Moving average in postgresql

Question

I have the following table in my Postgresql 9.1 database:

select * from ro;
date       |  shop_id | amount 
-----------+----------+--------
2013-02-07 |     1001 |      3
2013-01-31 |     1001 |      2
2013-01-24 |     1001 |      1
2013-01-17 |     1001 |      5
2013-02-10 |     1001 |     10
2013-02-03 |     1001 |      4
2012-12-27 |     1001 |      6
2012-12-20 |     1001 |      8
2012-12-13 |     1001 |      4
2012-12-06 |     1001 |      3
2012-10-29 |     1001 |      3

I am trying to get a moving average comparing data against last 3 Thursdays without including the current Thursday. Here's my query:

select date, shop_id, amount, extract(dow from date),
avg(amount) OVER (PARTITION BY extract(dow from date) ORDER BY date DESC
                      ROWS BETWEEN 0 PRECEDING AND 2 FOLLOWING)                          
from ro
where extract(dow from date) = 4

This is the result given

date       |  shop_id | amount | date_part |        avg         
-----------+----------+--------+-----------+--------------------
2013-02-07 |     1001 |      3 |         4 | 2.0000000000000000
2013-01-31 |     1001 |      2 |         4 | 2.6666666666666667
2013-01-24 |     1001 |      1 |         4 | 4.0000000000000000
2013-01-17 |     1001 |      5 |         4 | 6.3333333333333333
2012-12-27 |     1001 |      6 |         4 | 6.0000000000000000
2012-12-20 |     1001 |      8 |         4 | 5.0000000000000000
2012-12-13 |     1001 |      4 |         4 | 3.5000000000000000
2012-12-06 |     1001 |      3 |         4 | 3.0000000000000000

I expect

date       |  shop_id | amount | date_part |        avg         
-----------+----------+--------+-----------+--------------------
2013-02-07 |     1001 |      3 |         4 | 2.6666666666666667
2013-01-31 |     1001 |      2 |         4 | 4.0000000000000000
2013-01-24 |     1001 |      1 |         4 | 6.3333333333333333
2013-01-17 |     1001 |      5 |         4 | 6.0000000000000000
2012-12-27 |     1001 |      6 |         4 | 5.0000000000000000
2012-12-20 |     1001 |      8 |         4 |
2012-12-13 |     1001 |      4 |         4 |
2012-12-06 |     1001 |      3 |         4 |

Answer 1

SQL Fiddle

select
    "date",
    shop_id,
    amount,
    extract(dow from date),
    case when
        row_number() over (order by date) > 3
        then
            avg(amount) OVER (
                ORDER BY date DESC
                ROWS BETWEEN 1 following AND 3 FOLLOWING
            )
        else null end
from (
    select *
    from ro
    where extract(dow from date) = 4
) s

What is wrong with the OP's query is the frame specification:

ROWS BETWEEN 0 PRECEDING AND 2 FOLLOWING

Other than that my query avoids unneeded computing by filtering Thursdays before applying the expensive window functions.

If it is necessary to partition by shop_id then obviously add the partition by shop_id to both functions, avg and row_number.