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How can I add a lag as a regressor?

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Occasional Contributor
Posts: 6

How can I add a lag as a regressor?

I'm working with SAS Enterprise Miner and SAS E. Guide.

Super Contributor
Posts: 336

Re: How can I add a lag as a regressor?

Your question is how to add a lag as an input variable? I don't think any of the Modify nodes have a simple way to do it. But it is really easy to do in SAS Code.

In Enterprise Guide add the below when preparing your data, or use a SAS Code Node in Enterprise Miner.

EG (add this statement in any data step, and change var1 for the name of your input variable)

  lag_var1= lag(var1);

EM, in a SAS Code Node (change var1 for the name of your variable)

data &em_export_train;

  set &em_import_data;

  lag_var1= lag(var1);

run;

I hope it helps,

Miguel

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