Description Usage Arguments Value See Also
Order p
determines size of the recent lags,
and P
and freq
can be used to create seasonal lags.
1 2 | lag_windows(x, p = 0, P = 0, freq = 1, shift = 0, no_peeking = TRUE,
pstr = deparse(substitute(x)))
|
x |
data input (can handle multi-column data, such as data.frames) |
p |
window length |
P |
seasonal window length |
freq |
seasonal period |
shift |
if the time-series is to be shifted |
no_peeking |
if TRUE, lags <= 0 (from now and future) are removed |
pstr |
name of datacolumn |
a matrix of lagged windows
centered_lagged_windows
, seasonal_lag_windows
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