The input table, ccm_input2, contains data from three indices of stock market performance (COMP, DJIA, NDX). The categorical variables (marketindex, indexdate) and the numerical variables (indexval, indexchange) are time series values spread across two sequences (id). This example shows cause and effect with one numerical and one categorical variable.
| aster_ccm_id | id | period | marketindex | indexdate | indexval | indexchange |
|---|---|---|---|---|---|---|
| 1 | 1 | 1 | COMP | 2005-01-01 | 4275 | -10 |
| 1 | 1 | 2 | DJIA | 2005-01-01 | 15600 | -250 |
| 1 | 1 | 3 | NDX | 2005-01-01 | 3900 | -10 |
| 1 | 1 | 4 | COMP | 2005-01-02 | 4280 | 5 |
| 1 | 1 | 5 | DJIA | 2005-01-02 | 15800 | 200 |
| 1 | 1 | 6 | NDX | 2005-01-02 | 3910 | 10 |
| 1 | 2 | 1 | COMP | 2005-01-03 | 4290 | 10 |
| 1 | 2 | 2 | DJIA | 2005-01-03 | 15700 | -100 |
| 1 | 2 | 3 | NDX | 2005-01-03 | 3920 | 10 |
| 1 | 2 | 4 | COMP | 2005-01-04 | 4280 | -10 |
| 1 | 2 | 5 | DJIA | 2005-01-04 | 15600 | -100 |
| 1 | 2 | 6 | NDX | 2005-01-04 | 3910 | -10 |