#calculate standard deviation from the 95% conf interval
std_pred = (mean_upper - mean_pred) / 1.96
#calculate z score
z_score = (0 - mean_pred) / std_pred
#convert to probability
think this takes values of original series, and these are almost always different from zero. Would be better to look at rel_effect_upper and rel_effect instead.
Thanks for this package!
assuming approximately normal distribution
think this takes values of original series, and these are almost always different from zero. Would be better to look at rel_effect_upper and rel_effect instead.
Also
p_value = st.norm.cdf(z_score) prob_causal = (100 - p_value)
p_value will be from 0 to 1, not sure if 1-p_value makes more sense..?