Recursive SQL statement (PostgreSQL 9.1.4)

Question

PostgreSQL 9.1

Business situation

Every month, there is a new batch of accounts given to a specific process. Every batch can be described by mon

Answer 1

It's a big task, split it up to make it more manageable. I would put that in a plpgsql function with RETURN TABLE:

1. Create a temporary table for your "Calculation Process" matrix using a crosstab query You need the tablefunc module installed for that. Run (once per database):

   CREATE EXTENSION tablefunc;
   

2. Update the temp table field by field.

3. Return table.

The following demo is fully functional and tested with PostgreSQL 9.1.4. Building on the table definition provided in the question:

-- DROP FUNCTION f_forcast();

CREATE OR REPLACE FUNCTION f_forcast()
  RETURNS TABLE (
  granularity date
 ,entry_accounts numeric
 ,entry_amount numeric
 ,d1 numeric
 ,d2 numeric
 ,d3 numeric
 ,d4 numeric
 ,d5 numeric
 ,d6 numeric) AS
$BODY$
BEGIN

--== Create temp table with result of crosstab() ==--

CREATE TEMP TABLE matrix ON COMMIT DROP AS
SELECT *
FROM   crosstab (
        'SELECT granularity, entry_accounts, entry_amount
               ,distance_in_months, recovery_amount
         FROM   vintage_data
         ORDER  BY 1, 2',

        'SELECT DISTINCT distance_in_months
         FROM   vintage_data
         ORDER  BY 1')
AS tbl (
  granularity date
 ,entry_accounts numeric
 ,entry_amount numeric
 ,d1 numeric
 ,d2 numeric
 ,d3 numeric
 ,d4 numeric
 ,d5 numeric
 ,d6 numeric
 );

ANALYZE matrix; -- update statistics to help calculations


--== Calculations ==--

-- I implemented the first calculation for X1 and leave the rest to you.
-- Can probably be generalized in a loop or even a single statement.

UPDATE matrix m
SET    d4 = (
    SELECT (sum(x.d1) + sum(x.d2) + sum(x.d3) + sum(x.d4))
            /(sum(x.d1) + sum(x.d2) + sum(x.d3)) - 1
            -- removed redundant sum(entry_amount) from equation
    FROM  (
        SELECT *
        FROM   matrix a
        WHERE  a.granularity < m.granularity
        ORDER  BY a.granularity DESC
        LIMIT  3
        ) x
    ) * (m.d1 + m.d2 + m.d3)
WHERE m.granularity = '2012-04-30';

--- Next update X2 ..


--== Return results ==--

RETURN QUERY
TABLE  matrix
ORDER  BY 1;

END;
$BODY$ LANGUAGE plpgsql;

Call:

SELECT * FROM f_forcast();

I have simplified quite a bit, removing some redundant steps in the calculation.
The solution employs a variety of advanced techniques. You need to know your way around PostgreSQL to work with this.