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Questions tagged [causalimpact]

CausalImpact R package for estimate the effect of an intervention on a time series.

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Default CausalImpact Package

I am trying to gain an understanding of the CausalImpact package and the BSTS approach. Consider the following model: $y_t = \mu_t + z_t + \epsilon_t$, where $\epsilon_t \sim N(0,s^2)$, and $\mu_{t+...
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1answer
28 views

How is the posterior tail-area probability calculated?

I am currently using the CausalImpact package for some research and in this context I need to know and be able to explain, how the posterior tail-area probability is calculated in order to reproduce ...
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22 views

inclusion of static variables as covariates [closed]

Is there a clear way to include static variables e.g. elevation as covariates in the CausalImpact pacakge. Any guidance would be greatly appreciated. Anand
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1answer
28 views

Incorporating Fixed Effects with Causal Impact

I have observations on a dependent variable of interest, $Y_{ijt}$, where $t \in [1,2,...T]$ denotes the time, $i$ denotes a particular brand and $j$ a specific product item. At $t=k$, there was an ...
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1answer
68 views

Synthetic control and unobserved confounders

The synthetic control (cohort) method is a very promising approach to causal inference that has been used in a number of interesting studies. It's particularly useful in situations where data are only ...
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1answer
23 views

Pre.intervention and post.intervention should be contiguous in CausalImpact?

I am running a CausalImpact analysis on a time series and my pre.period goes from 01.01.15 to 30.03.15. I want my post period to be from 15.04.15 to 17.04.15. Is it ok if I create a time series that ...
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20 views

Assesing impact for rolling enrollment data

I'm running an experiment where some of the users are shown a new widget when they become eligible (some conditions that are unrelated to the experiment itself). I have a control counterfactual group ...
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1answer
43 views

Is it possible to predict the pre-intervention period rather than the post-period using Google's CausalImpact function?

I want to use to Google's causal impact function to impute the effect of an intervetion. However, my data is structured as: pre-period=1991-1995, intervetion occurs, post-period=1996-2017. To clarify, ...
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1answer
107 views

How to choose Control groups for Causal Impact algorithm?

I'm running an experiment and want to use the Causal Impact function to assess how well it performs. I have 10 different cities. I'm looking to find out what is the best method for choosing which ...
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1answer
56 views

How to use a custom model in CausalImpact where preperiod.start is not right after preperiod.end?

I want to train on a period that isn't immediately preceding the prediction period. You can do this using the default causal model but I'm not sure how with a custom model. Straight from the ...
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2answers
101 views

Interpreting Mediation Output when ACME is stat. sig but ADE and Total are not

The mediation package in R returns results in which: The Average Causal Mediated Effect (ACME) (the effect of the mediator alone) is positive and statistically significant Average Direct Effect (ADE) ...
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215 views

Pro and cons between Bayesian structural time series (BSTS) vs difference-in-differences?

Google's paper markets BSTS's benefits over DID such that "In contrast to classical difference-in-differences schemes, state-space models make it possible to (i) infer the temporal evolution of ...
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1answer
85 views

Explaining the results of the CausalImpact package where effect is not statistically significant

I've been using the CausalImpact package to compare patent renewal rates across different classes of patents (to determine whether subject matter decisions have particular impacts on the rise or fall ...
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2answers
434 views

How to study the causal impact on multiple time series of interest against multiple baselines

My data consist of time series of Wikipedia hits for football players. I want to use the CausalImpact package to explore the effect of the World Cup on their ...
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0answers
128 views

Causal Impact: Continuous Pre-Intervention to Post-Intervention Time Periods?

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 ...
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2answers
115 views

CausalImpact: Valid for Single Market [closed]

Is it possible to use the R package CausalImpact (Brodersen et. al, 2015) to estimate the incremental lift of running a local TV ad campaign in Iowa City,IA? We are also running national TV ads across ...
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131 views

Generalizing “Causal Impact” synthetic controls, to multiple outcomes

Does anybody know a way to generalize the use of the Causal Impact google R package to multiple outcome time series? Say I ran a time series experiment and was able to set up multiple test outcome ...
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1answer
188 views

Scaling control time series with CausalImpact

I'm doing Causal Impact analytics with this python package. Since my control time series have a much larger scale (100-10000 times larger) than my modeled variable, at some point I tried to scale the ...
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1answer
220 views

Reduce credible intervals in Causal Impact model

I'm hitting an issue with a causal impact model that I'm building. I'm trying to create a counter factual for daily sales at one store (nseasons = 7). I've included sales for 5 other stores nearby. ...
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1answer
74 views

How can you quantify the effect of a campaign in CausalImpact?

I have been working with the CausalImpact R-package to check whether new campaigns or features had a significant impact on a time-series. I would like to know if it is possible to quantify this ...
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1answer
135 views

How to reason about causal effect in time series when the treatment group reacts even before treatment?

Context: I'm running into a strange phenomenon about treatment effect and causality that I'll try to recreate here. Let's say I'm doing an observational study: Do people spend more time online as a ...
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1answer
378 views

Difference between using propensity score matching and CausalImpact for causal inference?

I'm investigating causal effect in some financial data, and I'm using two different approaches: propensity score matching with stratification and the CausalImpact package for Bayesian structural time ...
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42 views

How to estimate loss of customers due to customer support inefficiency?

