\start83P\
\comment=Program file 09/02/03, 17:43
\protected=FALSE
\name=POWTWO
\file=C:\MYTIDATA\BACKUPS\POWER\POWTWO.TXT
If O\!=\9999
Then
{\(-)\2,2,.25}\->\\L\DELTA
9999\->\O
End
Disp "SERIES LENGTH"
Prompt N
Disp "INTERVENTION"
Prompt T
\L\TEST(1)\->\A
\L\TEST(2)\->\B
{A,B,N,T}\->\TESTB
Menu("NOISE TERM","AR",I,"IMA",J)
Lbl I
{0}\->\IMAB
Disp "PARAMETER"
Prompt P
N*(1-P)\^2\\->\A
(N-T)*(1-P)\^2\+1\->\C
C-P\->\B
A/(AC-B\^2\)\->\R
\root\(R*(1-P\^2\))\->\R
R\^-1\\->\R
{1,P,R}\->\ARB
Goto K
Lbl J
{0}\->\ARB
Disp "PARAMETER"
Prompt P
If P=1
Then
N/((N+1-T)(T-1))\->\R
{1,P,R}\->\IMAB
Goto K
End
N/(1-P)\^2\\->\A
N-T\->\M
(1+sum(seq(P^K,K,1,M)))\->\B
B/(1-P)\->\B
sum(seq(P^(2K),K,1,M))+1\->\C
A/(AC-B\^2\)\->\R
\root\((1+P\^2\)/R)\->\R
{1,P,R}\->\IMAB
Lbl K
Func
RectGC:CoordOn
GridOn:AxesOn
LabelOff
ExprOff
If dim(\L\ARB)=3
Then
\L\ARB(3)\->\R
Else
\L\IMAB(3)\->\R
End
If \L\TESTB(1)=1
Then
1-\L\TESTB(2)\->\A
invNorm(A)\->\Z
"normalcdf(\(-)\1\EE\99,\(-)\Z-R*X)"\->\Y\2\
Else
If \L\TESTB(1)=2
Then
1-\L\TESTB(2)/2\->\A
invNorm(A)\->\Z
"normalcdf(\(-)\1\EE\99,\(-)\Z-R*X)+1-normalcdf(\(-)\1\EE\99,Z-R*X)"\->\Y\2\
Else
1-\L\TESTB(2)\->\A
invNorm(A)\->\Z
"1-normalcdf(\(-)\1\EE\99,Z-R*X)"\->\Y\2\
End
End
FnOn 2
\L\DELTA(1)\->\Xmin
\L\DELTA(2)\->\Xmax
0\->\Ymin:1\->\Ymax
\L\DELTA(3)\->\Xscl
.1\->\Yscl
\L\DELTA(1)\->\TblStart
\L\DELTA(3)\->\\Delta\Tbl
DispTable
DispGraph
\stop83P\