[R] How to estimate weekly Variance
Felipe Carrillo
mazatlanmexico at yahoo.com
Fri Feb 15 20:25:27 CET 2008
Dear All:
Using the Excel formula below I am able to estimate
daily variance(Daily VarPD)for PD,but I can't figure
out how to estimate the Weekly variance for PD. Any
hints?
Daily VarPD = (PD * (1 - TD))/TD + VarTD *
((PD*(1-TD)+ PD^2*TD))/TD^3
WK TD VARTD PD Daily VarPD
28 0.014735 0.0000449 0 0
28 0.012421 0.0000449 0 0
28 0.014396 0.0000449 71 7005
28 0.014898 0.0000449 132 14016
28 0.013512 0.0000449 223 32506
28 0.013886 0.0000449 224 31287
28 0.013778 0.0000449 218 30528
29 0.013274 0.0000449 228 34505
29 0.013072 0.0000449 224 34531
29 0.012518 0.0000449 488 117720
29 0.013264 0.0000449 525 119323
29 0.013233 0.0000449 80 9134
29 0.010194 0.0000449 417 133067
29 0.012567 0.0000449 82 10184
30 0.014695 0.0000449 413 68893
30 0.010634 0.0000449 373 103688
30 0.013934 0.0000449 914 272719
30 0.014107 0.0000449 213 28473
30 0.014339 0.0000449 651 147016
30 0.014375 0.0000449 521 102429
30 0.016373 0.0000449 979 229104
Felipe D. Carrillo
Fishery Biologist
US Fish & Wildlife Service
California, USA
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