Focal Point
Standard Deviation

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February 08, 2008, 03:45 PM
FrankDutch
Standard Deviation
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

prod: WF 7.6.10 platform Windows,
databases: msSQL2000, msSQL2005, RMS, Oracle, Sybase,IE7
test: WF 7.6.10 on the same platform and databases,IE7

February 08, 2008, 03:53 PM
Alan B
Frank

Try this link or this one.


Alan.
WF 7.705/8.007
February 08, 2008, 04:07 PM
FrankDutch
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.




Frank

prod: WF 7.6.10 platform Windows,
databases: msSQL2000, msSQL2005, RMS, Oracle, Sybase,IE7
test: WF 7.6.10 on the same platform and databases,IE7

February 08, 2008, 04:16 PM
Alan B
You actually brought back to mind the old ANALYSE function.

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


Alan.
WF 7.705/8.007
February 08, 2008, 04:26 PM
FrankDutch
Yes it would be great to have that functionality in WebFocus.
I get several question on statistics.




Frank

prod: WF 7.6.10 platform Windows,
databases: msSQL2000, msSQL2005, RMS, Oracle, Sybase,IE7
test: WF 7.6.10 on the same platform and databases,IE7

February 08, 2008, 04:59 PM
Leah
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.


Leah
February 10, 2008, 06:00 PM
susannah
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.




In Focus since 1979///7706m/5 ;wintel 2008/64;OAM security; Oracle db, ///MRE/BID
February 11, 2008, 06:05 AM
AlexU
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.


WF 7703M, XP/Win7, MRE, RC, BID, PMF, HTML, PDF, Excel 2000/7/10
February 12, 2008, 10:07 AM
GamP
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 ...


GamP

- Using AS 8.2.01 on Windows 10 - IE11.
in Focus since 1988
February 12, 2008, 11:22 AM
susannah
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,




In Focus since 1979///7706m/5 ;wintel 2008/64;OAM security; Oracle db, ///MRE/BID
February 12, 2008, 07:42 PM
GCohen
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?


Release 7.6.9
Windows
HTML
February 13, 2008, 02:07 AM
susannah
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.




In Focus since 1979///7706m/5 ;wintel 2008/64;OAM security; Oracle db, ///MRE/BID
February 13, 2008, 04:08 AM
FrankDutch
I do agree wth Susannah, but meanwhile I will try to use it as is.
First print the manual....

Thanks G




Frank

prod: WF 7.6.10 platform Windows,
databases: msSQL2000, msSQL2005, RMS, Oracle, Sybase,IE7
test: WF 7.6.10 on the same platform and databases,IE7

February 13, 2008, 07:06 AM
Alan B
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.


Alan.
WF 7.705/8.007
February 13, 2008, 12:41 PM
susannah
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,




In Focus since 1979///7706m/5 ;wintel 2008/64;OAM security; Oracle db, ///MRE/BID
February 13, 2008, 05:23 PM
Glenda
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.


Glenda

In FOCUS Since 1990
Production 8.2 Windows
February 14, 2008, 10:01 AM
Glenda
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.


Glenda

In FOCUS Since 1990
Production 8.2 Windows