Create lagged variables
create_lags.RdGenerates lagged (or lead) versions of selected numeric columns. Positive lags shift values backward in time (past values), negative lags shift forward. Useful for time series modeling.
Usage
create_lags(data, cols = NULL, lags = 1, prefix = "lag_",
group = NULL, date_col = NULL, verbose = FALSE)Arguments
- data
A data frame, matrix, or numeric vector.
- cols
Column indices or names to create lags for.
- lags
Vector of lag orders (positive for past, negative for future).
- prefix
Prefix for new column names.
- group
Optional grouping column for group-specific lags.
- date_col
Currently ignored. Data are assumed to be in the correct time order.
- verbose
Logical; if
TRUE, prints number of lag columns created.
Examples
create_lags(data[1:100, c(1, 4, 17:19)], cols = 3:5, lags = c(1, 2))
#> date monthyear 3.98 4.47 5.01 lag_3.98_1
#> 1 2019-12-31 16:00:00 January 2020 NA NA NA NA
#> 2 2019-12-31 16:10:00 January 2020 NA NA NA NA
#> 3 2019-12-31 16:20:00 January 2020 NA NA NA NA
#> 4 2019-12-31 16:30:00 January 2020 42.9722 74.7785 24.8375 NA
#> 5 2019-12-31 16:40:00 January 2020 NA 6.8651 44.7176 42.9722
#> 6 2019-12-31 16:50:00 January 2020 61.2601 NA NA NA
#> 7 2019-12-31 17:00:00 January 2020 115.8960 NA NA 61.2601
#> 8 2019-12-31 17:10:00 January 2020 NA NA NA 115.8960
#> 9 2019-12-31 17:20:00 January 2020 61.2601 NA NA NA
#> 10 2019-12-31 17:30:00 January 2020 60.9405 6.5912 42.9332 61.2601
#> 11 2019-12-31 17:40:00 January 2020 NA NA NA 60.9405
#> 12 2019-12-31 17:50:00 January 2020 NA NA NA NA
#> 13 2019-12-31 18:00:00 January 2020 NA 13.9498 90.8651 NA
#> 14 2019-12-31 18:10:00 January 2020 NA NA NA NA
#> 15 2019-12-31 18:20:00 January 2020 61.2601 NA NA NA
#> 16 2019-12-31 18:30:00 January 2020 130.9630 227.8960 75.6951 61.2601
#> 17 2019-12-31 18:40:00 January 2020 NA NA NA 130.9630
#> 18 2019-12-31 18:50:00 January 2020 NA NA NA NA
#> 19 2019-12-31 19:00:00 January 2020 NA NA NA NA
#> 20 2019-12-31 19:10:00 January 2020 133.5230 148.2000 49.2241 NA
#> 21 2019-12-31 19:20:00 January 2020 61.2601 NA NA 133.5230
#> 22 2019-12-31 19:40:00 January 2020 NA NA NA 61.2601
#> 23 2019-12-31 19:50:00 January 2020 NA NA NA NA
#> 24 2019-12-31 20:00:00 January 2020 NA NA NA NA
#> 25 2019-12-31 20:10:00 January 2020 NA NA NA NA
#> 26 2019-12-31 20:20:00 January 2020 42.8723 74.6047 24.7797 NA
#> 27 2019-12-31 20:30:00 January 2020 42.9722 74.7785 24.8375 42.8723
#> 28 2019-12-31 20:40:00 January 2020 NA NA NA 42.9722
#> 29 2019-12-31 20:50:00 January 2020 NA 7.2200 47.0292 NA
#> 30 2019-12-31 21:00:00 January 2020 NA NA NA NA
#> 31 2019-12-31 21:10:00 January 2020 96.5514 72.1565 23.9666 NA
#> 32 2019-12-31 21:20:00 January 2020 39.7904 75.6110 64.4859 96.5514
#> 33 2019-12-31 21:30:00 January 2020 96.7000 72.5003 24.0808 39.7904
#> 34 2019-12-31 21:40:00 January 2020 NA NA NA 96.7000
#> 35 2019-12-31 21:50:00 January 2020 NA NA NA NA
#> 36 2019-12-31 22:00:00 January 2020 NA NA NA NA
#> 37 2019-12-31 22:10:00 January 2020 NA NA NA NA
#> 38 2019-12-31 22:20:00 January 2020 45.0185 78.3394 26.0202 NA
