Supplements to

Power Computation for Intervention Analysis

A.I. McLeod and E.R. Vingilis

Preprint of Technometrics Article  Reprint

All computations, tables and Figure 1 in this paper were done using Mathematica.  S-Plus trellis graphics was used to make Figure 2 and 3.  The Mathematica notebooks for these computations are given below.  In addition, a Mathematica package for Power Computation in Intervention Analysis is provided. Mathematica Package and Notebooks

Our intention is to provide a package in R and library in S-Plus to compute the Power Function -- this is still underdevelopment.  At present we just give the S-Plus trellis scripts used to construct Figures 2 and 3.  S Functions

We have implemented programs on the TI-83 to compute the power function for simple step intervention models with AR(1) and IMA(1) disturbances using Tables 1 and 2 from our article.  TI-83 Programs

Some additional supplements are available in Adobe PDF format.  One supplement demonstrates that the result of Tiao et al. (1990) is a special case of our result for the ramp intervention with AR(1) noise given in Table 1.  In another supplement we show the results of more extensive simulations than those reported in Appendix B of our article.  Additional Supplements


Last Updated: Thursday April 27, 2006 10:59 AM