lagMultiple: Compute a lagged version of the input data with multiple lags...

In guslipkin/dewey: An R library for a variety of things

Compute a lagged version of the input data with multiple lags at once

Description

Compute a lagged version of the input data with multiple lags at once

Usage

lagMultiple(x, k = 1, name = NULL)

Arguments

x	A vector, single column matrix, or univariate time series. Can also be a multi-column matrix if 'k' is length 1.
k	(Optional) An integer vector containing a number of lags. Defaults to 1
name	(Optional) A name to be used in the lagged data.frame. Defaults to the name of the variable passed to 'x'. If that is not possible, 'name' will default to "X".

Value

Returns a data.frame of the lagged variable. The number of rows is the same as the length of the input vector. The number of columns is the number of lags to be used. Each column retains the name of the original variable and includes the number of lags used for that column. If 'x' is a multi-column matrix, returns a matrix of the same number of columns with no names.

Examples

# Creating dummy data
x <- rnorm(10)
# for lags 1-5
lagMultiple(x, 1:5)

# 1 lag with a matrix of dummy data
lagMultiple(matrix(1:100, 10, 10), 1)

guslipkin/dewey documentation built on March 16, 2023, 8:19 a.m.