Causal Impact Analysis in Time Series using R

  Рет қаралды 16,774

Justin Eloriaga

Justin Eloriaga

Күн бұрын

Пікірлер: 26
@caioferreira4199
@caioferreira4199 3 ай бұрын
Thank you for sharing such a great content!
@DaveMH1985
@DaveMH1985 4 жыл бұрын
Thanks a lot for this video. I have no use for it at the moment but I use R for social sciences and it’s always good to know more functions for R for future purposes. You do an excellent job of showing your steps and explain very clearly the results. Subscribed to your channel because of your knowledge on how you utilize R and explanations in other videos that are understandable.
@AnuragBavaria
@AnuragBavaria 4 жыл бұрын
All your videos are quite lucidly explained. Thank you for sharing your knowledge. Looking forward to more videos on time series econometrics.
@DrewN-xn7kn
@DrewN-xn7kn 9 ай бұрын
TY so much for this video. Do you have resources for how to choose covariates?
@mdsajjadhossain3907
@mdsajjadhossain3907 4 жыл бұрын
Hi. Thank you for sharing such a informative video. But could not find the codes in the google drive link you shared. Can you please share the codes by creating a folder named "Codes" for this video content?
@tavaroevanis8744
@tavaroevanis8744 Жыл бұрын
What kind of regression does the CausalImpact() function implement?
@AdilKhan-sh9fv
@AdilKhan-sh9fv 3 жыл бұрын
What's a good method of choosing covariants?
@lordamg
@lordamg 2 жыл бұрын
how can you make one with an unweighted average? what is the code for r
@jingzhao8630
@jingzhao8630 3 жыл бұрын
the original data does not include weekend dates like 29/02/2020 or 01/03/2020. However the "data" does. and the 44 days for the ts start from 27/02 to 10/4 rather than 28/04. Would that be a trouble? Maybe just use: df$date
@kahuina
@kahuina 4 жыл бұрын
Thank you Justin for this informative video on Causal Impact Analysis. Could also demonstrate how to enter annual time series eg" 2007, 2008, 2009 etc from CVS file.
@JustinEloriaga
@JustinEloriaga 4 жыл бұрын
Just change frequency = 1 in the ts() command
@adilmasoodkhan4527
@adilmasoodkhan4527 4 жыл бұрын
Thank you so much sir keep posting models in R...very interesting. Sir, from where you are
@iandr4634
@iandr4634 4 жыл бұрын
how does the model decide which one is the response variable (in this case : ibcl) ?
@JustinEloriaga
@JustinEloriaga 4 жыл бұрын
The first variable ordered in the cbind()
@larissabagadion3361
@larissabagadion3361 3 жыл бұрын
Hi. This is very helpful. Quick and straight to the point. May I just ask, is there a minimum number of data points required for this analysis both in the pre and post intervention periods? Would this work with a monthly time series with 12 months pre intervention and 3 months post?
@semmarecipes6647
@semmarecipes6647 3 жыл бұрын
Awesome video, explained very well, any idea if this can be done in python?
@anastasiaachoulias2739
@anastasiaachoulias2739 4 жыл бұрын
Hello! Thank you so much for the Video, this helps me very much for my masterthesis :) How will the time.points command for quarterly be? my Dataset starts with 1994 Q1 and ends with 2019 Q4. I have already converted my data from daily/monthly to quarterly data.
@knowledgeheightsacademy2466
@knowledgeheightsacademy2466 4 жыл бұрын
I keep getting data is not numeric. What could be the problem?
@JustinEloriaga
@JustinEloriaga 4 жыл бұрын
You may have N/As in the data or the date may not be formatted correctly. Kindly check out the lubridate commands.
@knowledgeheightsacademy2466
@knowledgeheightsacademy2466 4 жыл бұрын
@@JustinEloriaga I have formatted the dates according to your dataset but it's still giving me the same problem
@patriciaignacio4214
@patriciaignacio4214 3 жыл бұрын
where's the next session?
@MrJ17J
@MrJ17J 4 жыл бұрын
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