Updated: 31 Oct 2012

Use RunningVAR to calculate the sample variance of column values in an ordered resultant table, without the need for a self-join. The sample variance is calculated over all the values from the first value to the last value in the ordered group or partition. If the column values are presented to the functions out of order, an error message will be generated.

SELECT [Example].[wct].[RunningVAR](

<@Val, float,>

,<@RowNum, int,>

,<@Id, tinyint,>)

GO

the value passed into the function. *@Val* is an expression of type **float** or of a type that can be implicitly converted to **float**.

the number of the row within the group for which the sum is being calculated. If *@RowNum* for the current row in a set is less than or equal to the previous *@RowNum* and *@RowNum* is not equal to 1, an error message will be generated.* @RowNum* is an expression of type **int** or of a type that can be implicitly converted to **int**.

a unique identifier for the RunningVAR calculation. *@Id* allows you to specify multiple RunningVAR calculations within a resultant table. *@Id* is an expression of type **tinyint** or of a type that can be implicitly converted to **tinyint**.

· If *@Id* is NULL then *@Id* = 0.

· To calculate moving variances, use the MovingVAR function.

· If *@RowNum* is equal to 1, RunningVARis equal to NULL

· *@RowNum* must be in ascending order.

· There may be cases where the order in which the data are returned to the function and the order in which the results are returned are different, generally due to parallelism. You can use OPTION(MAXDOP 1) or OPTION(MAXDOP 1,FORCE ORDER) to help eliminate this problem.

In this example, we have 20 rows of sample data from a population with a mean of 100 and a standard deviation of 15.

SELECT rn

,x

,wct.RunningVAR(x,rn,NULL) as [VAR]

FROM (

SELECT 1,85.2968 UNION ALL

SELECT 2,88.2566 UNION ALL

SELECT 3,100.1934 UNION ALL

SELECT 4,116.3052 UNION ALL

SELECT 5,109.6867 UNION ALL

SELECT 6,130.3847 UNION ALL

SELECT 7,76.5458 UNION ALL

SELECT 8,99.5511 UNION ALL

SELECT 9,101.5546 UNION ALL

SELECT 10,114.318 UNION ALL

SELECT 11,100.2686 UNION ALL

SELECT 12,110.5982 UNION ALL

SELECT 13,91.4181 UNION ALL

SELECT 14,118.5804 UNION ALL

SELECT 15,126.6649 UNION ALL

SELECT 16,103.8977 UNION ALL

SELECT 17,82.2819 UNION ALL

SELECT 18,123.3369 UNION ALL

SELECT 19,98.9415 UNION ALL

SELECT 20,89.1731

) s(rn,x)

This produces the following result.

rn x VAR

----------- --------------------------------------- ----------------------

1 85.2968 NULL

2 88.2566 4.38020802

3 100.1934 62.1927169733332

4 116.3052 198.415936133333

5 109.6867 178.451746438

6 130.3847 297.162819490666

7 76.5458 363.46601672619

8 99.5511 311.787875388393

9 101.5546 272.881482756944

10 114.3180 260.662658483222

11 100.2686 234.938781514545

12 110.5982 219.694459386288

13 91.4181 211.25857671641

14 118.5804 214.941002185714

15 126.6649 236.707592771143

16 103.8977 220.961667708

17 82.2819 236.438426001103

18 123.3369 244.873532600261

19 98.9415 232.835689608947

20 89.1731 231.736029045158