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How to make a three dimensional matrix

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Wietze Zijpp
Wietze Zijpp 2022-4-6
回答： Dyuman Joshi 2022-4-7
Suppose I have the following
function [G,Tstat,P] = Fama_MacBeth(X,Y)
% Inputs:
% X is the matrix of explenatory variables of dimensions TxNxK, where T is
% the sample size, N is the number of assets, and k is the number of
% independent variables;
% Y is the matrix of excess returns of dimensions TxN;
Now I have my data Y of size T x N and X of size T x N.
I know that k = 3. However , how do I transform my matrix X such that it becomes T x N x 3

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采纳的回答

Dyuman Joshi
Dyuman Joshi 2022-4-7
Ran in:
%random example
y = reshape(1:30,5,6);
repmat(y,1,1,3)
ans =
ans(:,:,1) = 1 6 11 16 21 26 2 7 12 17 22 27 3 8 13 18 23 28 4 9 14 19 24 29 5 10 15 20 25 30 ans(:,:,2) = 1 6 11 16 21 26 2 7 12 17 22 27 3 8 13 18 23 28 4 9 14 19 24 29 5 10 15 20 25 30 ans(:,:,3) = 1 6 11 16 21 26 2 7 12 17 22 27 3 8 13 18 23 28 4 9 14 19 24 29 5 10 15 20 25 30

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