Not sure if there is a BEST way. Here is an easy way. I assume you meant to include that last line of data in your example?
data example;
input interval zzz;
cards;
99 .345
100 -.398
101 .546
102 .968
103 -.012
104 .489
105 .005
;
data want ;
set example;
set example(firstobs=2 keep=zzz rename=(zzz=zzz_lead1)) example(obs=1 drop=_all_);
run;
zzz_
Obs interval zzz lead1
1 99 0.345 -0.398
2 100 -0.398 0.546
3 101 0.546 0.968
4 102 0.968 -0.012
5 103 -0.012 0.489
6 104 0.489 0.005
7 105 0.005 .