How to create this by a for loop?

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.

[Image Analyst]

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

[Stian Haugen]

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.

If not here is their description:

Answer 1

[Agnish Dutta]

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)".