Search Results for "structural analysis"

The CausalImpact repository houses an R package that implements causal inference in time series using Bayesian structural time series models. Its goal is to estimate the effect of an intervention (e.g. a marketing campaign, policy change) on a time series outcome by predicting what would have happened in a counterfactual “no intervention” world. The package requires as input a response time series plus one or more control (covariate) time series that are assumed unaffected by the...