How to make a three dimensional matrix

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

Answer 1

[Dyuman Joshi]

%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