innerjoin error and potential matching questions
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wesso Dadoyan
le 8 Sep 2017
Réponse apportée : Guillaume
le 8 Sep 2017
Hi,
1. I am matching two tables based on ticker but i receive the following error
Error using tabular/innerjoin (line 104)
Left and right key variables 'ticker' and 'ticker' include cells containing non-character vector
values.
Error in Step1Match (line 10)
Data2=innerjoin(Data1,identifiers, 'Keys', {'ticker'});
the two tables Data1 and identifiers are attached. 2. is it feasible to match based on cusip where in one table the cusip is 8 digits and in the other it is 6 digits. In other words, is it possible to match if the 6 digits in one file are part of the 8 digit number of the other file
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Guillaume
le 8 Sep 2017
Well, the error message is clear, the ticker column in at least one of your table contain a mixture of char array and non-char arrays. Let's check:
>>find(~cellfun(@ischar, identifiers.ticker))
ans =
0×1 empty double column vector
identifiers is fine.
>>find(~cellfun(@ischar, Data1.ticker), 3)
ans =
112430
112431
112432
...
141311
Indeed, there's a problem with Data1. Let's have a look at the values:
>>Data1(~cellfun(@ischar, Data1.ticker), 1:4)
ans =
77×4 table
PERMNO date SICCD ticker
______ _____ _____ ______
78830 38411 6035 [1]
78830 38442 6035 [1]
78830 38471 6035 [1]
78830 38503 6035 [1]
Well, there's your problem. The tickers are just numeric 1. You'll have to get rid of these or fix your import before the innerjoin.
As for your second question, it's not possible with matlab's join functions but it wouldn't be particularly difficult to implement yourself. One problem though:
>> unique(ceil(log10(Data1.CUSIP(~isnan(Data1.CUSIP)))))'
ans =
5 6 7 8 15
>> unique(ceil(log10(identifiers.CUSIP(~isnan(identifiers.CUSIP)))))'
ans =
3 4 5 6
So, you have cusip in Data1 that have 5, 6, 7, 8 or 15 digits in addition to many NaNs. Similarly in identifiers, they have 3, 4, 5 or 6 digits, and again there's lot of NaNs. Again, you need to look at why this does not conform to your expectations.
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