Creates multiple lags using dplyr.

multiple_lag_function_dplyr.R

multiple_lags <- function(data = .,
                          execute_on_variables = vars(everything()),
                          lag_vector = c(1)){
  intermediate <- tibble(data)
  for(i in lag_vector){
    data %>% 
      # Lags - note we don't include the dependent variable because we want to regulate this using the ARX object
      mutate_at(.vars = execute_on_variables, .funs = list(lagged = ~lag(x=.,n = i))) %>% 
      ungroup() %>% 
      select(ends_with("_lagged")) %>% 
      
      # Just renaming the variables to Li.variable
      rename_at(.vars = vars(everything()), .funs = ~paste0("L",i,".",gsub("_lagged","",.))) %>% 
      
      bind_cols(intermediate,.) -> intermediate
  }
  return(intermediate)
}