TS_DIFFERENCE Function [Aggregate]

Syntax

TS_DIFFERENCE (timeseries_expression, period1 [, period2 [, ...period 10] ]) OVER (window-spec)

Licensing Prerequisites

Available only with RAP – The Trading Edition Enterprise.

Parameters

• timeseries_expression – a numeric expression, generally a column name, containing an element in a time series to be differenced.
• period1 ... period10 – each period is an integer expression containing the period in which the time series is to be differenced. You must specify at least one period, and you can specify up to 10 periods.
• window-spec – TS_DIFFERENCE is an OLAP function requiring an OVER () clause with an unbounded window. This function does not support value-based windows; for example, you cannot use a range specifier in the OVER () clause.

Usage

For each element in the time series, TS_DIFFERENCE returns the corresponding calculated differenced value for the time series; it calls the function imsls_d_difference in the IMSL libraries.

IMSL Mapping

The arguments of TS_DIFFERENCE map to the IMSL library function imsls_d_difference as follows:

params = imsls_d_difference(n_objs, z[], n_differences,		periods [], 0);

• n_objs – contains the number of rows in the current window frame.
• z[] – contains the value of timeseries_expression for the current window frame.
• n_differences – maps to the period arguments defined in TS_DIFFERENCE.
• period – an array of the period arguments defined in TS_DIFFERENCE.

For detailed information on how the function imsls_d_difference performs time series calculations, see IMSL C Numerical Library User’s Guide Volume 2 of 2: C Stat Library.

Example

This example shows a SQL statement containing the TS_DIFFERENCE function and the data values returned by the function. This example uses the example input data table (called DATASET) as its input data.

SELECT TS_DIFFERENCE(data,1) OVER (ORDER BY ROWNUM rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS res FROM DATASET

Sybase IQ returns 50 rows:

Standards and Compatibility

• SQL – ISO/ANSI SQL compliant
• Sybase – not compatible with SQL Anywhere or Adaptive Server Enterprise