Rolling window for forward-scoring new dataset in rolling manner

[Baolinhdo]

Hi,

I am building a decision tree model using proc hpsplit. As I am dealing with time-series data, I want to do a walk-forward validation as suggested instead of 10-fold cross-validation or random sampling as validation set. Validation of the trained decision tree model is done in sliding window:

1. Starting at the beginning of the time series, 10-year window is used to train a model.
2. The model makes a prediction for the next year (score new data using trained model)
3. The prediction is stored 
4. Next sliding 10-year window to include the next year and the process is repeated (back to step 1.)

How can we do this in SAS?

Thank you.