OrdinaryDiffEq.jl Buffer for Past Values Through Previous Iterations

I have an ODE system from OrdinaryDiffEq.jl. I want to model a digital filter that needs to know the past 7 values of a particular variable. Essentially, I want a buffer of sorts to keep track of the value of this variable through previous iterations of the solver. Currently, I have implemented a sort of sliding window in the canonical variables u where I manually shift over the current values in the array to the left and add the new value at the end.

for i in 1:6
    u[i - 1] = u[i]
u[6] = value

Is there anything built into to DifferentialEquations.jl or Julia that handles this kind of functionality that I’m looking for? Any advice or suggestions is much appreciated.

What you’re describing is a delay differential equation.