pp.rollbetavol <-
function (stock, market, window=250) 
{
	# placed in the public domain 2012 by Burns Statistics

	com <- intersect(names(stock), names(market))
	nobs <- length(com)
	if(nobs < window) stop("only ", nobs, " names in common")
	stock <- stock[com]
	market <- market[com]

	beta <- stock
	beta[] <- NA
	vol <- beta
	dseq <- (-window + 1):0

	xmat <- cbind(rep(1, window), 0)
	for(i in window:nobs) {
		this.ind <- dseq + i
		this.stock <- stock[this.ind]
		vol[i] <- sd(this.stock)
		xmat[,2] <- market[this.ind]
		beta[i] <- lm.fit(xmat, this.stock)$coef[2]
	}
	ans <- cbind(Volatility=sqrt(252) * 100 * vol, Beta=beta)
	ans[-1:(-window + 1), ]
}