Sorry I saw that in the other thread but wasn’t sure what you were saying. Upon re-reading, I think I understand.
What you’re referring to is known as “auto-regression”. That is, using earlier time periods of the dependent variable as predictors. It is indeed common in time series, but not directly doable with the kind of model used in this notebook. For that, you’d need an RNN, which is introduced next! 
(However, it seems that in practice RNNs aren’t giving as good results as fully connected nets for this kind of data.)