finding data in Matlab for common dates among n arrays

Question

I have 6 cross-sectional time series arrays with varying dates and about 99 assets. I want to create a new array with only common dates from all the six arrays. I tried using the following function which uses "ismember" which works well for 2 arrays, but i am unable to generalize it for n arrays.

idx = ismember(indexchg(:,1),equitychg (:,1))
finalmatrix = [indexchg(idx,1) indexchg(idx,2) equitychg(idx,2:end)]

Can someone suggest a way to generalize this. I am trying to use find function in Matlab to find asset and dates but that i guess will have to run a host of loops to arrange the data. Can anyone suggest an easier way

Have you tried using the merge method: merge(indexchg, equitychg , otherchgs, .... ,'DateSetMethod','Intersection') — Dan
– Dan, Commented Aug 20, 2013 at 9:00
idx is indexing indexchg but you also pass it to equitychg in last line, doesn't seem right. — Mohsen Nosratinia
– Mohsen Nosratinia, Commented Aug 20, 2013 at 9:10
is there a way to convert a double array to a financial time series object — Sameer Bhatt
– Sameer Bhatt, Commented Aug 20, 2013 at 10:52
If they're not financial time series objects, then I'd suggest you stick with your method and just use a loop. Maybe create a cell array to help you not have to keep typing out each different array name — Dan
– Dan, Commented Aug 20, 2013 at 13:19

Dennis Jaheruddin · Accepted Answer · 2013-08-21 12:23:43Z

1

Suppose you have sets A, B, C and want to find elements that occur in all of them, you can nest intersections.

It can be done like this:

mySet = intersect(intersect(A,B),C)

If you are a lazy typist, you can also check out the mintersect File Exchange submission that basically does just this. Then it can be done like this:

mySet = mintersect(A,B,C)

answered Aug 21, 2013 at 12:23

Dennis Jaheruddin

21.6k8 gold badges73 silver badges132 bronze badges

Sign up to request clarification or add additional context in comments.

Collectives™ on Stack Overflow

finding data in Matlab for common dates among n arrays

1 Answer 1

Comments

Your Answer

Hot Network Questions

Collectives™ on Stack Overflow

1 Answer 1

Comments

Your Answer

Sign up or log in

Post as a guest

Related