capture program drop power_sim_itsa
program define power_sim_itsa, rclass
version 11
syntax , n(integer) /// number of periods
INTercept(real) /// starting level
POSTtrend(real) /// post-intervention trend
[ TRPeriod(string) /// the treatment period when the intervention begins
PREtrend(real 0) /// baseline trend
STep(real 0) /// post-intervention change in level
sd(real 1) /// standard deviation for randomness of time series
Alpha(real 0.05) /// alpha level
acorr(real 0) /// autocorrelation (rho)
LEVel ] // level or trend change
if "`trperiod'" == "" {
local trperiod = ceil(`n' / 2)
}
itsadgp, ntime(`n') intercept(`intercept') pretrend(`pretrend') posttrend(`posttrend') step(`step') trperiod(`trperiod') sd(`sd') rho(`acorr')
itsa y, single trperiod(`trperiod') posttrend lag(1)
// choose the desired outcome - change in level or change in trend
if "`level'" == "" {
test _x_t`trperiod'
}
else {
test _x`trperiod'
}
return scalar reject = (r(p)<`alpha')
end