I have to loop over i portfolios with different dimensions, in order to obtain OLS estimates
My length of the portfolios can be anything between 60 to 180.
For now it is a fairly simple loop, if I just have a fixed length on say 180, however I can't find a solution, when I have to extend the loop and allow for different dimensions.
I am thinking I need to put a restriction on both my X matrix (Explanatory variables) and Y matrix (Portfolios), so the loop will switch to the different dimensions depending on which i'th portfolio it loops over.
Here is the loop now:
for i = 1:size(portfolios,2)
X=[alfa factor]; % My matrix containing explanatory variables
y=portfolios(:,i); % Between 60 and 180 observations
results=ols(y,X); % Functionen constructing a struct with prefered OLS estimates
Thanks in advance.