Answer Posted / zyin2

Lag() function returns the value of the first previous
observation in a time series. It could be used in Auto
Regression analysis for time series.

For example, Let y be the cloumn name for the original time
series, the analysis for AR(2) could be:

data test;
set test;
m = lag(y);
n = lag(m);
run;
proc reg data = test;
model y = m n;
run;

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