Re: Fwd: Ask for a question

From: Pierre Hsieh <pierre(dot)hsieh(at)gmail(dot)com>
To: Paul Jungwirth <pj(at)illuminatedcomputing(dot)com>
Cc: rod(at)iol(dot)ie, Brian Dunavant <brian(at)omniti(dot)com>, Rémi Cura <remi(dot)cura(at)gmail(dot)com>, PostgreSQL <pgsql-general(at)postgresql(dot)org>
Subject: Re: Fwd: Ask for a question
Date: 2015-01-21 18:28:21
Message-ID: CADT0Gev6cn2N45yAhUMOi9h66o_m_+x6D7BagAH50L1bqq3q=Q@mail.gmail.com
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Thanks for your reply.

Let me to describe the purpose for this calculation roughly.

Column B is for the price of stock.
Column C & D are the slope and interception of linear regression
from Column B.
The final result which I need is the standard deviation on the difference
between stock price and the implied price from linear regression by each
250 historical data(moving window)

Hopefully, it's clear for you to understand this calculation. Thanks

[image: Inline image 1]

On Thu, Jan 22, 2015 at 2:15 AM, Paul Jungwirth <pj(at)illuminatedcomputing(dot)com
> wrote:

> Hi Pierre,
>
> It looks like you're saying that each row has an id plus three numeric
> columns, and you want the stddev calculated from the three numeric
> columns? In that case you could do this:
>
> create table foo (id integer, a float, b float, c float);
> insert into foo values (1, 2,3,4);
> insert into foo values (2, 2,3,4);
> select id, stddev(x) from (select id, unnest(array[a,b,c]) x from foo)
> bar group by id;
> id | stddev
> ----+--------
> 1 | 1
> 2 | 1
> (2 rows)
>
> But if that's correct, then I think your table is badly structured for
> a relational database. It might be better to have just two columns: an
> id and *one* numeric value. Or perhaps an id and an array of numeric
> values if you really want all values in one row.
>
> At a higher level, if you are really taking the stddev of a sample of
> size 3, you should reconsider applying statistical analysis to your
> problem at all.
>
> I hope this helps!
>
> Paul
>
>
>
>
>
>
>
>
> On Wed, Jan 21, 2015 at 10:09 AM, Raymond O'Donnell <rod(at)iol(dot)ie> wrote:
> > On 21/01/2015 18:02, Pierre Hsieh wrote:
> >> Hi Raymond,
> >>
> >> Thanks for your reply. Please see detail as following. Thanks again.
> >
> > Can you describe *in words* what sort of calculation you want to do?
> >
> > Ray.
> >
> >
> > --
> > Raymond O'Donnell :: Galway :: Ireland
> > rod(at)iol(dot)ie
> >
> >
> > --
> > Sent via pgsql-general mailing list (pgsql-general(at)postgresql(dot)org)
> > To make changes to your subscription:
> > http://www.postgresql.org/mailpref/pgsql-general
>
>
>
> --
> _________________________________
> Pulchritudo splendor veritatis.
>

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