I want to conducted a linear regression (in matlab) using rolling monthly returns; the aim is to give me a prediction for the next monthly rolling period return. 
 return calculation:
 return(t) = (Price(t) - Price(t-30))/Price(t-30)
 
 regression
 return(t+1) = a + bf + e

My question is what is the best way to conduct a linear regression using a rolling return with a time horizon greater than 1 day?

Thanks!