Extract Lagged Variables from Equations

This function extracts lagged variables from a given system of equations using a provided pattern that defines how lagged variables are structured.

It iterates over each equation, finds matching lag expressions, and standardizes them in the form var.L(lag). It also rewrites each equation to expand lag expressions and returns both the modified equations and the set of unique lagged variables found.

Usage

extract_lagged_vars(equations, pattern)

Arguments

equations

A character vector of equations as strings.

pattern

A list defining the regex pattern and capture positions for variable name and lag specification. Must contain elements regex, var_pos, and lag_spec_pos.

Value

A list with two elements:

variables

Character vector of unique lagged variables extracted.

equations

Character vector of transformed equations.