Fix typing retry

Author: snitish

pandas/core/window/rolling.py

@@ -654,7 +654,7 @@ def aggregate(self, func=None, *args, **kwargs):
         result = ResamplerWindowApply(self, func, args=args, kwargs=kwargs).agg()
         if result is not None and isinstance(result, ABCDataFrame) and relabeling:
             result = result.iloc[:, order]
-            result.columns = columns
+            result = result.set_axis(columns, axis=1)
         if result is None:
             return self.apply(func, raw=False, args=args, kwargs=kwargs)
         return result