How to make vectors A1, A2,... A127. Rolling time window.

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Markus 2015-2-11

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https://ww2.mathworks.cn/matlabcentral/answers/177462-how-to-make-vectors-a1-a2-a127-rolling-time-window

hey guys,

my problem is the following: i have a column vector (276x1)of S&P500 returns (276 monthly returns in total) and i need so to say 127 time windows (so 127 column vectors) with always a time frame of 150 months. So what i mean: The total time window is from Jan92 - Dec14, now i need a vector1 = Jan92 - Jun04; vector2 = Feb92 - Jul04, ...., vector127 = Jul02 - Dec14.

m = 150 returns=zeros(1,150)' for k=1:127 returns(k)=SP500(k:m+k-1,1) %SP500 is the column vector with all monthly returns end

That doesnt work. Can anyone help me?

Thx in advance.