Rolling window regression for one company

[Whitepepper]

Dear community, 

I have trouble when I try to write code for rolling window regression for a company. I need to get the estimate for each company within a rolling window of 60-month. I searched for the belowing solution, but it ignores different companies. For example, the last observations of first company A will be computed into the second company B. 

What I NEED is for each company, the rolling window regression is computed from the beginning. 

Could you please help me to solve this issue, I need improvement for the code. Let the code tell different company when it goes through the rolling window. 

Best regards!!!!!!!!!!!!

DATA rwin / view=rwin;

ws = 60;
nwin = nrecs - ws +1;
do w=1 to nwin;
do p=w to w + ws -1;
set part1 point=p nobs=nrecs;
output;
end;
end;

run;

[PaigeMiller]

Go to your favorite interent search engine, type in 

rolling window regression in sas

and you will find lots of code that has already been written for this problem.

[Whitepepper]

Dear PaigeMiller,

Thanks for your information. However, I really cannot find anything solving the different companies issue. 

Best regards

[PaigeMiller]

Seems like the other thread on this topic, which you posted in, contains specific code to do this. But I also see a Google search contains other links which also have code for the multiple company part of the problem.