How do I lag or lead a series?

There are two main possibilities to lead or lag a time series.

1. The Lag analysis:

Set the direction as “Method” and length as “Base”.

NOTE: “Lead” moves values backwards in time, while “Lag” moves values forward.

2. Formula:

You can also use the formula:

Lag(series, length)
  • The function returns the series lagged by the number of observations specified with the variable “Length”. The “Length” variable is rounded to an integer.

Examples:

Lag(sek, -2)

This will move the series 2 observations backward (meaning “Lead”).

Lag(sek, YearLength())

This will move the series 1 year forward (meaning “Lag”).