How to store structures from a for loop

I would like to store the different structures resulting from this loop:

for i = 1:size(data,2)
    [h(i),pValue(i),stat(i),cValue(i),reg(i)] = adftest(data(:,1),'model','TS','lags',1,'alpha',0.05);
    regs(i) = reg(i);
end

where reg is a structure and data is 160x14 thus i = 1:14.

I obtain a 1x14 struct with 24 fields as shown below:

The code seems to store 14 structures, but they are all the same, corresponding to the first series, column 1 of 14 in data. The goal would be to store all 14 different adftest reg struct.

I attach rates.mat for replication.

[Rik]

Please do not repost the same question. If the answer doesn't work for you, explain in a comment what is missing.

Answer 1

[Star Strider]

I had to look up that function, since I do not have the Econometrics Toolbox. (I added that to the Products tags.)

Many of those outputs are not scalars, so use cell arrays for them:

for i = 1:size(data,2)
    [h{i},pValue{i},stat{i},cValue{i},reg{i}] = adftest(data(:,1),'model','TS','lags',1,'alpha',0.05);
    regs{i} = reg{i};
end

Note the curly braces {} denoting cell array indexing.

See the documentation section on Access Data in Cell Array for details on how to work with cell arrays if you are not familiar with them.

EDIT — (14 Dec 2020 at 17:46)

If you have verified that all the contents are the same and you simply want to store the first result, try this:

regs{i} = reg.1;

It might be easier if I had your structure to experiment with.

[Alberto]

Thank you for your quick answer. I just edited the question to add some information. I have tried your suggestion but unfortunately get the error message "Unable to perform assignment because brace indexing is not supported for variables of this type."

[Star Strider]

My pleasure!

I am not certain what you want to do with the information in that file.

I created a table from it with:

D = load('rates.mat');
data = D.data;
date = D.date;
variable = D.variable;

T1 = array2table(data, 'VariableNames',variable);
Td = table(date, 'VariableName',{'Date'});
T1 = [Td, T1];

and then:

FirstFiveRows = T1(1:5,:)

produces:

FirstFiveRows =

  5×15 table

       Date         cas       frs      des    its     jps       uks      uss    cal    frl    del    itl    jpl     ukl       usl  
    ___________    ______    ______    ___    ___    ______    ______    ___    ___    ___    ___    ___    ___    ______    ______

    01-Mar-1960    5.4633    4.9167    NaN    NaN    6.4333    4.5133    NaN    NaN    NaN    NaN    NaN    NaN    4.4867    3.9333
    01-Jun-1960      5.19      3.98    NaN    NaN    6.4667    4.8267    NaN    NaN    NaN    NaN    NaN    NaN      4.26    3.6967
    01-Sep-1960    4.9533    3.1067    NaN    NaN    6.5667    5.5433    NaN    NaN    NaN    NaN    NaN    NaN    3.8333    2.9367
    01-Dec-1960    5.1467    3.9833    NaN    NaN    6.2333    5.5133    NaN    NaN    NaN    NaN    NaN    NaN    3.8867    2.2967
    01-Mar-1961    5.1933    3.6967    NaN    NaN         6    4.1733    NaN    NaN    NaN    NaN    NaN    NaN    3.7867    2.0033

.

[Star Strider]

Alberto — Since you posted ‘rates.mat’ in an edit to your original Question, I deleted your Answer that initially included it. I checked first to be certain it was the same file.

[Alberto]

The goal would be to store all 14 different adftest reg struct in order to work with the results of all 14 different reg fields.

[Star Strider]

How does that differ from the table I created from your file?

[Alberto]

The table shows the series whether what I am looking for is to store the ADF test regression structures for each series in a table or something alike.

[Star Strider]

How does that relate to the contents of the file you posted?