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Can I smooth the time series data before running the CausalImpact package #74

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yongqiangzhangzazzle opened this issue Apr 10, 2024 · 1 comment

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@yongqiangzhangzazzle
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The data I have is daily data and is a bit noisy. Can I smooth the data with weighted average or through aggregating the data in a sliding window then apply the CausalImpact package to perform the analysis?

@SeanRichterWalsh
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You can pass any time series as the dependent variable, so yes you can aggregate your time series to weekly to remove some of the daily variability. Just remember to interpret your results using the same aggregation level.

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