I'm studying machine learning (e.i. time series analysis). I encountered an Azure tutorial, Retail Forecasting.
https://gallery.azure.ai/Experiment/Retail-Forecasting-Step-2-of-6-train-time-series-models-3
Here, they introduce new features called "lag", which I don't understand what it means. In 3.4, they said "The module selects the best lag of this index based on maximum correlation." What does it mean? Could you please let me know some references to learn background knowledge?