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| df_lagged = df.copy() | |
| trailing_window_size = 10 | |
| for window in range(1, trailing_window_size + 1): | |
| shifted = df.shift(window) | |
| shifted.columns = [x + "_lag" + str(window) for x in df.columns] | |
| df_lagged = pd.concat((df_lagged, shifted), axis=1) | |
| df_lagged = df_lagged.dropna() | |
| df_lagged.head() |
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