These programs compute the power function for one-sided or two-sided tests at a specified level given the length of series N and the time of intervention T for a simple step intervention with AR(1) or IMA(1) disturbances. The power function is tabled and graphed using the TI function graphing and tabling capabilities. To install these programs download the following files to your computer and then use the TI-Connect software and cable to load them into your calculator.

Program Name |
Purpose |
File |

POWER | Compute, table and plot the power. | POWER.8xp |

POWTWO | Add a second power function to the plot or table. | POWTWO.8xp |

SETDELTA | Change the default for the graphing and tabulating. Run after POWER. | SETDELTA.8xp |

The usage of these programs is largely self-explanatory. Each program
prompts for the required inputs. Hyperlinks to displays of the input
/output screens for running POWER and
POWTWO are given in the table below. In
this example we compute the power function first for the case of a series of
length N=50 with an intervention at time
T=25. A two-sided test at the 5% level is
used. The disturbances are assumed to following an AR(1) with parameter f_{1}=0.6.
Next POWTWO
is used to compare the power with the case where the disturbances are NID, that
is, the white noise case.

Input Screens |
Output Screen |

POWER | POWER |

POWTWO | POWTWO |

As a second example we compute the power function for the situation where
N=20 and T=10.
This time a one-sided upper tail test at the 10% level is used. The
disturbances are assumed to follow an IMA(1) with θ_{1
}= 0.6. The parameters for the
graph window and for the table are specified in a list variable
DELTA which contains the following 3 entries:
{ minimum, maximum, increment }. The
default value of DELTA is
{-2, 2, 0.25} which is usually suitable for a
two-sided test. The program SETDELTA is
normally run after POWER. In this example we
first run POWER. Next we run
SETDELTA to change the default to
{0, 3, 0.2}. Finally we compare the
power if the sample is increased to N=100 and
T=50 by running POWTWO.

Input Screens |
Output Screen |

POWER EG2 | POWER EG2 |

SETDELTA | SETDELTA |

POWTWO EG2 | POWTWO EG2 |

For completeness we include ASCII exported source code for the programs. This source code is not normally needed since the format used by the TI-83 to store its source code is quite different. The TI-83 source code is available as soon as the programs have been downloaded to the calculator. However the ASCII exported source code could also be input using TI-Graph-Link. The source code may also be useful if these calculations are implemented in other computing environments. ASCII exported source files: POWER.txt, POWTWO.txt, SETDELTA.txt.