lpirfs: create_lags – R documentation

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create_lags

Compute a data frame with lagged exogenous variables

Create a data.frame() with lagged exogenous variables.

create_lags(data, lags)

`data`	A data.frame().
`lags`	Integer for the number of lags.

Returns a data.frame with lagged values.

Philipp Adämmer

Local Projections Impulse Response Functions

v0.2.0

GPL (>= 2)

Authors

Philipp Adämmer [aut, cre] (<https://orcid.org/0000-0003-3770-0097>), James P. LeSage [ctb], Mehmet Balcilar [ctb], Jon Danielsson [ctb]

Initial release