Updated: 31 Oct 2012

Use MovingVARP to calculate the population variance of column values in an ordered resultant table, without the need for a self-join. The population Variance is calculated for each value from the first value in the window to the last value in the window. If the column values are presented to the functions out of order, an error message will be generated.

SELECT [Example].[wct].[MovingVARP](

<@Val, float,>

,<@Offset, int,>

,<@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**.

specifies the window size. *@Offset* is an expression of type **int** or of a type that can be implicitly converted to **int**.

the number of the row within the group for which the population variance 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 MovingVARP calculation. *@Id* allows you to specify multiple MovingVARP 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 population variance from the beginning as a dataset or a partition, use the RunningVARP function.

· If *@RowNum* is equal to 1, MovingVARP is equal to zero

· *@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 data from a population and we want to calculate the population variance for the previous 4 rows and the current row in a window where the x-values are sorted in ascending order.

SELECT cast(x as money) as x

,cast(wct.MovingVARP(x,4,ROW_NUMBER() OVER (ORDER BY x ASC),NULL) as money) as [VARP]

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.

x VARP

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

76.5458 0.00

82.2819 8.2257

85.2968 13.1747

88.2566 18.7608

89.1731 20.919

91.4181 10.1151

98.9415 21.18

99.5511 23.3541

100.1934 21.2686

100.2686 11.3087

101.5546 0.7593

103.8977 2.3892

109.6867 12.5745

110.5982 17.7149

114.318 21.5768

116.3052 18.2951

118.5804 11.3039

123.3369 18.124

126.6649 20.6763

130.3847 26.4834