Create cell array or 3D matrix

I am trying to populate a 125x32 cell array with regression residuals over previous 30-day returns. I have a matrix called sig1 that indicates that I should perform the regression every time there is a 1 or -1. The returns are in a matrix called ret, and they all have the same dimensions. However, I have been hitting some errors related to dimensions and number of elements in each side of the assignment. Basically I want to have a 30*1 matrix within each cell of C, every time there is a 1 or -1 in sig1. This is what I am trying:

 for j = 1:1:32
  for i = 31:1:125     
    if sig1(i,j) == 1
      [b1(i,j),bint,R1(i,j)] = regress(ret(i-30:i-1,j), [ones(30,1) mkt1(i-30:i-1)]);      
      C{i,j} = R1(i,j);
    elseif sig1(i,j) == -1
      [b1(i,j),bint,R1(i,j)] = regress(ret(i-30:i-1,j), [ones(30,1) mkt1(i-30:i-1)]);
      C{i,j} = R1(i,j);
    else
      C{i,j} = 0;
    end
  end
end

Every time the sig1 matrix is a 0 (not 1 nor -1), the cell array C is supposed to be zero. i feel like there is some mistake with the [b1(i,j),bint,R1(i,j)] part, but I've tried different approaches and none of them works. When I run the for loop it gives me the following error: "Unable to perform assignment because the size of the left side is 1-by-1 and the size of the right side is 2-by-1."

Also, I have tried to put the residuals in a 125x32x30 matrix instead of the cell array, but it didn't work as well.

Finally, I have tried to reduce the matrices just to the first column in order to unbug this, but I didn't succeed. Any thoughts? Thanks

[Bob Thompson]

Which line is giving you the error message?

[Tomás Nunes]

I believe the error comes from the third or fourth line, because when I changed the sig1 to a different matrix (7567x32), it didn't give me that error, but still couldn't perform the loop the way I want it. In fact, sig1 is just the first 125 rows of the larger matrix.

[Bob Thompson]

The error message should tell you which line it occurs on, i.e.

"Unable to perform assignment because size of left side is 1-by-1 and size of right side is 2-by-1.

Error occurs on line 127 of myscript.m:

'[b1(i,j),bint,R1(i,j)] = regress(ret(i-30:i-1,j), [ones(30,1) mkt1'"

Answer 1

[Ameer Hamza]

You are getting this error because you second input X to regress() is 30*2, therefore the first output from regress will be 2*1 but you are trying to assign it to a single element b1(i, j). Also since R1 is a cell matrix, you will have to change it on the left-hand side of the assignment like R{i,j}. For correction of b1 dimensions, based on your preference you might want to assign the value of b to a cell type variable like this

 [b1{i,j},bint,R1{i,j}] = regress(ret(i-30:i-1,j), [ones(30,1) mkt1(i-30:i-1)]);

of course in above case, you will need to initialize b as cell. Another solution is to double the number of rows in matrix b and do something like

[b1(i:i+1,j),bint,R1{i,j}] = regress(ret(i-30:i-1,j), [ones(30,1) mkt1(i-30:i-1)]);

[Tomás Nunes]

Thank you for your answer. Unfortunately, doing what you said gives me the following error: "Unable to perform assignment because brace indexing is not supported for variables of this type."

[Ameer Hamza]

It appears b1 and R1 are already declared. Please add this line before for loop

b1 = [];
R1 = [];

[Tomás Nunes]

I just understood what was wrong with this loop. Apparently it made no sense to specify the (i,j) for the b and R1. So, if I just put [b,bint,R1] = ..., it gives me the results I needed. It was dumb to do it though..

Thanks a lot for the time spent on this!

[Ameer Hamza]

You are welcome. If it works for you then great. But note that it will only save values from the last iteration of for loops. All previous values will be overwritten.