MATLAB: Create cell array or 3D matrix

3dcell arrayerrorfinancefor loopif statementmatrixmatrix manipulationreturns

I am trying to populate a 125×32 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

Best Answer

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)]);
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