How to create this by a for loop?

Question

Stian Haugen 2019-4-3

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/454148-how-to-create-this-by-a-for-loop

编辑： Agnish Dutta 2019-4-10

I have a question creating this for loop. This is what i have tried:

 steps = 1:22:length(data.MKT);
 for j = 2:length(steps)
     avg(j-1,1) = mean(data.MKT(steps(j-1):(steps(j)-1)));
 end
 
 for k = 1: length(avg)
        fbar = avg(k);
        for i = 2:length(steps)
             RV((i-1),1) = sum((data.MKT(i-1) - fbar).^2);
        end
  end

This is incorrect.

I believe it is correct to run it from 1:22 instead 1/22 : 1.

All help appreciated.

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Image Analyst 2019-4-3

What is t? And what does f t + d mean. Does it mean f(t+d)?

Stian Haugen 2019-4-3

the data used is exess returns, and t is time periode. What they do is to calculate some form of variance for the 22 first observations it is based on the volatility managed portfolios by Moreira and Muir. If you have access to google scholar you find it here:

https://scholar.google.no/scholar?hl=no&as_sdt=0%2C5&q=volatility+managed+portfolios&btnG=&oq=

First result.

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Answer 1

Agnish Dutta 2019-4-10

0
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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/454148-how-to-create-this-by-a-for-loop#answer_369912

编辑：Agnish Dutta 2019-4-10

在 MATLAB Online 中打开

Assuming that the f_t+d values are in a 1-D array in contiguous locations, you could use the following code to get the required results:

% The variable arr is a 1-D array containing the 
% required values in contiguous locations
res = 0;
t = 1;
for i = 1:22
res = res + (arr(t + i) - mean(arr(t + i : t + i + 22))).^2;
end

You will have to do some pre-processing on the data and store the needed values from "data.MKT" to the "arr". Just make sure that f_t corresponds to "arr(t)".