Calculating standard deviation for each year

1 次查看（过去 30 天）
Luca
Luca 2021-4-11
编辑： Luca 2021-4-11
Hi,
I need to calculate for each stock the standard deviation for each year of observation. I created a subset with to stocks which is attached.
I was able to calculate the standard deviation for the two stocks with the splitapply() command.
% Creating volatility for two stocks
stocks.years = year(stocks.dates);
[group,years,ID]= findgroups(stocks.years, stocks.ID);
vola2 = splitapply(@std, stocks.RET, group);
voltb2 = table(ID, years, vola2);
voltb2 = sortrows(voltb2, 'ID');
My problem is that by the way stockreturns are create the first observation is always a NaN. Therefore for the standard deviation for the first year is NaN.
Is there a way to omit the NaN line in the calculation for standard deviation?
Thanks in advance

请先登录，再回答此问题。

采纳的回答

Jan
Jan 2021-4-11
Do you want:
vola2 = splitapply(@(x) std(x, 'omitnan'), stocks.RET, group);

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Whos 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by