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. Author manuscript; available in PMC: 2009 Jul 22.
Published in final edited form as: Technometrics. 2005 May 1;47(2):174–181. doi: 10.1198/004017005000000094

Figure 2.

Figure 2

Comparison of Empirical and Theoretical Asymptotic Power in the SIA Model With AR(1), IMA(1), and Fractionally Differenced White Noise. The parameter δ = ω/σ is the rescaled step size. The solid curve shows the theoretical power defined in (10). The vertical bars show the width of a 95% confidence interval for the empirical power in 1,000 simulations of the model. The AR(1) and IMA(1) parameters φ1 and θ1 are denoted by phi(1) and theta(1).