Japanese beetles can do a lot of damage in a short time. It is probably rose chafers or beetles. You should be able to see the beetles so I wonder if it is rose chafers. If you don't see any insects then they may have left already and spraying isn't necessary. You should keep watching closely to see if you can see and insect. Here is a link to info about the chafers and the Japanese beetles. It is important to understand the life cycle of the insect in order to deal with it so make sure that you read and understand how best to do that. It is also good to just pick off and destroy any that you do see. http://www.extension.umn.edu/garden/diagnose/plant/annualperennial/roses/leavesholes.html