SPSS® 12.0 Command Syntax Reference

LAG Function
CREATE 311
LAG creates new series by copying the values of the existing series and moving them forward
the specified number of observations. This number is called the lag order. Table 1 shows a
first-order lag for a hypothetical data set.
• The specification on LAG is the name or names of the existing series and one or two lag
orders, in parentheses.
• At least one lag order must be specified; there is no default.
• Two lag orders indicate a range. For example, 2,6 indicates lag orders two through six. A
new series is created for each lag order in the range.
• The number of new series specified must equal the number of existing series specified
times the number of lag orders in the range.
• The first n cases at the beginning of the new series, where n is the lag order, are assigned
the system-missing value.
• Missing values in the existing series are lagged and are assigned the system-missing value
in the new series.
• A first-order lagged series can also be created using COMPUTE. COMPUTE does not cause
a data pass (see COMPUTE).
Table 1 First-order lag and lead of series X
X Lag Lead
198 . 220
220 198 305
305 220 470
470 305 .
Example
CREATE LAGVAR2 TO LAGVAR5 = LAG(VARA,2,5).
• Four new variables are created based on lags on VARA. LAGVAR2 is VARA lagged two
steps, LAGVAR3 is VARA lagged three steps, LAGVAR4 is VARA lagged four steps, and
LAGVAR5 is VARA lagged five steps.
LEAD Function
LEAD creates new series by copying the values of the existing series and moving them back
the specified number of observations. This number is called the lead order. Table 1 shows a
first-order lead for a hypothetical data set.
• The specification on LEAD is the name or names of the existing series and one or two lead
orders, in parentheses.
• At least one lead order must be specified; there is no default.