get_last_n_obs: Get last high frequency observations

In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Description

Get last high frequency observations

Usage

get_last_n_obs(hf_data, lf_date, n_lags = 1, one_row = TRUE)

Arguments

hf_data	high frequency data
lf_date	low frequency date
n_lags	number of lags to add
one_row	output representation

Details

Get last high frequency observations. The function cuts n_lags observations from the table hf_data, that are from the same day or before as the date indicated by lf_date. If one_row is TRUE the result is stacked in a row, otherwise the result is a column.

Value

tsibble with high frequency lags added

Examples

hf_data <- tibble::tibble(date = lubridate::ymd("2011-01-01") +
           lubridate::days(0:60), observations = rnorm(61))
get_last_n_obs(hf_data, "2011-02-23", n_lags = 7,
           one_row = FALSE)

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