SQL example of using lag to find the date that a column changes in a time series data

find_data_changes.sql

select * from (
  select
   key_col
  ,date_col
  ,data_col
  ,prev_data_col = lag(data_col, 1) over (partition by key_col order by date_col)
  from tbl
) as z
where prev_data_col is not NULL
  and data_col <> prev_data_col