Insert Statement in Macro

[mrcool]

Hello All,

I am trying to execute a teradata macro which has insert statement.
Exec xyz('param');-- in tab Sql
I can understand that insert and update statement will not work directly in tab sql, but want to know whether it is possible to execute through a macro.
The macro is throwing error in cognos, which is working fine while executing from teradata.
Please let me know if anyone of you tried this.
Thanx in advance.

Mrcool