nilshg
2
julia> using DataFrames, ShiftedArrays
julia> df = DataFrame(ret = rand(100));
julia> transform!(df, ["ret" => (col -> lag(col, i)) => "lag$i" for i ∈ 1:3])
100×4 DataFrame
Row │ ret lag1 lag2 lag3
│ Float64 Float64? Float64? Float64?
─────┼──────────────────────────────────────────────────────────────
1 │ 0.624376 missing missing missing
2 │ 0.605845 0.624376 missing missing
3 │ 0.0379192 0.605845 0.624376 missing
4 │ 0.759851 0.0379192 0.605845 0.624376
5 │ 0.32622 0.759851 0.0379192 0.605845