lag_data function

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.

Returns

A list with two items

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