timetk (version 2.2.1)

tk_augment_lags: Add many lags to the data

Description

A handy function for adding multiple lagged columns to a data frame. Works with dplyr groups too.

Usage

tk_augment_lags(.data, .value, .lags = 1, .names = "auto")

Arguments

.data

A tibble.

.value

A column to have a difference transformation applied

.lags

One or more lags for the difference(s)

.names

A vector of names for the new columns. Must be of same length as .lags.

Value

Returns a tibble object describing the timeseries.

Details

Benefits

This is a scalable function that is:

• Designed to work with grouped data using dplyr::group_by()

• Add multiple lags by adding a sequence of lags using the .lags argument (e.g. .lags = 1:20)

See Also

Augment Operations:

• tk_augment_timeseries_signature() - Group-wise augmentation of timestamp features

• tk_augment_holiday_signature() - Group-wise augmentation of holiday features

• tk_augment_slidify() - Group-wise augmentation of rolling functions

• tk_augment_lags() - Group-wise augmentation of lagged data

• tk_augment_differences() - Group-wise augmentation of differenced data

• tk_augment_fourier() - Group-wise augmentation of fourier series

Underlying Function:

• lag_vec() - Underlying function that powers tk_augment_lags()

Examples

# NOT RUN {
library(tidyverse)
library(timetk)

m4_monthly %>%
    group_by(id) %>%
    tk_augment_lags(value, .lags = 1:20)

# }