Series A

The interquartile range is 0.6.

Power Computation for IA Example

Initialize

Needs["LinearAlgebra`MatrixManipulation`"];

Needs["Statistics`NormalDistribution`"];

Needs["Statistics`DescriptiveStatistics`"];

<< d:/math/2003/WriteTable.m

<< d:/math/2003/pia.m;

Options[PowerIA]

uL = 0.7; uInc = 0.1; u0 = 0.2;

Tables

T=5

Initialize

T = 5;

Box-Jenkins ARMA(1,1)

{phi, theta} = {{0.9086631928242095`}, {0.5757896587457167`}}; 
    s = 0.3125336184503492`;

tab1 = 
      Table[PowerIA[197 + T, 198, ω, phi, theta, 
          ErrorSD -> s] , {ω, u0, uL, uInc}]

Box-Jenkins ARIMA(0,1,1)

{phi, theta} = {{}, {0.7030962191360288`}}; 
    s = 0.3138940578548305`;

tab2 = 
      Table[PowerIA[197 + T, 198, ω, phi, theta, ErrorSD -> s, 
          Differencing -> 1], {ω, u0, uL, uInc}]

T=50

Initialize

T = 40;

Box-Jenkins ARMA(1,1)

{phi, theta} = {{0.9086631928242095`}, {0.5757896587457167`}}; 
    s = 0.3125336184503492`;

tab1b = 
      Table[PowerIA[197 + T, 198, ω, phi, theta, 
          ErrorSD -> s], {ω, u0, uL, uInc}]

Box-Jenkins ARIMA(0,1,1)

{phi, theta} = {{}, {0.7030962191360288`}}; 
    s = 0.3138940578548305`;

tab2b = 
      Table[PowerIA[197 + T, 198, ω, phi, theta, ErrorSD -> s, 
          Differencing -> 1] , {ω, u0, uL, uInc}]

Combined Table

om = Table[ω, {ω, u0, uL, uInc}];

ct = Transpose[{tab1, tab1b, tab2, tab2b}];

TableForm[ct]

Output TEX Table

rowHeadings = PaddedForm[#, {2, 1}] & /@ om

and column names,

\(\(tablecols = 
        Prepend[{"n=20", "n=40", \ "n=20", "n=40"}, "\omega"];\)\)

and now we can output a table with column and row headings.  See table.pdf for what it looks like after processing with TEX.

WriteTable["d:/math/2003/PowerIA/work/seriesa/table.tex", ct, 
      ColumnNames -> tablecols, 
      PrependColumn -> rowHeadings]