********************************************************************** * The TABLES.PGM file contains IML programs which re-create * * Tables 5-11 of "Power Calculations...", * * Muller, LaVange, Ramey and Ramey. * * * * * * NOTES: * * * * 1. The tables in the paper were hand-rounded. As a result, * * there are some rounding errors which lead to 1-digit * * differences in power compared to the IML program output. * * * * 2. The estimates for Beta and Sigma in Table 2 are rounded to 2 * * decimal places. The IML programs use Beta and Sigma * * estimates rounded to 3 decimal places. * * * * 3. In the program which creates Table 8, the estimate of Sigma * * should be the lower right 2x2 submatrix of Sigma from Table 2.* * However, rounding of the correlation led to rounding error in * * the covariance (off-diagonal element). * * * * 4. The title for Table 9 should read: * * "...for Time = {12, 24, 36}..." * * * **********************************************************************;