# # install.packages("devtools") # # install.packages("magrittr") # # install.packages("dplyr") # # install.packages("curl") # # install_github("skardhamar/rga") # # install.packages(c("bitops", "jsonlite", "httr"),repos='http://cran.us.r-project.org') # install.packages("tidyverse") # install.packages("tidyr") library(devtools) library(magrittr) library("dplyr") library(lubridate) library(curl) library(tidyverse) library(tidyr) stocks <- read.csv('stocks.csv') head(stocks) par(mfrow = c(2,1)) plot(stocks$nasdaq,col="red",type="l",xlim=c(200, 500), ylim=c(20, 26)) abline(v=326, lwd=1, lty=2) plot(stocks$bp,col="blue",type="l", xlim=c(200, 500)) abline(v=326, lwd=1, lty=2) library(CausalImpact) stocks <- stocks[,c('bp', 'nasdaq')] pre.period <- c(1, 325) post.period <- c(326, 504) impact <- CausalImpact(data = stocks, pre.period = pre.period, post.period = post.period) summary(impact) par(mfrow = c(1, 2)) plot(impact);