Calculating standard deviation for each year

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

Answer 1

[Jan]

Do you want:

vola2 = splitapply(@(x) std(x, 'omitnan'), stocks.RET, group);

[Luca]

Hi Jan,

Thank you very much it worked perfectly.