[R] Get Specific Records from Another DataFrame

[M Can]

Hello
I have been struggling with this simple looking problem. I have two
dataframes. The first one contains ID, date, and revenue information for
specific suppliers.

id lastdate depvar
A 5/10/2017 10
B 8/16/2017 20
C 2/14/2017 30
D 9/5/2017 40
E 8/1/2017 50
F 11/4/2017 60
G 6/22/2017 70
The second dataframe contains timeseries data of each supplier in different
columns. For example Column A are the transaction dates of supplier A and
A_indvar is an independent variable value for each date.

A_date A_indvar B_date B_indvar …
1/1/2017 49 2/5/2017 50
1/2/2017 42 2/6/2017 62
1/3/2017 10 2/7/2017 88
1/4/2017 37 2/8/2017 36
1/5/2017 84 2/9/2017 71
1/6/2017 47 2/10/2017 36
1/7/2017 91 2/11/2017 98
Now, I would like to run a regression equation using specific independent
variable values from the second dataset. For example, let say I want to
look at the independent variable values of each supplier 30 days before the
last date given in the first dataset. I want to locate those from the
second dataset and enter them into the first dataset. So that the first
dataset will look like:

id lastdate depvar indvar-30
A 5/10/2017 10 55
B 8/16/2017 20 62
C 2/14/2017 30 74
D 9/5/2017 40 45
E 8/1/2017 50 35
F 11/4/2017 60 56
G 6/22/2017 70 48
I am able to create an array that takes all last dates and then subtracts
30 from them. Then how can I go to the second table and grab the value of
the independent variables for those specific dates? Timeseries of the
suppliers have different start dates.

I feel like I need to use something similar to vlookup in Excel. But a
value in the first dataset (let's say Supplier A) becomes a variable name
in dataset two.

Any hint is appreciated.

Thank you.

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