Thank you and @ScottF for the replies. I will have a look for sure, but I have one last question. Wouldnt it be possible to predict future values if you train only on lagged values? For example if all your training columns are lagged by 1 and the responsevariable is not lagged, wouldnt that mean you could predict future values by doing so?
The one problem I have with that approach is that it makes my Keras model accuracy constant 0 with the same parameters as before (where it worked without the lagged values). I have posted in more detail about it here: Keras model accuracy constant 0