MATLAB: Transforming panel data variables (from Excel/Stata) to multiple matrices in Matlab

Question

I would like to know if it is possible to go from my Excel/Stata dataset to variables in matrix form.

My problem is as follows: I have been working on my thesis in Stata, and therefore my data is formatted as can be seen in the image attached. However, I will use a Matlab code that will need a number of variables of interest (e.g. return) to be formatted as a matrix with t*n dimensions.

This means, for variable 'return', that I would like the variable return to look like this: [ret_n1_t1 ret_n2_t1 ret_nN_t1; ret_n1_t2 ret_n2_t2 ret_nN_t2; ret_n1_tT ret_n2_tT ret_nN_tT]

Where n is the observation, N is the number of observations, t is period and T is number of periods.

I apologize if this question is already asked before, but I am not sure what to search for in order to find it.

Thanks in advance.

EDIT: gvkey is my firm identifying variable and time is the time-variable.

Answer 1

I have managed to edit the data to from 'long' to 'wide' in Stata and afterwards import it into Matlab, so the problem is fixed.