CausalPy - Evaluating uncertainty for Interrupted time series

[drbenvincent]

@aabugaev

Also, @drbenvincent, you mentioned that you are planning to add uncertainty related to time series. Is it something you’re planning to add to LinearRegression model or to some model that takes autocorrelations to account?

It would be a new timeseries model, like an AR or BST model for example. Just waiting to get the time to do it