mlag_dfr: Lag multiple columns of a data frame

mlag_dfr: Lag multiple columns of a data frame

mlag_dfr(df, col_names, lags)

Arguments

df	The dataframe containing the time series data
col_names	A vector of column names to be used to create the lagged variables
lags	Number of lags to create for the column

Examples

x  <-  c(2,3,5,7,9,9,5,3)
z <- c(6,9,3,3,3,4,5,7)
y <- 1:8
df <- data.frame(Y = y, X = x, Z =z)
lag_dfr(df, "X", 1:3)
#>   X_1 X_2 X_3
#> 1   2   2   2
#> 2   3   3   3
#> 3   5   5   5
#> 4   7   7   7
#> 5   9   9   9
#> 6   9   9   9
#> 7   5   5   5
#> 8   3   3   3
mlag_dfr(df, c("X","Z"), 1:3)
#>   Y X Z X_1 X_2 X_3 Z_1 Z_2 Z_3
#> 1 1 2 6   2   2   2   6   6   6
#> 2 2 3 9   3   3   3   9   9   9
#> 3 3 5 3   5   5   5   3   3   3
#> 4 4 7 3   7   7   7   3   3   3
#> 5 5 9 3   9   9   9   3   3   3
#> 6 6 9 4   9   9   9   4   4   4
#> 7 7 5 5   5   5   5   5   5   5
#> 8 8 3 7   3   3   3   7   7   7