SAS Macro to create lagged time series data for variables

sas_time_series_lag

%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;