Excel like filter is applied to rows instead of columns with primeng DataTable

Question

I used the code given in http://www.primefaces.org/primeng/#/datatable/filter to create excel like filter but it is getting applied to rows instead of columns. Below is the code used.

 <p-column field="color" header="Color (Custom)" [filter]="true"
     filterMatchMode="in" [style]="{'overflow':'visible'}">
        <template pTemplate="filter" let-col>
            <p-multiSelect [options]="colors" defaultLabel="All Colors" 
            (onChange)="dt.filter($event.value,col.field,col.filterMatchMode)" 
           styleClass="ui-column-filter"></p-multiSelect>
        </template>
    </p-column>