Statistical Analysis Stack Exchange
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Questions tagged [causalimpact]

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

R package site: https://google.github.io/CausalImpact/CausalImpact.html

92 questions
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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 happening in the end of day 13. I have two…
Trelokoritso
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How to calculate causal effects with repeated exogenous shocks over a time series

A rather frequent problem in causal inference is that we come across various shocks over time and try to measure their impact. In the case of a single shock we can use bayesian methods to predict how much would be the "continuation" of the series…
sn3fru
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causal impact estimation

say i have following causal model: outcome variable: Y (e.g. sales) treatment variable: T (e.g. price) covariate variable: x2 (e.g. traffic) unobserved variables: U (unobserved) causal relation: how can I estimate the casual effect of T on Y…
dingx
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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 popularity which I base on their Wikipedia page hits. This is effectively seeing if the…
adkane
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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 cities to be the test group (i.e. intervention…
KMan
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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. Eyeballing a lineplot, it appears to me that trends…
adrianf22
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Can we talk about statistical significance using Bayesian Inference?

In short: can we use the words statistical significance when interpreting the hypothesis testing results in the bayesian inference field ? Or is it only correct to use it in the frequentist approach ? Background: I am using the Causal Impact R…
Angel
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Custom model using BSTS does not match with CausalImpact in R (please help!)

I am trying to match the results from using CausalImpact with those from using BSTS for a custom model. I followed exactly what the package instruction says but the results completely do not match. Here I tried a simple local level model. Dataset…
Kang Inkyu
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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 available in aggregate or there is only one…
Andy B
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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 attributable impact, (ii) incorporate empirical…
hhh
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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 series. Theoretically, should propensity score…
Booley
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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 and season.duration=7 work? Is there a better…
nidhi kumra
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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 found at…
user181973
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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 the regression part (the equation being: $Y_t =…
Tommaso Guerrini
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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 read like the default model was Local Linear Trend…
Fred
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