After reading the data into MATLAB workspace you can use repshape and repmat, i have shown with an example below:
% --- 1. Create Sample Data (Replace with your actual data) ---
numDates = 10;
numEntities = 5;
% Generate some random data for illustration
dataMatrix = rand(numDates, numEntities) * 100;
% Generate dates (e.g., daily dates starting from Jan 1, 2023)
startDate = datetime(2023, 1, 1);
datesVector = startDate + (0:numDates-1)'; % Column vector of dates
disp('Original dataMatrix:');
disp(dataMatrix);
disp('Original datesVector:');
disp(datesVector);
% --- 2. Reshape the dataMatrix into a single column vector ---
% The 'reshape' function operates column-wise.
% If your data is structured such that each column is a time series for an entity,
% then simply reshaping will stack these time series one after another.
reshapedData = reshape(dataMatrix, [], 1); % The '[]' tells reshape to automatically calculate the number of rows
% --- 3. Create a corresponding date vector for the reshaped data ---
% Each date needs to be repeated 'numEntities' times.
% You can use repmat for explicit repetition:
repeatedDates = repmat(datesVector, numEntities, 1);
% Alternatively, if you have recent MATLAB versions, implied broadcasting
% for element-wise operations with different dimensions might be available,
% but for explicit repetition for concatenation, repmat is clearer.
% Or, a more direct way if you know the order of reshaping:
% You want [date1_entity1, date1_entity2, ..., date1_entityN,
% date2_entity1, date2_entity2, ..., date2_entityN, ...]
% However, reshape works column-wise, so it would be:
% [date1_entity1, date2_entity1, ..., date_last_entity1,
% date1_entity2, date2_entity2, ..., date_last_entity2, ...]
% So, the 'datesVector' needs to be repeated 'numEntities' times,
% where each block of 'numDates' corresponds to one entity's time series.
% --- 4. Combine them into a table (recommended for panel data) ---
% A table is an excellent data structure for panel data in MATLAB,
% as it allows you to combine different data types (numeric, datetime)
% and label columns.
panelTable = table(repeatedDates, reshapedData, 'VariableNames', {'Date', 'Value'});
disp(' ');
disp('Reshaped Data (Column Vector):');
disp(reshapedData);
disp(' ');
disp('Repeated Dates (Column Vector):');
disp(repeatedDates);
disp(' ');
disp('Combined Panel Table:');
disp(panelTable);
% You can verify the sizes
fprintf('\nSize of reshapedData: %dx%d\n', size(reshapedData,1), size(reshapedData,2));
fprintf('Size of repeatedDates: %dx%d\n', size(repeatedDates,1), size(repeatedDates,2));
fprintf('Size of panelTable: %dx%d\n', size(panelTable,1), size(panelTable,2));
