POWER_ARIMA_ITSA: Stata module to compute power for an interrupted time series intervention evaluated using ARIMA with AR(1) errors

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: power_arima_itsa computes power for a single-group interrupted time series analysis (ITSA) that will ultimately be evaluated using an Autoregressive Integrated Moving Average (ARIMA) model (McLeod and Vingilis 2005). Power is determined for an intervention that is expected have a "step" (level), "pulse" (single-period), or "ramp" (trend) effect. The results can be computed for actual effects, or as standardized effects (the intervention effect in units corresponding to standard deviations of the pre-intervention series).

Language: Stata
Requires: Stata version 11
Keywords: interrupted time series analysis; ITSA. ARIMA; step; pulse; power; ramp; sample size (search for similar items in EconPapers)
Date: 2025-09-14
Note: This module should be installed from within Stata by typing "ssc install power_arima_itsa". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/p/power_arima_itsa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/power_arima_itsa.sthlp help file (text/plain)

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