Hi,
To directly obtain and correctly assign residuals by date and ID, the provided initial method can be enahnced by incorporating residuals extraction with "fitlm" as part of the "splitapply" process.
Here is how to do it:
% Assuming subset1 is your table with columns: ID, dates, years, RET, MRET
% Find unique groups
[group, ~] = findgroups(subset1.years, subset1.ID);
% Preallocate a residuals array
residuals = NaN(size(subset1.RET)); % Same size as your RET column
for i = 1:max(group)
idx = group == i; % Logical index for the current group
lm = fitlm(subset1.MRET(idx), subset1.RET(idx));
residuals(idx) = lm.Residuals.Raw; % Assign residuals
end
% Add residuals to your table
subset1.residuals = residuals;
I hope this helps!
