Add column and column names of variable lags to dataframe

or

julia> transform!(test, [:a => (x -> lag(x, i)) => "a_$i" for i in 1:5])
10×7 DataFrame
 Row │ a      b      a_1      a_2      a_3      a_4      a_5
     │ Int64  Int64  Int64?   Int64?   Int64?   Int64?   Int64?
─────┼───────────────────────────────────────────────────────────
   1 │     1     11  missing  missing  missing  missing  missing
   2 │     2     12        1  missing  missing  missing  missing
   3 │     3     13        2        1  missing  missing  missing
   4 │     4     14        3        2        1  missing  missing
   5 │     5     15        4        3        2        1  missing
   6 │     6     16        5        4        3        2        1
   7 │     7     17        6        5        4        3        2
   8 │     8     18        7        6        5        4        3
   9 │     9     19        8        7        6        5        4
  10 │    10     20        9        8        7        6        5
3 Likes