matplotlib - MATLAB - past variances

Question

I have a table that looks like this:

firm id     year      profit
1           2000      10
1           2001      20
1           2002      15
2           1999      40
2           2000      55
2           2001      35
2           2002      65
3           2001      5
3           2002      20
3           2003      10

And I want to estimate the var of the past years' firm profits.

Answer 1

Assuming that your table is already sorted by "Firm ID" and by "Year", and that there's only one entry for each year, you can loop through each firm:

profitVar = [];
ids = unique(yourTable.firmId); % id of each firm

% Loop through the firms
for i = 1:length(ids) 
    id = ids(i);
    subData = find(yourTable.firmId == id); % get the data from the given firm only

    % Loop through the years
    for j = 1:length(subData)
        profitVar = [profitVar; var(yourTable.profit(subData(1:j-1)))];
    end

end
yourTable = addvars(yourTable, profitVar);

Note that this returns NaN only for the first year, and not the second year due to the fact that it is calculating the variance of the previous one (which will thus always be zero). If this is a problem, you could just insert an exception in the inner loop, something like if (j == 2) profitVar = [profitVar; NaN];.