causal_impact
Quantify the causal effect of an intervention on a time series by modeling a counterfactual from pre-period data. Returns point estimates, posterior intervals, and diagnostics for decisions.
Instructions
Bayesian structural time series for causal impact analysis. Assumptions: No simultaneous shocks affect treated and control series differently at intervention; Pre-period relationship extrapolates into the post-period absent treatment. Pre-conditions: Observed time series has a clearly defined intervention date; Pre-intervention period is long enough to fit the counterfactual model. Failure modes: Poor pre-period fit or unstable posterior predictive interval -> Add controls, lengthen the pre-period, or use synthetic control as a robustness check. Alternatives: sp.synth, sp.sequential_sdid, sp.local_projections. Typical minimum N: 30.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome time-series column | |
| time | Yes | Time / date column | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| intervention_time | Yes | Date/index of intervention |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||