Arguments
label	type	description
var	variable	data to be shifted
grid	grid	grid over which data is to be shifted
low	number	minimum of range of grid steps to lag. Negative (positive) values indicate a forward (backward) shift in the data along grid. For instance, if low = -6, a data value assigned to grid = n before shiftdatashort is applied (or, equivalently, to grid = n at grid_lag = 0 once shiftdatashort is applied) is assigned to grid = n - (-6) = n + 6 at grid_lag = -6 when shiftdatashort is applied.
step	number	interval at which data is lagged between low and high. Default value is 1. (optional)
high	number	maximum of range of grid steps to lag. Negative (positive) values indicate a forward (backward) shift in the data along grid. For instance, if high = +6, a data value assigned to grid = n before shiftdatashort is applied (or, equivalently, to grid = n at grid_lag = 0 once shiftdatashort is applied) is assigned to grid = n - (+6) = n - 6 at grid_lag = +6 when shiftdatashort is applied.
Returns
lagvar	variable	Same as var except: 1. grid has smaller range of values such that its minimum value is now (original minimum - low) and its maximum value is now (original maximum - high) 2. lagvar dependent on new grid, grid_lag, which has a minumum value of low, maximum value of high, and a step interval of step

Description
shiftdatashort shifts data to create lagged versions of the data. Commonly used to calculate lag correlations
Example
SOURCES .Indices .soi .standardized
T (Jan 1985) (Dec 2003) RANGEEDGES
T -6 1 6 shiftdatashort
Live Example Link