Was following the below CausalPy tutorial for Interrupted Time Series and using it for a simple pre-post comparison.
Pre-world consists of the old world which had a old model controlling the outputs and post-world consists of the new world since we rolled out a new version of the model.
I have fitted a very basic model with a simple enough formula with just two variables - time counter (t) and then another variable that has effect on the target KPI
treatment_time = pd.to_datetime("2025-02-05")
result_model_a = cp.InterruptedTimeSeries(
its_df,
treatment_time,
formula="kpi__target ~ 1 + kpi__driver + t_",
model=cp.pymc_models.LinearRegression(sample_kwargs={"random_seed": seed}),
)
I have couple of questions:
- Is there any documentation to help with interpretation of the causal impact output I am getting? i.e., I want to be able to trace this mean impact back to actual KPI uplift (both in %s as well as the monetary value).
- Is there a way to specify more than one treatment times for the same model? Basically aiming to compare (Pre-test vs during-test) and (Pre-test vs post-test) impacts in one go.
Any help or documentation you can point me towards will be of big help!
Thanks you!