lag (dataloop)

Purpose

Lags variables a specified number of periods.

Format

lag nv1 = var1: p1 [[nv2 = var2:p2...]];

Parameters:

var:(string) name of the variable to lag
p:(scalar) number of periods to lag.

Returns

nv:(string) name of the new lagged variable.

Remarks

You can specify any number of variables to lag. Each variable can be lagged a different number of periods. Both positive and negative lags are allowed.

Lagging is executed before any other transformations. If the new variable name is different from that of the variable to lag, the new variable is first created and appended to a temporary dataset. This temporary dataset becomes the input dataset for the dataloop, and is then automatically deleted.