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.