store matrices in a matrix
Posted: Thu Mar 05, 2015 5:17 am
Dear all
I have a short question. I run a rolling VAR estimation and I'd like to store, for example the coefficients from each estimation is a 3x2 matrix (denote varcoeff{!step}), in a matrix, say 'varcoeff', whose size changes in each iteration.
How can I write correctly the following varcoeff(step,step+3)=varcoeff{!step}?
Thanks,
V.
I have a short question. I run a rolling VAR estimation and I'd like to store, for example the coefficients from each estimation is a 3x2 matrix (denote varcoeff{!step}), in a matrix, say 'varcoeff', whose size changes in each iteration.
How can I write correctly the following varcoeff(step,step+3)=varcoeff{!step}?
Thanks,
V.