mat <- matrix(rnorm(35), 5, dimnames = list(seq(8, 16, 2), paste0("lag", 0:6)))
#          lag0       lag1       lag2       lag3       lag4       lag5      lag6
# 8   0.4925472  0.2628757 -0.2749396  1.5804478  1.5730857  0.2128816 1.7490572
# 10 -0.6017012  1.8896388  1.0942748 -1.5655523  1.1715792 -0.8381115 0.7584498
# 12 -1.3818720  0.2558401 -0.1850495  0.1194266 -0.3610898 -0.7110094 0.5030568
# 14 -1.0256927  1.1389601 -1.2203729 -0.4506702  0.8025542  0.5360424 0.6250335
# 16 -0.8750509 -0.4706288  0.4423168  0.2678164 -0.6228561 -0.2462654 1.2823237
mat[which.max(mat)]
# 1.889639
colnames(mat)[arrayInd(which.max(mat), dim(mat))[2]]
# "lag1"