#> 39 2019-12-31 22:30:00 January 2020 61.2601 NA NA 45.0185
#> 40 2019-12-31 22:40:00 January 2020 82.6597 150.5060 91.1891 61.2601
#> 41 2019-12-31 22:50:00 January 2020 NA NA NA 82.6597
#> 42 2019-12-31 23:00:00 January 2020 61.2601 NA NA NA
#> 43 2019-12-31 23:10:00 January 2020 NA NA NA 61.2601
#> 44 2019-12-31 23:20:00 January 2020 57.7803 NA NA NA
#> 45 2019-12-31 23:30:00 January 2020 NA NA NA 57.7803
#> 46 2019-12-31 23:40:00 January 2020 NA NA NA NA
#> 47 2019-12-31 23:50:00 January 2020 61.2601 NA NA NA
#> 48 2020-01-01 00:00:00 January 2020 NA NA NA 61.2601
#> 49 2020-01-01 00:10:00 January 2020 NA NA NA NA
#> 50 2020-01-01 00:20:00 January 2020 NA NA NA NA
#> 51 2020-01-01 00:30:00 January 2020 NA NA NA NA
#> 52 2020-01-01 00:40:00 January 2020 35.9966 76.5024 111.1020 NA
#> 53 2020-01-01 00:50:00 January 2020 NA NA NA 35.9966
#> 54 2020-01-01 01:00:00 January 2020 NA NA NA NA
#> 55 2020-01-01 01:10:00 January 2020 61.2601 NA NA NA
#> 56 2020-01-01 01:20:00 January 2020 94.8684 76.2325 25.3204 61.2601
#> 57 2020-01-01 01:30:00 January 2020 NA 6.6070 43.0364 94.8684
#> 58 2020-01-01 01:40:00 January 2020 NA 6.9749 45.4325 NA
#> 59 2020-01-01 01:50:00 January 2020 NA NA NA NA
#> 60 2020-01-01 02:20:00 January 2020 NA NA NA NA
#> 61 2020-01-01 02:30:00 January 2020 NA NA NA NA
#> 62 2020-01-01 02:40:00 January 2020 NA NA NA NA
#> 63 2020-01-01 02:50:00 January 2020 NA NA NA NA
#> 64 2020-01-01 03:00:00 January 2020 NA NA NA NA
#> 65 2020-01-01 03:10:00 January 2020 NA NA NA NA
#> 66 2020-01-01 03:20:00 January 2020 NA NA NA NA
#> 67 2020-01-01 03:30:00 January 2020 122.5200 NA NA NA
#> 68 2020-01-01 03:40:00 January 2020 NA NA NA 122.5200
#> 69 2020-01-01 03:50:00 January 2020 NA NA NA NA
#> 70 2020-01-01 04:00:00 January 2020 NA NA NA NA
#> 71 2020-01-01 04:10:00 January 2020 NA NA NA NA
#> 72 2020-01-01 04:20:00 January 2020 129.7860 148.3430 49.2718 NA
#> 73 2020-01-01 04:30:00 January 2020 NA NA NA 129.7860
#> 74 2020-01-01 04:40:00 January 2020 NA NA NA NA
#> 75 2020-01-01 04:50:00 January 2020 NA NA NA NA
#> 76 2020-01-01 05:00:00 January 2020 NA NA NA NA
#> 77 2020-01-01 05:40:00 January 2020 NA NA NA NA
#> 78 2020-01-01 05:50:00 January 2020 NA NA NA NA
#> 79 2020-01-01 06:00:00 January 2020 NA NA NA NA
#> 80 2020-01-01 06:10:00 January 2020 NA NA NA NA
#> 81 2020-01-01 06:20:00 January 2020 NA 6.9749 45.4325 NA
#> 82 2020-01-01 06:30:00 January 2020 NA NA NA NA
#> 83 2020-01-01 06:40:00 January 2020 NA 21.1830 137.9800 NA
#> 84 2020-01-01 06:50:00 January 2020 NA 13.9498 90.8651 NA
#> 85 2020-01-01 07:00:00 January 2020 NA NA NA NA
#> 86 2020-01-01 07:10:00 January 2020 NA NA NA NA
#> 87 2020-01-01 07:20:00 January 2020 122.5200 NA NA NA
#> 88 2020-01-01 07:30:00 January 2020 NA 7.2332 47.1152 122.5200
#> 89 2020-01-01 07:40:00 January 2020 42.9722 74.7785 24.8375 NA
#> 90 2020-01-01 07:50:00 January 2020 NA NA NA 42.9722
#> 91 2020-01-01 08:00:00 January 2020 NA NA NA NA
#> 92 2020-01-01 08:10:00 January 2020 NA NA NA NA
#> 93 2020-01-01 08:20:00 January 2020 NA NA NA NA
#> 94 2020-01-01 08:30:00 January 2020 NA NA NA NA
