[R] How to estimate weekly Variance

From: Felipe Carrillo <mazatlanmexico_at_yahoo.com>
Date: Fri, 15 Feb 2008 11:25:27 -0800 (PST)


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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