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