EconCausal
Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))
v1.0.2
·
Oct 8, 2025
·
MIT + file LICENSE
Description
Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.
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1.0.2
Mar 9, 2026