LAG Function

Returns values from a queue

Category: Special

Syntax

LAG < n >( argument )

Arguments

specifies the number of lagged values.

argument

is numeric or character.

Details

If the LAG function returns a value to a variable that has not yet been assigned a length, by default the variable is assigned a length of 200.

The LAG functions, LAG1, LAG2, , LAG100 return values from a queue. LAG1 can also be written as LAG. A LAG n function stores a value in a queue and returns a value stored previously in that queue. Each occurrence of a LAG n function in a program generates its own queue of values.

The queue for LAG n is initialized with n missing values, where n is the length of the queue (for example, a LAG2 queue is initialized with two missing values). When LAG n is executed, the value at the top of the queue is removed and returned, the remaining values are shifted upwards, and the new value of the argument is placed at the bottom of the queue. Hence, missing values are returned for the first n executions of LAG n , after which the lagged values of the argument begin to appear.

Note: Storing values at the bottom of the queue and returning values from the top of the queue occurs only when the function is executed. A LAG n function that is executed conditionally will store and return values only from the observations for which the condition is satisfied. See Example 2 on page 622.

If the argument of LAG n is an array name , a separate queue is maintained for each variable in the array.

Examples

Example 1: Creating a Data Set

The following program creates a data set that contains the values for X, Y, and Z.

 options pagesize=25 linesize=64 nodate pageno=1;  data one;     input X @@;     Y=lag1(x);     Z=lag2(x);     datalines;  1 2 3 4 5 6  ;  proc print;     title 'Lag Output';  run;

 Lag Output                1  Obs    X    Y    Z   1     1    .    .   2     2    1    .   3     3    2    1   4     4    3    2   5     5    4    3   6     6    5    4

LAG1 returns one missing value and the values of X (lagged once). LAG2 returns two missing values and the values of X (lagged twice).

Example 2: Storing Every Other Lagged Value

This example shows the difference in output when you use conditional and unconditional logic in your program. Because the LAG function stores values on the queue only when it is called, you must call LAG unconditionally to get the correct answers.

 options pagesize=25 linesize=64 nodate pageno=1;  title 'Store Every Other Lagged Value';  data test;     input x @@;     if mod(x,2)=0 then a=lag(x);     b=lag(x);     if mod(x,2)=0 then c=b;     label a='(WRONG) a' c='(RIGHT) c';     datalines;  1 2 3 4 5 6 7 8  ;  proc print label data=test;  run;

 Store Every Other Lagged Value             1              (WRONG)         (RIGHT)  Obs     x      a      b        c   1      1      .      .        .   2      2      .      1        1   3      3      .      2        .   4      4      2      3        3   5      5      .      4        .   6      6      4      5        5   7      7      .      6        .   8      8      6      7        7