#> 95 2020-01-01 08:40:00 January 2020 NA NA NA NA
#> 96 2020-01-01 08:50:00 January 2020 NA NA NA NA
#> 97 2020-01-01 09:00:00 January 2020 NA NA NA NA
#> 98 2020-01-01 09:10:00 January 2020 NA NA NA NA
#> 99 2020-01-01 09:20:00 January 2020 NA NA NA NA
#> 100 2020-01-01 09:30:00 January 2020 NA NA NA NA
#> lag_3.98_2 lag_4.47_1 lag_4.47_2 lag_5.01_1 lag_5.01_2
#> 1 NA NA NA NA NA
#> 2 NA NA NA NA NA
#> 3 NA NA NA NA NA
#> 4 NA NA NA NA NA
#> 5 NA 74.7785 NA 24.8375 NA
#> 6 42.9722 6.8651 74.7785 44.7176 24.8375
#> 7 NA NA 6.8651 NA 44.7176
#> 8 61.2601 NA NA NA NA
#> 9 115.8960 NA NA NA NA
#> 10 NA NA NA NA NA
#> 11 61.2601 6.5912 NA 42.9332 NA
#> 12 60.9405 NA 6.5912 NA 42.9332
#> 13 NA NA NA NA NA
#> 14 NA 13.9498 NA 90.8651 NA
#> 15 NA NA 13.9498 NA 90.8651
#> 16 NA NA NA NA NA
#> 17 61.2601 227.8960 NA 75.6951 NA
#> 18 130.9630 NA 227.8960 NA 75.6951
#> 19 NA NA NA NA NA
#> 20 NA NA NA NA NA
#> 21 NA 148.2000 NA 49.2241 NA
#> 22 133.5230 NA 148.2000 NA 49.2241
#> 23 61.2601 NA NA NA NA
#> 24 NA NA NA NA NA
#> 25 NA NA NA NA NA
#> 26 NA NA NA NA NA
#> 27 NA 74.6047 NA 24.7797 NA
#> 28 42.8723 74.7785 74.6047 24.8375 24.7797
#> 29 42.9722 NA 74.7785 NA 24.8375
#> 30 NA 7.2200 NA 47.0292 NA
#> 31 NA NA 7.2200 NA 47.0292
#> 32 NA 72.1565 NA 23.9666 NA
#> 33 96.5514 75.6110 72.1565 64.4859 23.9666
#> 34 39.7904 72.5003 75.6110 24.0808 64.4859
#> 35 96.7000 NA 72.5003 NA 24.0808
#> 36 NA NA NA NA NA
#> 37 NA NA NA NA NA
#> 38 NA NA NA NA NA
#> 39 NA 78.3394 NA 26.0202 NA
#> 40 45.0185 NA 78.3394 NA 26.0202
#> 41 61.2601 150.5060 NA 91.1891 NA
#> 42 82.6597 NA 150.5060 NA 91.1891
#> 43 NA NA NA NA NA
#> 44 61.2601 NA NA NA NA
#> 45 NA NA NA NA NA
#> 46 57.7803 NA NA NA NA
#> 47 NA NA NA NA NA
#> 48 NA NA NA NA NA
#> 49 61.2601 NA NA NA NA
#> 50 NA NA NA NA NA
#> 51 NA NA NA NA NA
#> 52 NA NA NA NA NA
#> 53 NA 76.5024 NA 111.1020 NA
#> 54 35.9966 NA 76.5024 NA 111.1020
#> 55 NA NA NA NA NA
#> 56 NA NA NA NA NA
#> 57 61.2601 76.2325 NA 25.3204 NA
#> 58 94.8684 6.6070 76.2325 43.0364 25.3204
#> 59 NA 6.9749 6.6070 45.4325 43.0364
#> 60 NA NA 6.9749 NA 45.4325
#> 61 NA NA NA NA NA
#> 62 NA NA NA NA NA
#> 63 NA NA NA NA NA
#> 64 NA NA NA NA NA
#> 65 NA NA NA NA NA
#> 66 NA NA NA NA NA
#> 67 NA NA NA NA NA
#> 68 NA NA NA NA NA
#> 69 122.5200 NA NA NA NA
#> 70 NA NA NA NA NA
#> 71 NA NA NA NA NA
#> 72 NA NA NA NA NA
#> 73 NA 148.3430 NA 49.2718 NA
#> 74 129.7860 NA 148.3430 NA 49.2718
#> 75 NA NA NA NA NA
#> 76 NA NA NA NA NA
#> 77 NA NA NA NA NA
#> 78 NA NA NA NA NA
#> 79 NA NA NA NA NA
#> 80 NA NA NA NA NA
#> 81 NA NA NA NA NA
#> 82 NA 6.9749 NA 45.4325 NA
#> 83 NA NA 6.9749 NA 45.4325
#> 84 NA 21.1830 NA 137.9800 NA
#> 85 NA 13.9498 21.1830 90.8651 137.9800
#> 86 NA NA 13.9498 NA 90.8651
#> 87 NA NA NA NA NA
#> 88 NA NA NA NA NA
#> 89 122.5200 7.2332 NA 47.1152 NA
#> 90 NA 74.7785 7.2332 24.8375 47.1152
#> 91 42.9722 NA 74.7785 NA 24.8375
#> 92 NA NA NA NA NA
#> 93 NA NA NA NA NA
#> 94 NA NA NA NA NA
#> 95 NA NA NA NA NA
#> 96 NA NA NA NA NA
#> 97 NA NA NA NA NA
#> 98 NA NA NA NA NA
#> 99 NA NA NA NA NA
#> 100 NA NA NA NA NA