Add lags of many variables

Add lags of many variables

add_lags(original, variable_names, lags = c(1, 2))

Arguments

original	original tsibble
variable_names	variables to add lags, with quotes! Like "gdp" and not gdp.
lags	desired lags, a vector

Value

tsibble with lags of specified variables

Details

Add lags of many variables The name of variables should be with quotes. Designed mainly for explanatory variables.

Examples

test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
add_lags(test_tsibble, "value", 1:7)
#> # A tsibble: 100 x 9 [1M]
#>       index   value lag1_value lag2_value lag3_value lag4_value lag5_value
#>       <mth>   <dbl>      <dbl>      <dbl>      <dbl>      <dbl>      <dbl>
#>  1 2000 янв  0.133     NA         NA          NA         NA         NA    
#>  2 2000 фев  0.376      0.133     NA          NA         NA         NA    
#>  3 2000 мар  1.14       0.376      0.133      NA         NA         NA    
#>  4 2000 апр  1.24       1.14       0.376       0.133     NA         NA    
#>  5 2000 мая  0.612      1.24       1.14        0.376      0.133     NA    
#>  6 2000 июн -0.429      0.612      1.24        1.14       0.376      0.133
#>  7 2000 июл  1.36      -0.429      0.612       1.24       1.14       0.376
#>  8 2000 авг -0.0709     1.36      -0.429       0.612      1.24       1.14 
#>  9 2000 сен -0.272     -0.0709     1.36       -0.429      0.612      1.24 
#> 10 2000 окт -2.45      -0.272     -0.0709      1.36      -0.429      0.612
#> # … with 90 more rows, and 2 more variables: lag6_value <dbl>, lag7_value <dbl>