Relative Effects incorrect (wrong sign) when post-period mean is negative

[mefergus]

See impact_inference.R, line 248:

  summary <- dplyr::mutate(summary,
                           RelEffect = AbsEffect / Pred,
                           RelEffect.lower = AbsEffect.lower / Pred,
                           RelEffect.upper = AbsEffect.upper / Pred,
                           RelEffect.sd = AbsEffect.sd / Pred)

I noticed negative RelEffect.sd in my CausalImpactObject$summary which is clearly the product of not using abs(Pred) as the denominator, as I believe it should be in each of these cases. In particular the upper and lower bounds are out of order, too, when Pred < 0 .

[mefergus]

It may be sufficient to issue a warning when Pred is negative -- further consideration reminds me that working with relative measures "around" zero is fundamentally problematic.

[k3jiang]

Bump I encountered this too.

If the expected impact is negative but the intervention impact is positive, the relative response value stops making sense. For example expected = -0.00041, response = 0.00057, the model outputs -239% when it should be +239%.

[vector-news]

I just want to confirm that this bug is still ongoing and that an implementation of the suggestion by @mefergus does indeed work (i.e. wrap the variable Pred in abs() for line 248). I have forked the package and you can find it here: https://github.com/vector-news/CausalImpact and you can install it using devtools::install_github("vector-news/CausalImpact")

I have also opened a pull request to fix this issue, which you can see here: #60. Thank you @mefergus and others for looking into this issue. Hopefully, it will be resolved for future versions.

[kaybrodersen]

Hi there, this will be resolved in the upcoming CausalImpact 1.3.