Within the context of using R package CausalImpact (Brodersen et. al, 2015), is it valid to use time Periods that are noncontinuous for the Pre-Intervention and Post Intervention time periods?
For example, would it be be valid to use Pre-Intervention Time periods: '2017-01-02' to '2018-03-22' and Post-Intervention time period: '2018-04-01' to '2018-04-30'?
For further context, as a form of backtesting I tested the time period of '2018-03-15' to '2018-03-31' for Casual Impact using all the same covariates and saw a high probability of Impact, but this impact was negative (False Positive of a negative impact). However, in theory, we should of not seen a chance of impact above our significance level as no treatment was applied (our actual treatment was applied for 2018-04-01 to 2018-04-30). So, in an effort to reduce bias the results I wanted to exclude this time period from the analysis.