmH = dmH + (dm>cvH)/J; %prob(x>19.67)=0.05 chi^2 11 df

dmL = dmL + (dm<cvL)/J; ;%prob(x<4.57)=0.05 chi^2 11 df

[j dmL*J/j dmH*J/j]

end

save cc_dm_test_1000_50