3个月移动平均线-Redshift SQL [英] 3 Month Moving Average - Redshift SQL
问题描述
我正在尝试根据我在使用RedShift SQL或Domo BeastMode(如果有人熟悉)时所获得的一些数据来创建3个月移动平均值.
I am trying to create a 3 Month Moving Average based on some data that I have while using RedShift SQL or Domo BeastMode (if anyone is familiar with that).
数据是每日数据,但需要按月显示.因此,报价/收入需要按月份进行汇总,然后需要计算3MMA(不包括当月月份).
The data is on a day to day basis, but needs to be displayed by month. So the quotes/revenue need to be summarized by month, and then a 3MMA needs to be calculated (excluding the current month).
因此,如果报价是四月,我将需要一月,二月,三月的平均值.
So, if the quote was in April, I would need the average of Jan, Feb, Mar.
输入数据如下:
Quote Date MM/DD/YYYY Revenue
3/24/2015 61214
8/4/2015 22983
9/3/2015 30000
9/15/2015 171300
9/30/2015 112000
我需要输出看起来像这样:
And I need the output to look something like this:
Month Revenue 3MMA
Jan 2015 =Sum of Jan Rev =(Oct14 + Nov14 + Dec14) / 3
Feb 2015 =Sum of Feb Rev =(Nov14 + Dec14 + Jan15) / 3
March 2015 =Sum of Mar Rev =(Dec14 + Jan15 + Feb15) / 3
April 2015 =Sum of Apr Rev =(Jan15 + Feb15 + Mar15) / 3
May 2015 =Sum of May Rev =(Feb15 + Mar15 + Apr15) / 3
如果有人能够提供帮助,我将万分感谢!我已经在此问题上停留了很长时间,并且不知道在使用SQL哈哈时我正在做什么.
If anyone is able to help, I would be extremely grateful! I have been stuck on this for quite a while and have no idea what I'm doing when it comes to SQL lol.
干杯,洛根.
推荐答案
您可以使用聚合和窗口函数来做到这一点:
You can do this using aggregation and window functions:
select date_trunc('month', quotedate) as mon,
sum(revenue) as mon_revenue,
avg(sum(revenue)) over (order by date_trunc('month', quotedate) rows between 2 preceding and current row) as revenue_3mon
from t
group by date_trunc('month', quotedate)
order by mon;
注意:这使用平均值,因此对于第一行和第二行,它将分别除以1和2.它还假设您每个月至少有一个记录.
Note: this uses average, so for the first and second row, it will divide by 1 and 2 respectively. It also assumes that you have at least one record for each month.
我想知道RedShift中聚合函数与分析函数混合是否存在问题.以下是更好的方法吗?
I wonder if there is an issue with aggregation functions mixed with analytic functions in RedShift. Is the following any better:
select m.*,
avg(mon_revenue) over (order by mon rows between 2 preceding and current row) as revenue_3mon
from (select date_trunc('month', quotedate) as mon,
sum(revenue) as mon_revenue
from t
group by date_trunc('month', quotedate)
) m
order by mon;
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