Calculating Over Top N Values Per Group - sql

Question

I have an access table with time series data like this:
loc | date | value
A 2/11/07 50
A 2/12/07 45
A 2/13/07 23
B 2/11/07 34
B 2/12/07 46
B 2/13/07 56
C ....... ...
...
D..........
.....
And I want to get the Z, (value - avg(values)/stDev(values), values of each group over different time periods so the 20 z values would consider values over the last 20 days, the 60 day over the last 60 days etc. And I also want to select the z values on the latest day so the result would look like this:
loc | date | value | 20Day zValue | 60Day ZValue | 120 day Zvalue
A 2/13/07 23 .04 .09 .6
B 2/13/07 56 .87 .54 .96
C .....................

Answer 1

Try this:
SELECT
a.*,
b.20Day_zValue,
c.60Day_zValue,
d.120Day_zValue
FROM
(
SELECT aa.loc, aa.date, aa.value
FROM tbl aa
INNER JOIN
(
SELECT loc, MAX(date) AS maxdate
FROM tbl
GROUP BY loc
) bb ON aa.loc = bb.loc AND aa.date = bb.maxdate
) a
INNER JOIN
(
SELECT loc, AVG(value)/StDev(value) AS 20Day_zValue
FROM tbl
WHERE date >= DateAdd('d', -20, Date())
GROUP BY loc
) b ON a.loc = b.loc
INNER JOIN
(
SELECT loc, AVG(value)/StDev(value) AS 60Day_zValue
FROM tbl
WHERE date >= DateAdd('d', -60, Date())
GROUP BY loc
) c ON a.loc = c.loc
INNER JOIN
(
SELECT loc, AVG(value)/StDev(value) AS 120Day_zValue
FROM tbl
WHERE date >= DateAdd('d', -120, Date())
GROUP BY loc
) d ON a.loc = d.loc

Answer 2

I came up with a solution, zane bien answer was a good start. the main problem was ms access's requirement for multiple joins. the basic bracketing structure is like this:
Select a,b,c
FROM
(((Table1 Inner Join Table2 ON a = b)
Inner Join Table3 ON a = c)
Inner Join Table4 ON a = d)
And the solution to my problem is:
SELECT A.loc AS Location, A.value AS Value,
(A.value - B.OneMonthAvg) / B.OneMonthStdev AS OneMonthZscore,
(A.value - C.ThreeMonthAvg) / C.ThreeMonthStdev AS ThreeMonthZscore,
(A.value - D.SixMonthAvg) / D.SixMonthStdev AS SixMonthZscore,
(A.value - E.OneYearAvg) / E.OneYearStdev AS OneYearZscore,
(A.value - F.TwoYearAvg) / F.TwoYearStdev AS TwoYearZscore,
(A.value - G.ThreeYearAvg) / G.ThreeYearStdev AS ThreeYearZscore
FROM
(((((((tbl AS A
INNER JOIN
(SELECT loc, AVG(value) AS OneMonthAvg, STDEV(value) AS OneMonthStdev
FROM tbl
WHERE date >= DateAdd('m', -1, Date())
GROUP BY loc)
AS B ON A.loc = B.loc)
INNER JOIN
(SELECT loc, AVG(value) AS ThreeMonthAvg, STDEV(value) AS ThreeMonthStdev
FROM tbl
WHERE date >= DateAdd('m', -3, Date())
GROUP BY loc)
AS C ON A.loc = C.loc)
INNER JOIN
(SELECT loc, AVG(value) AS SixMonthAvg, STDEV(value) AS SixMonthStdev
FROM tbl
WHERE date >= DateAdd('m', -6, Date())
GROUP BY loc)
AS D ON A.loc = D.loc)
INNER JOIN
(SELECT loc, AVG(value) AS OneYearAvg, STDEV(value) AS OneYearStdev
FROM tbl
WHERE date >= DateAdd('yyyy', -1, Date())
GROUP BY loc)
AS E ON A.loc = E.loc)
INNER JOIN
(SELECT loc, AVG(value) AS TwoYearAvg, STDEV(value) AS TwoYearStdev
FROM tbl
WHERE date >= DateAdd('yyyy', -2, Date())
GROUP BY loc)
AS F ON A.loc = F.loc)
INNER JOIN
(SELECT loc, AVG(value) AS ThreeYearAvg, STDEV(value) AS ThreeYearStdev
FROM tbl
WHERE date >= DateAdd('yyyy', -3, Date())
GROUP BY loc)
AS G ON A.loc = G.loc)
Where A.date = Date()
I changed the date range which i wanted to get the z-scores for.