Fantastic work, really beneficial. One question: are there any other data package like series that can readily be used as a source of time series data? For example, import, export, GDP, etc.?
@@DataHeroes I added to my library "CausalImpact" and run the following; > #Read the data > B #Using a different model again > start="2009-3-1" > treatment="2014-12-1" > end="2020-9-1" > # define the pre and post periods > pre.period=as.Date(c(start, treatment)) > post.period=as.Date(c(treatment, end)) > #Declare variables as time series > rem #Declare variables as time series > rem rtc exr #bind the data > DataTC #Check correlations > correlations #Check correlations > correlations impact impact impact impact impact
Great work on applying the causal impact tool to empirical data.
Great work! Any reason to use adjusted price not returns ?
You can use any. Really depends what you are trying to predict
For the "fomat error" u can solve this fixing the pre.period by including one day after the treatment date.
Someting like this:
start
Thanks, Rodrigo, for thr suggestion
Fantastic work, really beneficial. One question: are there any other data package like series that can readily be used as a source of time series data? For example, import, export, GDP, etc.?
Unfortunately, none that I am familiar with
Awesome! Keep up the good work, man! :)
Thanks!
I keep getting 'data is not numeric,. What could be the problem?
@@DataHeroes I added to my library "CausalImpact" and run the following;
> #Read the data
> B #Using a different model again
> start="2009-3-1"
> treatment="2014-12-1"
> end="2020-9-1"
> # define the pre and post periods
> pre.period=as.Date(c(start, treatment))
> post.period=as.Date(c(treatment, end))
> #Declare variables as time series
> rem #Declare variables as time series
> rem rtc exr #bind the data
> DataTC #Check correlations
> correlations #Check correlations
> correlations impact impact impact impact impact