0
$\begingroup$

I am just starting out using the Causal Impact package in R. I am looking at observed data where I know there will be periods of extra traffic due to outside forces. However I cant find any unbiased priors to feed this in. Is there a way to say, 'At this point during the timescale, we expect to see and uplift' to help the model map it more efficiently.

Thanks

$\endgroup$

1 Answer 1

0
$\begingroup$

It is possible to have a gap between pre- and post-period by specifying the arguments such pre.period[1] does not immediately follow pre.period[2]. With this, it is possible to exclude some time period around the intervention that is known to be affected by external factors.

Apart from that, there is currently no possibility to exclude e.g. specific time points of some covariates.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.