How to introduce LAG time in Python?
This recipe helps you introduce LAG time in Python
Recipe Objective
Have you ever tried to shift the datetime to create a lag between data and datetime.
So this is the recipe on we can introduce LAG time in Python.
Step 1 - Import the library
import pandas as pd
We have imported pandas which is needed.
Step 2 - Setting up the Data
We have created a dataset by making features and assining values to them. We have used date_range function to create a datetime dataset with frequency as Weekly.
df = pd.DataFrame()
df["dates"] = pd.date_range("11/11/2016", periods=5, freq="W")
df["stock_price"] = [1.1,2.2,3.3,4.4,5.5]
Step 3 - Creating Lag in data
For better understanding we are first creating a lag of 1 unit and then a lag of 2 unit. We cah do this by shift function.
df["previous_days_stock_price"] = df["stock_price"].shift(1)
print(df)
df["previous_days_stock_price"] = df["stock_price"].shift(2)
print(df)
So the output comes as
dates stock_price previous_days_stock_price
0 2016-11-13 1.1 NaN
1 2016-11-20 2.2 1.1
2 2016-11-27 3.3 2.2
3 2016-12-04 4.4 3.3
4 2016-12-11 5.5 4.4
dates stock_price previous_days_stock_price
0 2016-11-13 1.1 NaN
1 2016-11-20 2.2 NaN
2 2016-11-27 3.3 1.1
3 2016-12-04 4.4 2.2
4 2016-12-11 5.5 3.3
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Ameeruddin Mohammed
I come from a background in Marketing and Analytics and when I developed an interest in Machine Learning algorithms, I did multiple in-class courses from reputed institutions though I got good... Read More