Utilities – Lag Data

The Lag Data utility is a useful utility to create Lag (or Lead) columns of data. This was demonstrated previously in the section Autocorrelation (ACF/PACF) Plots.

Open Chemical Process Concentration – Series A.xlsx (Sheet 1 tab). This is the Series A data from Box and Jenkins, a set of 197 concentration values from a chemical process taken at two-hour intervals.
Click SigmaXL > Time Series Forecasting > Utilities > Lag Data. Ensure that the entire data table is selected. If not, Use Entire Data Table. Click Next.
Click Concentration, click Numeric Time Series Data (Y) >>. Use the default Number of Lags = 1.
Click OK. A new sheet is created with the Lag 1 data.
Click Recall SigmaXL Dialog menu or press F3 to recall last dialog. Enter Lag = 2. Click OK. Repeat for Lag = 3. The Lag columns are appended as shown: