The n-way merge case currently only works for logical, integer, and numeric types. Character, complex, and any other type will fail. It should be possible to add support for character and complex data.
@SteveBronder, your example doesn't run. lag is only defined as a function, so your lapply call fails. Could you please edit your example to be minimal (i.e. without requiring another package and running an ARIMA model) and reproducible (runs from a clean R session).