Hope someone can help me here.

I have a daily time series, say

2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .......... 2004-02-01
2004-02-04
 0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087  ...........    
0.44553    -0.45222

I need to calculate the statistics for the overlapping rolling yearly window
with rolling step as 1 day

so for each of the intervals: (2003-02-01 ~ 2004-02-01), (2003-02-03 ~
2004-02-04), ....
i need to calculate some statistics.

Could you please help me out how to extract these intervals? Right now I am
using index. But since the dates doesn't match exactly, I have to do it
like:

a(index(a)>=index(b) & index(a)<=index(b)+365), which is very time-consuming
since it's a long time series.

Could someone help me? Really appreicate!!!
 



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