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FMenchetti / CausalArima

An R package to estimate the effect of interventions on univariate time series using ARIMA models
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Estimation of causal effects in a multivariate setting #6

Closed FMenchetti closed 3 years ago

FMenchetti commented 3 years ago

Using Vector Autoregressive models to estimate the effect of an intervention on a multivariate time series. The new function could be based on VAR from the vars package.