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我有以下查詢:計算添加百分位數(或四分位數),以現有的SQL查詢
SELECT "Cc EV PS" AS factor,
"GICS Sector/" & t1.[GICS Sector],
#8/14/2015# AS calcdate,
(Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1
INNER JOIN
(SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0;
那我試圖25Percentile添加到上面的SQL。下面是25Prercentile的SQL:
SELECT TOP 1 0.75*(SELECT Max(tp2.[Cc EV PS])
FROM tbl_DatedModel_2015_0929_0 AS tp2
WHERE tp2.[Cc EV PS] IN
(SELECT TOP 25 PERCENT tp3.[Cc EV PS]
FROM tbl_DatedModel_2015_0929_0 AS tp3
WHERE tp3.[Cc EV PS] Is Not Null
ORDER BY tp3.[Cc EV PS])) + 0.25*
(SELECT Min(tp4.[Cc EV PS])
FROM tbl_DatedModel_2015_0929_0 AS tp4
WHERE tp4.[Cc EV PS] IN
(SELECT TOP 75 PERCENT tp5.[Cc EV PS]
FROM tbl_DatedModel_2015_0929_0 AS tp5
WHERE tp5.[Cc EV PS] Is Not Null
ORDER BY tp5.[Cc EV PS] DESC)) AS 25Percentile
FROM tbl_DatedModel_2015_0929_0 AS tp1;
到底25Percentile應產生爲以類似於峯度是在所述第一查詢中計算出的方式,第一查詢創建子集的百分計算(即,在數據的子集)。上面爲25Percentile提供的SQL只是計算所有數據。
這必須在MS Access 2013中工作。我有一個超級慢的VBA答案,因此更喜歡純粹的SQL答案。
第一個查詢完全按照我希望它工作的方式工作,除了我需要包含25Percentile計算。
編輯: 如果你感到困惑,第一個查詢以這種方式被使用,但我並沒有包括所有的,因爲我認爲這將只是分散:
SELECT "Cc EV PS" AS factor,
"GICS Sector/" & t1.[GICS Sector],
#8/14/2015# AS calcdate,
(Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1
INNER JOIN
(SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0
UNION ALL
SELECT "USD Market Cap" AS factor,
"GICS Sector/" & t1.[GICS Sector],
#8/14/2015# AS calcdate,
(Sum((t1.[USD Market Cap]-z.TheAvg)^4)/Count(t1.[USD Market Cap]))/(Sum((t1.[USD Market Cap]-z.TheAvg)^2)/Count(t1.[USD Market Cap]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1
INNER JOIN
(SELECT t2.[GICS Sector], Avg(t2.[USD Market Cap]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[USD Market Cap]) > 0
UNION ALL SELECT "IU Mkt Cap" AS factor,
"GICS Sector/" & t1.[GICS Sector],
#8/14/2015# AS calcdate,
(Sum((t1.[IU Mkt Cap]-z.TheAvg)^4)/Count(t1.[IU Mkt Cap]))/(Sum((t1.[IU Mkt Cap]-z.TheAvg)^2)/Count(t1.[IU Mkt Cap]))^2 AS Kurtosis
FROM tbl_DatedModel_2015_0929_0 AS t1
INNER JOIN
(SELECT t2.[GICS Sector], Avg(t2.[IU Mkt Cap]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[IU Mkt Cap]) > 0;
編輯:這包括25Percentile(第一四分位數),但它不像GrtIs集成那樣集合在一起,就像Kurtosis一樣,它爲所有GICS部門產生相同的價值。它應該產生的範圍子集的一個答案(GICS行業):
SELECT "Cc EV PS" AS factor,
"GICS Sector/" & t1.[GICS Sector],
#8/14/2015# AS calcdate,
(Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis,
0.75*(SELECT Max(tp2.[Cc EV PS])
FROM tbl_DatedModel_2015_0929_0 AS tp2
WHERE tp2.[Cc EV PS] IN
(SELECT TOP 25 PERCENT tp3.[Cc EV PS]
FROM tbl_DatedModel_2015_0929_0 AS tp3
WHERE tp3.[Cc EV PS] Is Not Null
ORDER BY tp3.[Cc EV PS])) + 0.25*
(SELECT Min(tp4.[Cc EV PS])
FROM tbl_DatedModel_2015_0929_0 AS tp4
WHERE tp4.[Cc EV PS] IN
(SELECT TOP 75 PERCENT tp5.[Cc EV PS]
FROM tbl_DatedModel_2015_0929_0 AS tp5
WHERE tp5.[Cc EV PS] Is Not Null
ORDER BY tp5.[Cc EV PS] DESC)) AS 25Percentile
FROM tbl_DatedModel_2015_0929_0 AS t1
INNER JOIN
(SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING Count(t1.[Cc EV PS]) > 0
EDIT(最快!):這將得到四分/百分度和峯度快兩倍,(我想它,我收到了正確的後回答我以前的方法):
SELECT "Cc EV PS" AS factor, "GICS Sector/" & t1.[GICS Sector] AS Expr1,
#8/14/2015# AS calcdate,
(Sum((t1.[Cc EV PS]-z.TheAvg)^4)/Count(t1.[Cc EV PS]))/(Sum((t1.[Cc EV PS]-z.TheAvg)^2)/Count(t1.[Cc EV PS]))^2 AS Kurtosis,
(select max([Cc EV PS]) from tbl_DatedModel_2015_0929_0 where tbl_DatedModel_2015_0929_0.[Cc EV PS] in
(select top 25 percent [Cc EV PS] from tbl_DatedModel_2015_0929_0
where t1.[GICS Sector] = tbl_DatedModel_2015_0929_0.[GICS Sector] order by [Cc EV PS])) AS 25Percentile
FROM tbl_DatedModel_2015_0929_0 AS t1 INNER JOIN (SELECT t2.[GICS Sector], Avg(t2.[Cc EV PS]) AS TheAvg
FROM tbl_DatedModel_2015_0929_0 AS t2
GROUP BY t2.[GICS Sector]) AS z ON t1.[GICS Sector] = z.[GICS Sector]
GROUP BY t1.[GICS Sector]
HAVING (((Count(t1.[Cc EV PS]))>0));
僅供參考 - 我發現了一個方法來獲得四分位數已經是我做這件事的速度了。看起來我最後的編輯(剛剛添加它)。 – mountainclimber