Questions tagged [causalimpact]
CausalImpact R package for estimating the effect of an intervention on a time series.
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how to run causalImpact on a time series with multiple interventions?
In CausalImpact package, one defines pre-period and post-period for a single intervention. However, in the scenarios where there are multiple interventions at irregular time intervals, is there a way ...
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What is a collider
The term "collider" is usually taken to mean a variable in a causal relationship that opens up spurious correlation -- usually between the outcome and the treatment variable (and hence would ...
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Modeling year-level seasonality in R-package CausalImpact for bayesian structural time-series
I have a time-series history of 2 years with spikes occcuring once a year (christmas time) and am trying to model it with a seasonal component tat catches this yearly spike.
However, no matter if I ...
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Why diff-in-diff over regression with control variable for measuring treatment intervention in time series?
Let's suppose we have a time series data set, with an intervention period for the treatment where the mean of the independent variable increases by 10. The goal is to measure the effect of the ...
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Isolating and Quantifying Price Change effects in Products
Let say, I changed prices in my products or changed rebates for quantity. Then, after a while I want to analyse what effect this particular measure caused on my revenues. Of course there are some ...
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CausalImpact plot upper and lower bounds
Below is a screenshot of causal impact result.
Upper and lower bounds of point wise results plot hovers around 10k and -10k. In summery statistics, sd shows 1879 with 95 CI of -4674 and 2736. Is the ...
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50 views
CausalImpact estimates a statistically significant impact for multiple intervention-free validation periods
While trying to validate the estimated impact by CausalImpact package I ran backtests on several dummy pre and post time-periods prior to the actual intervention but ended up with statistically ...
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Causal impact R - Is it possible to model multiple the pre and post periods? Indivudally for participants
I would like to use the causal impact algorithm, however, not in the context of marketing, but in medicine. The problem is that the intervention does not take place at the same time, but on an ...
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216 views
Staggered Diff-in-Diff: multiple treatments equation
I wonder if you can help me to figure out how to rewrite basic difference-in-difference equation (pictured) so that it takes into account the fact that treatment has occurred at different times for ...
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Combine Different Metrics to CausalImpact
I am currently trying to understand the Google package of CausalImpact, to be more concrete the python implementation.
My current state is that I have for example the sales of a car on different ...
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33 views
How to test the stability assumption when using the CausalImpact package in R?
In the case of CausalImpact it is assumed that the relationship between covariates and treated time series, as established during the pre-period, remains stable throughout the post-period.
Why is it ...
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How to use CausalImpact in R to construct an interrupted time series model with >2 periods of interest?
I would like to conduct an interrupted time series analysis on data with three time periods:
Pre intervention
During intervention
Post intervention
My outcome variable is a continuous biological ...
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Confidence Interval not showing on causalImpact Plot
I am a beginner on R studio. I am using CausalImpact Package to estimate the effect of an intervention. However, my causalImpact plot is not showing confidence intervals of the prediction. Besides, ...
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Logistic Regression Coefficient Intrepretation - Impact On Churn
I am using logistic to see the relationship between churn and minute seen.
I get something like this
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101 views
Using CausalImpact to estimate uplift attributed to a promotion for logged-in users
I'm working for an online travel agency, and we've been exploring the use of the causalImpact algorithm for the following problem:
Hotel owners that sell room-...
