Using splitapply to add a column to a table
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I have data in a matlab table in long format. It contains stock tickers and monthly returns. I'd like to group the data by tickers, than grab the next periods return, and make a column of that next periods return. Here is my code. It returns cell arrays for each group. Is there a way to put each cell array back into Tbl with a new a column named NextMonthsReturn? Thanks!
Tickers = ["AAPL"; "AAPL"; "AAPL"; "MSFT"; "MSFT"; "MSFT"];
MonthlyReturns = [4.3;3.2;5.6;7.3;2.5;-5.6];
Tbl = table(Tickers, MonthlyReturns);
Grps = findgroups(Tbl.('Tickers'));
Rslts = splitapply(@(x) {[x(2:end);nan(1,1)]}, Tbl.('MonthlyReturns'), Grps);
Rslts
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Accepted Answer
Star Strider
on 4 May 2022
I am not certain what result you want.
Try this —
Tickers = ["AAPL"; "AAPL"; "AAPL"; "MSFT"; "MSFT"; "MSFT"];
MonthlyReturns = [4.3;3.2;5.6;7.3;2.5;-5.6];
Tbl = table(Tickers, MonthlyReturns)
Grps = findgroups(Tbl.('Tickers'));
Rslts = splitapply(@(x) {[x(2:end);nan(1,1)]}, Tbl.('MonthlyReturns'), Grps);
Tbl = addvars(Tbl,cat(1,Rslts{:}),'NewVariableNames',{'NextMonthsReturn'})
.
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More Answers (1)
Matt J
on 4 May 2022
Edited: Matt J
on 4 May 2022
Tickers = ["AAPL"; "AAPL"; "AAPL"; "MSFT"; "MSFT"; "MSFT"];
MonthlyReturns = [4.3;3.2;5.6;7.3;2.5;-5.6];
Tbl = table(Tickers, MonthlyReturns);
out=varfun(@(x) [x(2:end);nan(1,1)],Tbl,'Input','MonthlyReturns','Group','Tickers');
Tbl.NextMonthsReturns=out{:,3}
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