What is a Presto lag example?

The Presto lag function a window function that returns the value of an offset before the current row in a window. One common use case for the lag function is with time series analysis, such as autocorrelation.

Figure 1 shows the advert table of sales and advertising expenditure from Makridakis, Wheelwright and Hyndman (1998) Forecasting: methods and applications, John Wiley & Sons: New York. The advert column is the monthly advertising expenditure, and the sales column is the monthly sales volume.

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A simple analysis could be to track the difference between the current month’s sales volume and the previous one, which is shown in Figure 2. The lag_1_sales column is a single period lagged value of the sales column, and the diff column is the difference between sales and lag_1_sales. To generate the table in Figure 2, we can use the lag function and the following query:

select
  advert,
  sales,
  lag_1_sales,
  round(sales - lag_1_sales,2) as diff
from (
  select
    advert,
    sales,
    lag(sales, 1) over(range unbounded preceding) as lag_1_sales
  from advert
);


The subquery uses the lag function to get a one period offset preceding value of the sales column, where the OVER clause syntax is specifying the window. The main query then computes the diff column. Here are a couple of additional useful notes about the lag function:

  1. You can change the offset with the second argument lag(x, OFFSET), where OFFSET is any scalar expression. The current row is OFFSET=1.
  2. By default, if an offset value is null or outside the specified window, a NULL value is used. We can see this in the first row of the table in Figure 2. However, the default value to use in these cases is configurable with an optional third argument lag(x, OFFSET, DEFAULT_VALUE), where DEFAULT_VALUE is desired value.

A closely related function is the lead function returns the value at an offset after the current row.

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