How to create a covariance matrix in PLSQL
I am trying to create a covariance matrix using plsql but the covariance values being given by my query are not what they should be.
I have already tried using analytics clauses partition by which actually change the results to wrong number of observations.
select a.COMPANYCODE, b.COMPANYCODE, covar_pop(a.SHRRET, b.SHRRET)COVAR
from RM_EQBETA a, RM_EQBETA b
group by a.COMPANYCODE, b.COMPANYCODE;
The covariance provided by this query is 0 for all observations. This query is run on a time series data between two dates and each company code will have SHRRET for every day between given dates. Covariance is required for each company with all other companies for the SHRRET is given between dates.
My guess is that my existing query is not considering the whole time series SHRRET of for each company instead calculating on 1 single date hence giving 0 covariances.
The view has one more column name R_DATE which contains date for SHRRET for each company.
matrix plsql covariance oracle-analytics
edited Jan 3 at 5:43
Rajendra arora
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
add a comment |
I am trying to create a covariance matrix using plsql but the covariance values being given by my query are not what they should be.
I have already tried using analytics clauses partition by which actually change the results to wrong number of observations.
select a.COMPANYCODE, b.COMPANYCODE, covar_pop(a.SHRRET, b.SHRRET)COVAR
from RM_EQBETA a, RM_EQBETA b
group by a.COMPANYCODE, b.COMPANYCODE;
The covariance provided by this query is 0 for all observations. This query is run on a time series data between two dates and each company code will have SHRRET for every day between given dates. Covariance is required for each company with all other companies for the SHRRET is given between dates.
My guess is that my existing query is not considering the whole time series SHRRET of for each company instead calculating on 1 single date hence giving 0 covariances.
The view has one more column name R_DATE which contains date for SHRRET for each company.
matrix plsql covariance oracle-analytics
edited Jan 3 at 5:43
Rajendra arora
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
add a comment |
I am trying to create a covariance matrix using plsql but the covariance values being given by my query are not what they should be.
I have already tried using analytics clauses partition by which actually change the results to wrong number of observations.
select a.COMPANYCODE, b.COMPANYCODE, covar_pop(a.SHRRET, b.SHRRET)COVAR
from RM_EQBETA a, RM_EQBETA b
group by a.COMPANYCODE, b.COMPANYCODE;
The covariance provided by this query is 0 for all observations. This query is run on a time series data between two dates and each company code will have SHRRET for every day between given dates. Covariance is required for each company with all other companies for the SHRRET is given between dates.
My guess is that my existing query is not considering the whole time series SHRRET of for each company instead calculating on 1 single date hence giving 0 covariances.
The view has one more column name R_DATE which contains date for SHRRET for each company.
matrix plsql covariance oracle-analytics
edited Jan 3 at 5:43
Rajendra arora
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
I am trying to create a covariance matrix using plsql but the covariance values being given by my query are not what they should be.
I have already tried using analytics clauses partition by which actually change the results to wrong number of observations.
select a.COMPANYCODE, b.COMPANYCODE, covar_pop(a.SHRRET, b.SHRRET)COVAR
from RM_EQBETA a, RM_EQBETA b
group by a.COMPANYCODE, b.COMPANYCODE;
The covariance provided by this query is 0 for all observations. This query is run on a time series data between two dates and each company code will have SHRRET for every day between given dates. Covariance is required for each company with all other companies for the SHRRET is given between dates.
My guess is that my existing query is not considering the whole time series SHRRET of for each company instead calculating on 1 single date hence giving 0 covariances.
The view has one more column name R_DATE which contains date for SHRRET for each company.
matrix plsql covariance oracle-analytics
matrix plsql covariance oracle-analytics
edited Jan 3 at 5:43
Rajendra arora
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
edited Jan 3 at 5:43
Rajendra arora
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
edited Jan 3 at 5:43
Rajendra arora
1,51211018
edited Jan 3 at 5:43
Rajendra arora
1,51211018
edited Jan 3 at 5:43
Rajendra arora
1,51211018
1,51211018
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
asked Jan 3 at 5:38
Fawad PashaFawad Pasha
135
135
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
StackExchange.using("externalEditor", function () {
StackExchange.using("snippets", function () {
StackExchange.snippets.init();
});
});
}, "code-snippets");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "1"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f54016872%2fhow-to-create-a-covariance-matrix-in-plsql%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f54016872%2fhow-to-create-a-covariance-matrix-in-plsql%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
