With the big popularity and success of Judea Pearl's original causality book, this review covers the main topics updated in the second edition in 2009 and illustrates an easy-to-follow causal inference strategy in a forecast scenario. It further discusses some potential benefits and challenges for causal inference with time series forecasting when modeling the counterfactuals, estimating the uncertainty and incorporating prior knowledge to estimate causal effects in different forecasting scenarios.

Written by one of the preeminent researchers in the field, this book provides a comprehensive exposition of modern analysis of causation. It shows how causality has grown from a nebulous concept into a mathematical theory with significant applications in the fields of statistics, artificial intelligence, economics, philosophy, cognitive science, and the health and social sciences. Judea Pearl presents and unifies the probabilistic, manipulative, counterfactual, and structural approaches to causation and devises simple mathematical tools for studying the relationships between causal connections and statistical associations. The book will open the way for including causal analysis in the standard curricula of statistics, artificial intelligence, business, epidemiology, social sciences, and economics. Students in these fields will find natural models, simple inferential procedures, and precise mathematical definitions of causal concepts that traditional texts have evaded or made unduly complicated.