How can I get the input for several regressions?

Hi, I need to do a regression for every 12 days and I need both the b and hint output of each regression. Until now i have: for i=1:624 [b,bint]=regress(returns(i:i+12,:),regressors(i:i+12,:)); end

but it only gives me the last regression output. Can somebody help me? Thanks :)

Answer 1

[Star Strider]

Store each as a cell array:

[b{i},bint{i}] = regress( ...

[Ana]

It still doesn't work. It says "Comma separated list expansion has cell syntax for an array that is not a cell" :(

[Star Strider]

It worked for me when I tried it this morning, else I'd not have posted it.

This is the simulation I ran successfully then and again just now ( R2014a, Win 8 64 ). Run it and see if it works on your computer:

returns = rand(6);
regressors = randi(10,6,6);

for k1 = 1:size(returns,1)/2
    x = regressors(k1:k1+1,:)
    y = returns(k1,:)
    [b{k1},bint{k1}] = regress(returns(k1:k1+1,1),regressors(k1:k1+1,:))
end
b{1}
bint{1}

It gives me all three values of both variables (one for each run). What is you loop counter ‘i’ when it throws that error?

Post the section of your code in your loop that throws the error.