Compute a lagged version of the input data with multiple lags at once
Source:R/lagMultiple.R
lagMultiple.RdCompute a lagged version of the input data with multiple lags at once
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)
#> x_l1 x_l2 x_l3 x_l4 x_l5
#> 1 0.03911271 -0.64469254 -0.38827184 0.44401656 0.10595721
#> 2 -0.64469254 -0.38827184 0.44401656 0.10595721 -0.18741438
#> 3 -0.38827184 0.44401656 0.10595721 -0.18741438 -0.64367702
#> 4 0.44401656 0.10595721 -0.18741438 -0.64367702 -0.61213026
#> 5 0.10595721 -0.18741438 -0.64367702 -0.61213026 -0.04637756
#> 6 -0.18741438 -0.64367702 -0.61213026 -0.04637756 NA
#> 7 -0.64367702 -0.61213026 -0.04637756 NA NA
#> 8 -0.61213026 -0.04637756 NA NA NA
#> 9 -0.04637756 NA NA NA NA
#> 10 NA NA NA NA NA
# 1 lag with a matrix of dummy data
lagMultiple(matrix(1:100, 10, 10), 1)
#> [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10]
#> [1,] 2 12 22 32 42 52 62 72 82 92
#> [2,] 3 13 23 33 43 53 63 73 83 93
#> [3,] 4 14 24 34 44 54 64 74 84 94
#> [4,] 5 15 25 35 45 55 65 75 85 95
#> [5,] 6 16 26 36 46 56 66 76 86 96
#> [6,] 7 17 27 37 47 57 67 77 87 97
#> [7,] 8 18 28 38 48 58 68 78 88 98
#> [8,] 9 19 29 39 49 59 69 79 89 99
#> [9,] 10 20 30 40 50 60 70 80 90 100
#> [10,] NA NA NA NA NA NA NA NA NA NA