Matlab Data Preprocessing and Dynamic Struct Assignments - excel

Question

I'm quite new to Matlab and I'm struggling trying to figure out how to properly preprocess my data in order to make some calculations with it.
I have an Excel table with financial log returns of many companies such that every row is a day and every column is a company:
I imported everything correctly into Matlab like this:
Now I have to create what's caled "rolling windows". To do this I use the following code:
function [ROLLING_WINDOWS] = setup_returns(RETURNS)
bandwidth = 262;
[rows, columns] = size(RETURNS);
limit_rows = rows - bandwidth;
for i = 1:limit_rows
ROLLING_WINDOWS(i).SYS = RETURNS(i:bandwidth+i-1,1);
end
end
Well if I run this code for the first column of returns everything works fine... but my aim is to produce the same thing for every column of log returns. So basically I have to add a second for loop... but what I don't get is which syntax I need to use in order to make that ".SYS" dynamic and based on my array of string cells containing company names so that...
ROLLING_WINDOWS(i)."S&P 500" = RETURNS(i:bandwidth+i-1,1);
ROLLING_WINDOWS(i)."AIG" = RETURNS(i:bandwidth+i-1,2);
and so on...
Thanks for your help guys!
EDIT: working function
function [ROLLING_WINDOWS] = setup_returns(COMPANIES, RETURNS)
bandwidth = 262;
[rows, columns] = size(RETURNS);
limit_rows = rows - bandwidth;
for i = 1:limit_rows
offset = bandwidth + i - 1;
for j = 1:columns
ROLLING_WINDOWS(i).(COMPANIES{j}) = RETURNS(i:offset, j);
end
end
end
Ok everything is perfect... just one question... matlab intellissense tells me "ROLLING_WINDOWS appears to change size on every loop iteration bla bla bla consider preallocating"... how can I perform this?

Answer 1

You're almost there. Use dynamic field names by building strings for fields. Your fields are in a cell array called COMPANIES and so:
function [ROLLING_WINDOWS] = setup_returns(COMPANIES, RETURNS)
bandwidth = 262;
[rows, columns] = size(RETURNS);
limit_rows = rows - bandwidth;
%// Preallocate to remove warnings
ROLLING_WINDOWS = repmat(struct(), limit_rows, 1);
for i = 1:limit_rows
offset = bandwidth + i - 1;
for j = 1:columns
%// Dynamic field name referencing
ROLLING_WINDOWS(i).(COMPANIES{j}) = RETURNS(i:offset, j);
end
end
end
Here's a great article by Loren Shure from MathWorks if you want to learn more: http://blogs.mathworks.com/loren/2005/12/13/use-dynamic-field-references/ ... but basically, if you have a string and you want to use this string to create a field, you would do:
str = '...';
s.(str) = ...;
s is your structure and str is the string you want to name your field.