| File | Description |
| iapower.m | Mathematica package for power computation |
| IAPowerUsage.nb | Mathematica notebook documenting package usage |
| WriteTable.m | package used to export tables to LaTeX |
| uta.m | time series package used in some of notebooks given below |
| Table or Figure | File |
| Table 1 | DerivationsAR1Case.nb |
| Table 2 | DerivationsIMA1Case.nb |
| Table 3 | Table3-FractionalExample.nb |
| Table 4 | Table4-SeriesAPowerComputationTables.nb |
| Table 5 | Table5-AR(1)Plan1and2.nb |
| Table 6 | Table6-ExactVSApproximate.nb |
| Table 7 | Table7-SampleSize.nb |
| Table 8 |
Table8-PowerSimulation.nb,
Table8-PowerComparisonAllTables.nb |
| Figure 1 | Figure1-AsymptoticsAR1.nb |
| Figure 2, AR(1) | SimulationAR1.nb |
| Figure 2, IMA(1) | SimulationIMA1.nb |
| Figure 2, fractional |
Figure2-FractionalSimulation.nb, EARMAM.EXE (needed for MathLink) |
| Figure 3 | Figure3-ForecastActualitySignificanceTest.nb |
You will need Mathematica Version 5 to run this software. The notebooks may be viewed using MathReader available for free from http://www.wolfram.com/products/mathreader/
Last Update: Thursday October 07, 2004 02:01 PM