I am currently using the UNION ALL workaround below to calculate old_eps_tfq regression slopes of each ticker based off its corresponding rownum value (see WHERE rownum < x
). I am interested to know what the old_eps_tfq is when rownum < 4
then increment 4 by 1 to find out what old_eps_tfq is when rownum < 5
, and so on (there are ~20 rownum)
Could I use PL/pgSQL for this?
SELECT * FROM(
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
WHERE rownum < 4
GROUP BY ticker, current_period_end_date
ORDER BY ticker asc ) q
UNION ALL
SELECT * FROM(
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
WHERE rownum < 5
GROUP BY ticker, current_period_end_date
ORDER BY ticker asc ) q
The top query SELECT * FROM (...) q
sounds like useless.
Then you can try this :
WITH regression_slope AS(
SELECT
ROW_NUMBER() OVER ( PARTITION BY ticker ORDER BY earnings_growths_ped) AS rownum,
*
FROM "ANALYTICS"."vEARNINGS_GROWTHS"
--WHERE ticker = 'ACN'
ORDER BY ticker )
SELECT
max,
ticker,
current_period_end_date,
max(earnings_growths_ped) AS max_earnings_growths_ped,
--max(rownum) AS max_rownum,
round(regr_slope(old_eps_tfq, rownum)::numeric, 2) AS slope,
round(regr_intercept(old_eps_tfq, rownum)::numeric, 2) AS y_intercept,
round(regr_r2(old_eps_tfq, rownum)::numeric, 3) AS r_squared
FROM regression_slope
INNER JOIN generate_series(4, 24) AS max -- the range 4 to 24 can be adjusted to the need
ON rownum < max
GROUP BY max, ticker, current_period_end_date
ORDER BY max asc, ticker asc