Here is the example of what I am trying to do, assuming i have 5 variables X1 - X5: X1 X2 X3 X4 X5 1 11 21 31 41 2 12 22 32 42 3 13 23 33 43 4 14 24 34 44 5 15 25 35 45 6 16 26 36 46 7 17 27 37 47 8 18 28 38 48 9 19 29 39 49 I would like to create a lag for each one of them for 5 time periods resulting i the following data set: X1 X2 X3 X4 X5 X1_1 X2_1 X3_1 X4_1 X5_1 X1_2 X2_2 X3_2 X4_2 X5_2 X1_3 X2_3 X3_3 X4_3 X5_3 X1_4 X2_4 X3_4 X4_4 X5_4 X1_5 X2_5 X3_5 X4_5 X5_5 1 11 21 31 41 2 12 22 32 42 1 11 21 31 41 3 13 23 33 43 2 12 22 32 42 1 11 21 31 41 4 14 24 34 44 3 13 23 33 43 2 12 22 32 42 1 11 21 31 41 5 15 25 35 45 4 14 24 34 44 3 13 23 33 43 2 12 22 32 42 1 11 21 31 41 6 16 26 36 46 5 15 25 35 45 4 14 24 34 44 3 13 23 33 43 2 12 22 32 42 1 11 21 31 41 7 17 27 37 47 6 16 26 36 46 5 15 25 35 45 4 14 24 34 44 3 13 23 33 43 2 12 22 32 42 8 18 28 38 48 7 17 27 37 47 6 16 26 36 46 5 15 25 35 45 4 14 24 34 44 3 13 23 33 43 9 19 29 39 49 8 18 28 38 48 7 17 27 37 47 6 16 26 36 46 5 15 25 35 45 4 14 24 34 44 Any help programming this would be appreciated vs using lag for each of the 100 variables 5 times. Regards, Vaneeta.
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