is the LAG func supported in sql server 2012 compact

I am getting the "OVER"  not supported Error with the following sql when trying to use the LAG function to get the both the adj_close value and the adj_close value from the previous row ( day)   :

Select a.symbol, a.close_date,  a.adj_close,
 LAG(a.adj_close, 1,0) OVER (ORDER BY a.close_date) AS prior_close
FROM            historical_stock_eod a
WHERE ( a.symbol = 'T' )

IS the LAG func supported in sql server 2012 compact edition?

M Collier