make_block generates a time offset block with the
appropriate max_lag and tau. The first column is presumed to be a time
or index vector, and is not included in the embedding.
Usage
make_block(block, columns = NULL, t = NULL, max_lag = 3, tau = -1, lib =
NULL, restrict_to_lib = TRUE)
Value
A data.frame with time offset columns. If the
original block had columns X, Y and max_lag = 3, then the returned
data.frame will have columns X(t-0) X(t-1) X(t-2) Y(t-0) Y(t-1) Y(t-2).
Arguments
block
a data.frame or matrix where each column is a time series
columns
list of column names to time delay.
t
Not used
max_lag
the total number of lags to include for each variable. So if
max_lag == 3, a variable X is offset with lags X[t], X[t + tau],
X[t + 2*tau]