如何应用滞后和滞后滚动意味着多列

时间:2019-10-20 01:25:16

标签: r dplyr

如何轻松地将滞后和滞后滚动应用于多列。我可以单列申请,但我需要更有效地申请多列

ppt <- ts(rep(c(5,6,7,8,11,13,14,15,16,15,14,17,13,12,15,13,12,12,11,10,9,8,7,6), 10)*runif(120,0.8,1.2), freq = 24)
col <- c(1:20)
data <- data.frame(lapply(col, function(x) ppt[x:(110+x)])) # create a design matrix
colnames(data) <- c(paste0("x_",as.character(c(1:19))),"y")

data <- data %>%

  mutate(lag_1 = lag(y, 1)
         , avg_3 = lag(roll_meanr(y, 3), 1)
         , avg_2 = lag(roll_meanr(y, 2), 1)

  )

0 个答案:

没有答案