I have a data about customers and their activity on a website for a two-year period. Also, I have a customer support work evaluation data for a shorter period of that two-year period. The question is: ...
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1answer
103 views

BSTS employing purposedly spurious regressors for causal impact analysis

I'm employing Google Correlate time series to evaluate the causal impact of an intervention on a variable of interest y. I made sure that the Google series are highly correlated with y during the pre-...
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1answer
307 views

CausalImpact with Custom BSTS Model

I'm wanting to use a custom bsts model within the CausalImpact package, and I understand that I need to use a control group in my data; however, I don't really understand where that control group fits ...
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(CausalImpact) How to incorporate prior trend into counterfactual? [closed]

I'm working with the CausalImpact package for predicting a counterfactual time series. From prior analysis, I know that the true counterfactual series ought to show a downward trend, but the package ...
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301 views

Specifying seasonality component in Causal impact

How do I supply yearly(month/week of the year) + day of the week seasonality in causal impact? I have 1 year of data in the pre period at daily granularity i.e. 365 data points. would, nseasons =52 ...
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1answer
166 views

Synthetic Control and Causal Analysis

I am creating a synthetic control variable in which I want to use in order to perform a causal impact analysis of our marketing campaign. The goal is to find a set of predictor time series that are ...
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2answers
184 views

Meta-Analysis on Effect Sizes with 95% Bayesian CI from CausalImpact R package

I am using the CausalImpact package in R to calculate the impact of a marketing intervention using Bayesian Structural Time Series. This methodology and package is explained in Broderson et al. 2015 ...
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296 views

Remove price and promotion effects from sales time series

I'm trying to measure the effect of an in-store media campaign on the sales. I have sales data along the time for test (treated) stores and control (not treated) stores. Before comparing test and ...
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261 views

Bayesian structural time series with few data points (using CausalImpact)

I am experimenting with the CausalImpact package https://google.github.io/CausalImpact/CausalImpact.html (Brodersen et al. 2015) which uses Bayesian structural time-...
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1answer
406 views

Q: R - CausalImpact | order of control time series [closed]

My colleagues and I have been using Google's R-package CausalImpact for a while but recently discovered something that we can't quite explain. Depending on the order of including the different control ...
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1answer
255 views

Causality Analysis and test of Independence

First the problem: I am refering to lecture note, on page 480, 2nd paragraph, it mentions If X is in fact useless for predicting Y given Z, then an adaptive bandwidth selection procedure (like ...
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106 views

Can I use a list (or similar) of multiple date ranges for pre and post periods?

In the documentation (https://google.github.io/CausalImpact/CausalImpact.html) for CasualImpact there is an example of setting pre and post periods of the treatment: ...
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1answer
757 views

Bayesian Structural Time Series in BSTS package: implementing mixed model

I have been using BSTS package for quite a while and I have found it pretty effective with respect to ARIMAX models. I was wondering whether it would be possible to share regression coefficients in ...
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1answer
293 views

CausalImpact: model in the paper and default in the package

I was utilising CausalImpact for a study. Only recently did I realise that the model described in the associated paper was different to the default model implemented in the package. The paper was ...
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1answer
572 views

What does Posterior tail-area probability mean in Causal Impact?

I'm new to CausalImpact package in R. I'm trying to understand what the p-value or Posterior tail-area probability mean in the summary. Does it mean that because the p-value is very low, the chance ...
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140 views

Chow Test and Structural Breaks

I am an economics student and we are tasked to make a mini thesis. I was thinking in getting smoking demand determinants and the effect of sin tax (excise tax on tobacco here in the Philippines and ...
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1answer
50 views

Comparing store sales based on time period

I am trying to refine the way my company validates tests in retail stores for products that we sell. The prior way was only to look at immediate change in dollar and unit sales without taking into ...
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1answer
116 views

Estimation of treatment effect when there is an unknown and variable coverage of the population

I am not sure if I am using the correct terminology, something must be written about the following problem, but I cannot find it by searching. I am presently analyzing data about the effect of ...
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1answer
128 views

Evaluating the Impact of National Policies Using Panel Data

I have a panel data set covering various countries over various years. I have information about the years in which these countries published an entrepreneurship policy - some countries only published ...
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1answer
649 views

Using Google Causal Impact package to assess the significance of a planned intervention

I am using the Causal Impact package in R to infer the causal effect of an intervention in some data which are highly correlated and seasonal. Specifically, i got 17 days of hourly data, intervetion ...
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2answers
471 views

Odd behaviour in CausalImpact (R)

I'm finding some odd behaviour in Google's CausalImpact R package and wondered if anyone has found the same and knows the cause. If you feed the package a certain length time series, the model snaps ...
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1answer
278 views

The Causal Impact Package in R could not trace the right number in the test group

I have this sample dataset which is as follow: head(data) ...
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252 views

Causal Impact and using multiple control series with their regressors

Hi all I am analyzing several DMA's for campaign effectiveness using the CausalImpact package by Kay Brodersen. I have data for participants and non-participants INCLUDING their contemporaneous ...
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92 views

Counterfactual analysis in the absence of an exogenous intervention

I am interested in exploring the causal effect of poverty on the adoption of a number of climate-resilient agriculture practices in sub-Saharan Africa. In exploring the causal effect of poverty (a ...
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145 views

How does Causalimpact work? (please see more specific questions in the description)

How does CausalImpact behave when the number of data points in the time-series is unequal to n times the set length of a season (for example when there are 30 data points with the length of the season ...
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1answer
249 views

How does CausalImpact Prevent Overfitting

I'm using Google Research's Causal Impact package, and I'd like to understand more fully how the package prevents overfitting and selecting a bad batch of the covariates by chance. Here's the ...
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Use of accelerated longitudinal designs with interrupted time series or difference and difference models

I am seeking some resources or specific equation specifications for whether or not it is possible to specify comparative interrupted time series models or difference and difference models with some ...
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1answer
756 views

causal impact - adding multiple control groups

I want to run an analysis using causal impact tool. I have one test group but multiple control groups. Can I use multiple control groups all together in one model? Eg: Y = test and A,B,C as control ...