Page 376 - Six Sigma Advanced Tools for Black Belts and Master Black Belts
P. 376
OTE/SPH
OTE/SPH
Char Count= 0
3:8
August 31, 2006
JWBK119-23
361
Behavior of λ LS,t
Table 23.1 Calculation of λ LS,t using a spreadsheet.
100−t 106−t
t Y t y t ηy t η y t+i λ LS,t (T=100) η y t+i λ LS,t (T=106)
i=1 i=1
1 0.3434 0.0000 0.0000 −0.3669 0.2601 −1.2310 0.8598
2 0.8053 0.4962 −0.0496 −0.3173 0.5781 −1.1814 1.1746
3 0.6245 −0.1003 0.0100 −0.3273 0.1618 −1.1914 0.7658
4 0.4441 −0.1179 0.0118 −0.3391 0.1580 −1.2032 0.7636
5 0.7227 0.3230 −0.0323 −0.3068 0.4511 −1.1709 1.0538
6 2.5025 1.8520 −0.1852 −0.1216 1.4170 −0.9857 2.0066
7 1.8366 −0.4157 0.0416 −0.1632 −0.1818 −1.0273 0.4335
8 3.4523 1.7994 −0.1799 0.0167 1.2865 −0.8473 1.8809
9 2.0216 −1.0854 0.1085 −0.0918 −0.7190 −0.9559 −0.0923
10 0.7554 −1.0640 0.1064 −0.1982 −0.6281 −1.0623 −0.0012
. . . . . . . .
. . . . . . . .
. . . . . . . .
90 0.8240 −0.5045 0.0504 0.1827 −0.6552 −0.6814 0.1643
91 −1.9793 −2.7209 0.2721 −0.0894 −2.5205 −0.9535 −1.6481
92 −2.6344 −0.8530 0.0853 −0.1747 −0.6527 −1.0388 0.1740
93 −3.9863 −1.6153 0.1615 −0.3363 −1.2365 −1.2004 −0.3903
94 −1.2763 2.3113 −0.2311 −0.1051 2.3471 −0.9692 3.0998
95 −0.8799 0.2688 −0.0269 −0.0783 0.3387 −0.9423 1.1495
96 −0.9547 −0.1628 0.0163 −0.0945 −0.0670 −0.9586 0.7587
97 −1.6546 −0.7953 0.0795 −0.1741 −0.6121 −1.0382 0.2326
98 −1.4208 0.0683 −0.0068 −0.1672 0.2332 −1.0313 1.0581
99 −0.0450 1.2337 −0.1234 −0.0439 1.2712 −0.9080 2.0704
100 0.3982 0.4387 −0.0439 −0.8641 1.2653
101 2.9764 2.6181 −0.2618 −0.6023 3.1428
102 3.3955 0.7167 −0.0717 −0.5306 1.2231
103 4.1854 1.1294 −0.1129 −0.4177 1.5244
104 3.3373 −0.4295 0.0430 −0.4606 0.0308
105 4.9489 1.9453 −0.1945 −0.2661 2.2004
106 7.1148 2.6609 −0.2661
Lambda (LS, t)
3
2
1
0
−1
−2
−3
0 10 20 30 40 50 60 70 80 90 100
TIME (t)
Figure 23.4 The behavior of λ LS,t for t = 1,..., T = 100 (no lvel shift).