%macro rollreg(data= );
%do stop=251 %to 1000;
%let start=%eval(&stop-250);
data temp;
set &data;
where &start<=flag<&stop;
run;
ods output ParameterEstimates=para
ods listing close; ods html close;ods graphics off;
proc reg data= temp;
model return=x1 x2 x3 x4 x5;
by stkcd;
run;quit;
%end;
%mend;
%rolling(data=a)



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