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To exclude the first zero when using SQL Lag() and Diff calculation, you can add a filter condition to your query that excludes the first row. This can be done by adding a WHERE clause that filters the results based on the row number or timestamp. For example, you can modify your query to look like this:

SELECT date,
       value,
       COALESCE(value - LAG(value) OVER (ORDER BY date), 0) AS diff
FROM your_table
WHERE date > (SELECT MIN(date) FROM your_table)
ORDER BY date;

In this query, the WHERE clause excludes the first row by filtering results where the date is greater than the minimum date value in the table. This ensures that the first row is not included in the Lag() and Diff calculation.