在SQL Server中计算线性回归

Question

I have a query that will return columns:

StoreNo

FiscalWeek

SalesVar

There are 28 stores,

and Fiscal week is from 25 - 30,

And sales is sum of sales variance for that week

I want to contain this within a sub query that will give me an output with:

StoreNo

LinearRegression ( based on the 6 week sales history [Known Y's] )

I would normally just do this in Excel using LINEST

I'm guessing it would look like:

Select
A.StoreNo
A.LinearRegressionCalculation

From (SubQuery) A

The Query i use to get the 6 weeks of sales history is:

SELECT
    EU.[Store No]                                                                            As 'StoreNo'
    ,SA.FISCALWEEK                                                                           As 'FiscalWeek'
    ,CONVERT(DECIMAL(5,4),
    (  SUM(CASE WHEN SA.FISCALYEAR = 2017  THEN SA.SALESEXVAT/SA.EXCHANGERATEEURO END)  /
       SUM(CASE WHEN SA.FISCALYEAR = 2016  THEN SA.SALESEXVAT/SA.EXCHANGERATEEURO END)  ) -1) AS 'SalesVar'
FROM 
    [BHXSQL2014-DEV].BMANALYTICS.DBO.EUACTIVESTORES AS EU
INNER JOIN
    [EUUKSQL01].[DASHBOARD].[DBO].[SALESAGGREGATEWEEK] AS SA
ON 
    EU.[Store No] = SA.BRANCHNO
    And EU.[Store No] In (
    8702,8711,8701,4167,4164,4160,4169,4155,4794,4746,1701,4619,4617,8867,8878,8891,8743,8876,4806,4710,4100,4826,4148,8757,8866,8787,8821,8756
    )
    And SA.Fiscalweek between 25 and 30
--COMP FLAG (Y=COMP WEEK, N=NONCOMP WEEK, 'WHERE' STATEMENT EXCLUDES NON COMP WEEKS)
    AND CASE WHEN LEFT(EU.[COMP WEEK],4) < 2017 THEN 'Y' 
             WHEN RIGHT(EU.[COMP WEEK],2) < SA.FISCALWEEK THEN 'Y' 
             ELSE 'N' END 
             = 'Y'
GROUP BY 
    EU.[Store No]
    ,SA.FISCALWEEK
ORDER BY 
    EU.[Store No]

Answer 1

Worked it out eventually (although results are slighty out on LINEST )

Select
    MYDATA3.StoreNo
    ,slope
    ,ybar - xbar * slope as 'Intercept'
From
(   Select
        MYDATA2.StoreNo
        ,Sum((x - xbar) * (y - ybar)) / Sum((x - xbar) * (x - xbar)) As 'Slope'
        ,Max(ybar) As ybar
        ,Max(xbar) As xbar
    From
    (   Select
            MYDATA.StoreNo
            ,avg(MYDATA.SalesVar) Over (Partition By MYDATA.StoreNO Order By FiscalWeek Rows Unbounded Preceding) as 'ybar'
            ,MYDATA.SalesVar as 'y'
            ,avg(MYDATA.FiscalWeek) Over(Partition By MYDATA.StoreNO Order By FiscalWeek Rows Unbounded Preceding) as 'xbar'
            ,MYDATA.FiscalWeek as 'x'
        From
        (   Select
                EU.[Store No]                                                                            As 'StoreNo'
                ,SA.FISCALWEEK                                                                           As 'FiscalWeek'
                ,Convert(DECIMAL(5,4),
                (  Sum(Case When SA.FISCALYEAR = 2017  Then SA.SALESEXVAT/SA.EXCHANGERATEEURO END)  /
                   Sum(Case When SA.FISCALYEAR = 2016  Then SA.SALESEXVAT/SA.EXCHANGERATEEURO END)  ) -1) As 'SalesVar'
            From 
                [BHXSQL2014-DEV].BMANALYTICS.DBO.EUACTIVESTORES AS EU
            INNER JOIN
                [EUUKSQL01].[DASHBOARD].[DBO].[SALESAGGREGATEWEEK] AS SA
            ON 
                EU.[Store No] = SA.BranchNo
                And EU.[Store No] In (
                8702,8711,8701,4167,4164,4160,4169,4155,4794,4746,1701,4619,4617,8867,8878,8891,8743,8876,4806,4710,4100,4826,4148,8757,8866,8787,8821,8756
                )
                And SA.Fiscalweek between 25 and 30
            --COMP FLAG (Y=COMP WEEK, N=NONCOMP WEEK, 'WHERE' STATEMENT EXCLUDES NON COMP WEEKS)
                AND Case When LEFT(EU.[COMP WEEK],4) < 2017 Then 'Y' 
                         When RIGHT(EU.[COMP WEEK],2) < SA.FISCALWEEK Then 'Y' 
                         Else 'N' END 
                         = 'Y'
            Group BY 
                EU.[Store No]
                ,SA.FISCALWEEK 
                ) MYDATA    ) MYDATA2
    Group BY
        MYDATA2.StoreNo ) MYDATA3