Creating lagged variables with underscore

[Agent1592]

Dear SAS Community:

I already have a sample code for creating lagged variables. However I would like to change the naming of the variables with underscore. Currently the variables are named as lag_&var.&j. I would like to change it to &var_lag&j. So for example if the variable name is age, I would like to have the lagged variable to age_lag1. I tried to change the code but I have problems with the underscores. Thanks much!

%macro lag(vars, lags);
	%let m = %sysfunc(countw(&vars));

	%do i=1 %to &m;
		%let var = %scan(&vars,&i);

		%do j=1 %to &lags;
			%do;
				lag_&var.&j = lag&j(&var);
			%end;
		%end;
	%end;
%mend lag;

data test;
	set sashelp.class;

	%lag(age height name sex, 4);  /* variables to create lag_xxx to var xxx */
run;

[learsaas · Accepted solution]

&var._lag&j = lag&j(&var);

[Agent1592]

Thank you!