months <- c(0:35)
product<- c(112:147)
index <- rnorm(36)
data <- data.frame(months, product, index)

subfun<-function(x,y,z) { subset(x,y>=z & y<=z+12) }

for(i in 1:24)
{ assign(paste("dataset",i-1,i+11,sep=""),subfun(data, data$months,i-1)) i=i+1 }