Lag a matrix of variables a specific number of lags for each variables.

Lag a matrix of variables a specific number of lags for each variables.

lag_data(x, lags)

Arguments

x

The matrix of variables (one variable per column).

lags

A numeric vector denoting how many lags each variable should have.

Value

A list with two items

• A matrix, lagged with the lagged data.

• A list, group, with groupings of the lagged data per variable.