AnalyticsInterrupted time seriesCausalImpact

Causal impact analysis

A statistical method that estimates the effect of an intervention by forecasting what would have happened without it, using control series as a counterfactual.

In full

Implemented in Google's open-source CausalImpact package using Bayesian structural time-series models, it takes a pre-period, a set of correlated but unaffected control series, and an intervention date, then reports the difference between observed and predicted values with credible intervals. It is the standard tool for evaluating migrations, template changes and algorithm updates when a true control group is impossible. Results are only as good as the control series; using a control that was also affected invalidates the estimate.

Example

After a migration, analysis using unaffected site sections as controls estimates a 9% loss with a credible interval excluding zero.

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