MovingAverage Function Example | Teradata Vantage - 17.05 - MovingAverage Example: Simple Moving Average - Teradata Database

Teradata Vantage™ - Advanced SQL Engine Analytic Functions

prodname
Advanced SQL Engine
Teradata Database
vrm_release
17.00
17.05
created_date
June 2020
category
Programming Reference
featnum
B035-1206-170K

This example computes a simple moving average for the price of stock.

SQL Call

SELECT * FROM MovingAverage (
  ON company1_stock PARTITION BY name ORDER BY period
  USING
  MAvgType ('S')
  TargetColumns ('stockprice')
  WindowSize (10)
  IncludeFirst ('true')
) AS dt ORDER BY id;

Output

id name period stockprice stockprice_smavg
1 Company1 1961-05-17 00:00:00.000000 460.000000000000  
2 Company1 1961-05-18 00:00:00.000000 457.000000000000  
3 Company1 1961-05-19 00:00:00.000000 452.000000000000  
4 Company1 1961-05-22 00:00:00.000000 459.000000000000  
5 Company1 1961-05-23 00:00:00.000000 462.000000000000  
6 Company1 1961-05-24 00:00:00.000000 459.000000000000  
7 Company1 1961-05-25 00:00:00.000000 463.000000000000  
8 Company1 1961-05-26 00:00:00.000000 479.000000000000  
9 Company1 1961-05-29 00:00:00.000000 493.000000000000  
10 Company1 1961-05-31 00:00:00.000000 490.000000000000 467.400000000000
11 Company1 1961-06-01 00:00:00.000000 492.000000000000 470.600000000000
12 Company1 1961-06-02 00:00:00.000000 498.000000000000 474.700000000000
13 Company1 1961-06-05 00:00:00.000000 499.000000000000 479.400000000000
14 Company1 1961-06-06 00:00:00.000000 497.000000000000 483.200000000000
15 Company1 1961-06-07 00:00:00.000000 496.000000000000 486.600000000000
16 Company1 1961-06-08 00:00:00.000000 490.000000000000 489.700000000000
17 Company1 1961-06-09 00:00:00.000000 489.000000000000 492.300000000000
18 Company1 1961-06-12 00:00:00.000000 478.000000000000 492.200000000000
19 Company1 1961-06-13 00:00:00.000000 487.000000000000 491.600000000000
20 Company1 1961-06-14 00:00:00.000000 491.000000000000 491.700000000000
21 Company1 1961-06-15 00:00:00.000000 487.000000000000 491.200000000000
22 Company1 1961-06-16 00:00:00.000000 482.000000000000 489.600000000000
23 Company1 1961-06-19 00:00:00.000000 479.000000000000 487.600000000000
24 Company1 1961-06-20 00:00:00.000000 478.000000000000 485.700000000000
25 Company1 1961-06-21 00:00:00.000000 479.000000000000 484.000000000000