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Moving Average of Monthly Defaults

MediumSQL · PostgreSQL00:00
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Your question is Moving Average of Monthly Defaults. Start with the requirements and the three tables on the right.

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Problem

Write a query using window functions to calculate the moving average of monthly loan defaults.

Use the calendar table so months with no defaults appear with a count of zero. Calculate a three-month moving average that includes the current month and up to the two preceding calendar months.

Output

  1. One row per calendar month with month_start, monthly_defaults, and three_month_moving_average.
  2. Include all calendar months, order by month_start ascending, and round the moving average to two decimal places.

Schema

calendar_months
ColumnTypeDescription
month_startPKDATECalendar date representing a reporting month
fiscal_quarterVARCHAR(30)Fiscal quarter label for the month
loans
ColumnTypeDescription
loan_idPKINTUnique loan identifier
origination_dateDATEDate the loan was originated
borrower_stateVARCHAR(40)Borrower's state
loan_defaults
ColumnTypeDescription
default_idPKINTUnique default event identifier
loan_idINTLoan associated with the default event
default_dateDATEDate of the default event
Tablescalendar_monthsloan_defaultsloans
Your solutionPostgreSQL
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