Meaning of predictor variable in tutorial

101 views
Skip to first unread message

Piyush Kumar

unread,
Feb 14, 2015, 2:50:44 AM2/14/15
to causal...@googlegroups.com
The given example on github consists of a response variable y and a predictor x1. Does this mean that 
response time series corresponds to y and control time series corresponds to x1?


set.seed
(1) x1 <- 100 + arima.sim(model = list(ar = 0.999), n = 100) y <- 1.2 * x1 + rnorm(100) y[71:100] <- y[71:100] + 10 data <- cbind(y, x1)

Kay Brodersen

unread,
Feb 16, 2015, 5:18:23 AM2/16/15
to Piyush Kumar, causal...@googlegroups.com
Hi Piyush,

Yes, that's exactly it. Note that for all practical purposes, it's strongly recommended to use several control time series (x1, x2, x3, ...).

Kay


--
You received this message because you are subscribed to the Google Groups "CausalImpact" group.
To unsubscribe from this group and stop receiving emails from it, send an email to causalimpact...@googlegroups.com.
To post to this group, send email to causal...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/causalimpact/df27f18c-dc67-4a90-876e-4e3f1bd4f87d%40googlegroups.com.
For more options, visit https://groups.google.com/d/optout.

Reply all
Reply to author
Forward
0 new messages