add_lags: Add lags of many variables
In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Add lags of many variables

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

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

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

tsibble with lags of specified variables

1
2
3

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)

kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.

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