google / google/CausalImpact

Dynamic pre and post periods

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Description

First, thanks so much for the incredible package! This is an amazing contribution. Second, I'm wondering how to accommodate datasets where the pre- and post- date vary depending on some other variable. For example, let's say I'm trying to evaluate the impact of some policy, but different states implement the policy at different periods of time, and therefore have different "pre" and "post" windows.

I'm guessing this requires a custom model, but the documentation isn't clear on how to accomplish this.

Any thoughts?

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