Re: [R] How to estimate weekly Variance

Here is one way of doing it: > x <- read.table(textConnection("WK TDVARTD PD > DailyVarPD + 28 0.0147350.449 0 0 + 28 0.0124210.449 0 0 + 28 0.0143960.449 71 7005 + 28 0.014898

Re: [R] How to estimate weekly Variance

Felipe Carrillo <[EMAIL PROTECTED]> wrote in news:[EMAIL PROTECTED]: > 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 + VarT

[R] How to estimate weekly Variance

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 TDVARTD PD Daily Var