Problem with accessing data after splitapply and regress

Hi,

I have two stocks with daily stock returns and the marketreturns also daily. I ran a regression seperatly for each year and each stock with the splitapply() function. My goal is to get the residuals for each day of observation and stock. I uploaded the set I'm using.

Data description:

ID = Stock id

dates= the day of observation

years = the years (for group)

RET = stock returns

MRET = market returns

The model looks like this :

RET = Beta0 + Beta1 * MRET

I tried it with fitlm.

[group6, years, ID]= findgroups(subset1.years, subset1.ID);
[group7, dates]= findgroups(subset1.years);
[lm2] = splitapply(@(x,y){fitlm(x,y)}, subset1.MRET, subset1.RET,group6)

Which gives me 59*1 cell array where all the information are stored in. Unfortunatly this was a little bit a dead end for me. I don't know how to access the residuals all at ones and assgin them to the right date and ID.

I Also tried.

A = [ones(size(subset1.MRET)), subset1.MRET];
b = subset1.RET;
[m5] = splitapply(@(x,y) {regress(y,x)},A,b,group6);

But here i'm also not able to get the residuals. The output is again cell array where each cell contains the beta0 and beta1.

My new idea is to get a table which looks like this.

ID years Beta0 Beta1

10001 1986 b0 b1

10001 1987 b0 b1

.

.

.

10002 1986 b0 b1

.

.

.

Then I would be able to calculate the residuals my self.

Does anyone know how to get the residuals directly and create a table with ID, dates and residuals.

Or how I can create the table with the betas

Thank you in advance

Luca