Little function I created in R for adding all lagged values up to n of a variable to a df. Can be improved for handling more than one variable.

add_lagged.R

add_lagged <- function(df, var, n = 1) {
  var <- enquo(var)
  names <- map(1:n, ~ paste0(quo_name(var), '_lag_' ,.))

  lagged_cols <- map2(1:n, names, ~ df %>% transmute(!!.y := lag(!!var, n = .x))) %>% 
     bind_cols()
  
  df %>% bind_cols(lagged_cols)
}

An idea for multiple variables approach.

add_lagged <- function(df, n = 1, ...) {
  vars <- quos(...)
  new_vars <- map(vars, ~ add_lagged_var(df = df, var = !!., n = n)) %>% bind_cols()
  new_vars
}