add_lags: Create lagged variables

In leripio/tstools: Utilities for time series

Description

Given a tibble (or data frame) and a list with variables names and disired lags, the function creates a tibble with the lagged variables.

Usage

add_lags(data, vars_lags, suffix)

Arguments

data	A tbl with variables in columns.
vars_lags	list with variables names and disired lags
suffix	Character string with suffix for lagged variables. Default is "_l".

Value

An object of class tibble (tbl) with lagged variables.

Author(s)

J. Renato Leripio

Examples

## Not run: 

library(tidyverse)
library(tstools)

data <- tibble(Date = seq.Date(from = as.Date("2012-01-01"),
                               to = as.Date("2018-06-01"),
                               by = "month"),
               V1 = rnorm(mean = 0, sd = 1, n = 78),
               V2 = rnorm(mean = 1, sd = 2, n = 78),
               V3 = rnorm(mean = 5, sd = 1, n = 78))

data_lagged <- add_lags(data, vars_lags = list("V1" = 1:3, "V2" = 2, "V3" = c(1,7)), suffix = "_l")
              
## End(Not run)

leripio/tstools documentation built on Aug. 1, 2019, 12:52 p.m.