4 ways to calculate LAG and LEAD in SAS

This tutorial demonstrates multiple ways to calculate lag and lead in SAS. In time series data, it is generally required to calculate lag and lead of one or more measured variables. Time series or longitudinal data are considered one of the most challenging data manipulation tasks. This tutorial covers various data manipulation tricks to make it easy.

Looking back some number of periods or rows.

Lag of first order - Looking back 1 observation (last value). It is denoted by lag1_value in the image shown below.
Lag of second order - Looking back 2 observations. It is denoted by lag2_value in the image shown below.

Calculate Lag in SAS

Create a Sample Data

The program below creates a sample data for demonstration.

data example;
input id value;
cards;
1 25
1 30
1 35
1 40
2 25
2 30
2 37
;
run;

 LAG Function

In SAS, the LAG function is used to compare the current value to its predecessors. If you want to calculate lag of second order, use LAG2 function. Similarly, you can use LAG3 function for measuring lag of third order.

data temp;
set example;
lag1_value = lag(value);
lag2_value = lag2(value);
run;

Calculating LAG by ID Variable

Suppose you are asked to calculate LAG of first order by a grouping variable. In this case, there is no SAS function directly available to accomplish this task. We need to apply some tricks to make it happen.

Method I : LAG and FIRST.

The program below uses BY statement and FIRST. to measure lag of first order by ID. First, we are calculating lag and then make the value missing against the first record in a group i.e. ID.

data temp;
set example;
by id;
lag_value = lag(value);
if first.id then lag_value = .;
run;

Lag by Group

Method 2 : POINT=, NOBS and _N_

The POINT= Option is used to point to a specified row number. The _N_ system variable is used to generate a serial number which are used as an index. The NOBS option is used to calculate the number of rows in a variable.

data example;
set example;
lagid = lag(id);
run;

data lags;
 if _n_ <= k then do;
 set example point = _n_;
 if lagid = id then do;
 N = _N_ - 1;
 set example point = N;
 lag_value = value;
 end;
 end;
 else lag_value = .;
 set example nobs = k;
 by id;
 drop lagid;
 run;

In the program below, we are first creating a sequence of values and later we are joining two tables taking primary key as current value from the first table with predecessor value from the second table.

data example;
set example;
by id;
if first.id then N = 1;
else N + 1;
run;

proc sql;
select a.* , b.value as lag_value
from example a left join example b
on a.id = b.id and a.N = b.N + 1;
quit;