X <- dplyr::select( dlnm::chicagoNMMAPS, c('cvd', 'dow', 'temp', 'dptp', 'o3') )
X <- na.omit( X )
arglag <- list( fun = 'bs', df = 4 )
DLM_dat <- dataframe_DLM( X, lag = 40, dynamic_vars = c('temp', 'dptp', 'o3'), arglag = arglag )
Run the code above in your browser using DataLab