We have a database with stock prices per month (first, last, max, min).
We need to calculate the standard deviation
and the variance to measure the risk and the volatility.

I can do this in excel, but if this would be possible in Webfocus it would help a lot.

Frank

Try this link or this one.

Thanks Alan

I think that will do what I need. I just could not find it. I typed "standard deviation" in the find button, but no result.
I wish I had the old PCFocus manual. There was a big part on this statistical issues.

You actually brought back to mind the old ANALYSE function.

Is that still available, I've not seen it since, oh, 1996 I think.

Yes it would be great to have that functionality in WebFocus.
I get several question on statistics.

Tell me about it. I have had to do mean and median on grade point. Turns into major issue at times. I always have to look up the formulas and I used to be good in math.

Have a great weekend all.

Just fyi
if you open Excel, type STANDARD DEVIATION into the HELP menu, you get very nice formulae for different forms of STD, depending on your needs.
thank you mr gates.
A little careful reading, and you can replicate in WF.

Using the formula "s = square root of[(sum of Xsquared -((sum of X)*(sum of X)/N))/(N-1)]" for standard deviation you have all of the components in the prefix operators with the SUM verb, i.e SUM, Mean = AVE, and Square Root=ASQ.

Haven't really tested this, but ...
the old ANALYSE FILE HOLD still works in webfocus reporting server 764.
I started an interactive agent and created a hold file. Did an ANALYSE FILE HOLD, entered CORRE, and it gave me some output. Don't know if it's correct, but that's not really important.
There is also still an analyse manual (for mainframe focus) on the IBI doc site available, so you could just pick that up and start using ANAYLSE again....
Link to the document is:
Stats manual

Hope this helps ...

OMG it DOES work. Now the ? is, how to grab the output.
STATHOLD doesn't appear to exist

This message has been edited. Last edited by: susannah,

While we could take the ANALYSE FILE HOLD and make it GUI controlled so it would work in WebFocus, my question is, would this be enough, or would it be too little considering the plethora of statistical packages out there today?

Gerry, it would be enough
for users who don't have a stat package or the time to fight the budget fight to get one...and just want a not-too-mission-critical way to build a tiny multivariate model and crank out a forecast that beats linear extrapolation.
That would be fine.
( i seem to recall we talked about this at a summit in the last millenium)
We all know that ANALYSE won't work on BY field breaks...only on one dataextract at a time...so ok we'll deal with it..but as soon as you give it to us...i'll betcha an NFR will come thru for a more flexible version... Give us an inch...
That would be my 2 cents.

I do agree wth Susannah, but meanwhile I will try to use it as is.
First print the manual....

Thanks G

I agree wholly with Sussanah.

It was useful in the past and would be useful in the present for the simpler models that otherwise require us to actually do some long forgotten math.

As long as we have your Attn, Gerry.... ill put in a plug for TRIG FUNCTIONS..the majors
sin cos tan and their arcs.
Please!
and glenda reminds that i forgot secant, and the other co's..cosec and cotan.

This message has been edited. Last edited by: susannah,

I'm with Susannah. I spent several long days and lots of time picking others brains in order to develope a distance calculator to use in WebFOCUS. It would have been so much easier with the the trig functions Susannah has requested.

Susannah,

I wouldn't know where to start when it comes to articles. I had a point to prove to a Cobol programmer and I did just that.

As for money, these are on the house.