Why SQL Rolling Functions Produce Values at Different Times

Summary

This forum question compares the first dates that three rolling SQL calculations return values: a moving average, a standard deviation, and a regression slope, each configured with a 40-observation window. The example applies them to stock data and reports that the standard deviation appears after a few days, while the other calculations appear much later. It highlights that a shared window length does not necessarily mean functions handle missing values, input pairs, or minimum observation requirements in the same way.

The document does not include an answer or establish the cause of the different start dates. It therefore offers a useful troubleshooting question rather than a confirmed explanation or reusable solution. Anyone investigating the behavior would need to check each function’s missing-data rules and valid-observation requirements, as well as the underlying series and query ordering. The reported timings are observations from the poster’s query, not general guarantees about these functions.

Key ideas

• The question reports different first-valid dates for rolling functions configured with the same window length.
• The standard deviation appears earlier than the moving average and regression slope in the example.
• The post does not explain or resolve the discrepancy.
• Function-specific missing-value handling and minimum valid observations are possible areas to investigate.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.