Suppose z is our zoo object. Suppose we need 9 lags for each column 2, 3, 4, as well as all columns of the original. Then try:
merge(z, lag(z[, 2:4], -(1:9)))
Also note that lagging from 0 returns the same column, so this gives both the original and 9 lags of each column:
lag(z, -(0:9))
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