Hi all,
I am running a UCM model logsales=logbaseprice dummy1 dummy2 promo1 promo2
(promo1 promo2 as dummies also) as well as requesting the unobserved components.
My problem is the following : my level seems to be getting the most of the contribution for the prediction while my promo variables are not contributing as i had expected even in the weeks that the indication of promotion is obvious.
Am i doing something wrong when it comes to the estimates that i get from the run? should i convert them in someway to get the contribution? i am a bit sceptical since using logs but i revert back the logs as should, is there something similar that needs to be done for the promo and dummy coeffs?
Thanks in advance