Skip to contents

Function for adding lags of time series variables

Source: R/lag_matrix.R
lag_matrix.Rd

Generates specified number of lagged variables of the given variable in the form of a tibble.

Usage

lag_matrix(variable, n = 10)

Arguments

variable

Variable to be lagged.

n

Number of lags. The default value is n = 10.

Value

A tibble.

Examples

library(dplyr)
#> 
#> Attaching package: ‘dplyr’
#> The following objects are masked from ‘package:stats’:
#> 
#>     filter, lag
#> The following objects are masked from ‘package:base’:
#> 
#>     intersect, setdiff, setequal, union
library(tibble)
library(tidyr)
# Adding lagged variables to an existing tibble
set.seed(123)
sim_data <- tibble(x_lag_000 = runif(100)) |>
  mutate(x_lag = lag_matrix(x_lag_000, 3)) |>
  unpack(x_lag, names_sep = "_")