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CausalImpact
An R package for causal inference in time series
...The package requires as input a response time series plus one or more control (covariate) time series that are assumed unaffected by the intervention, and it divides the time horizon into “pre-intervention” and “post-intervention” periods. It uses Bayesian modeling to fit a structural time series to the pre-period and extrapolate a counterfactual prediction for the post period, then compares observed vs predicted to infer the causal effect. The package supports plotting, summary tables, and verbal narratives for interpretive reports.
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