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One small addition to Gareth's points. I think the "day of the month" variable" is just a sequence number within the month. In other words, "1" might sometimes be the first observation but the second day of the month. Since you know the day of the week, you could probably manually insert dates, although I imagine it would take an hour or so.

It's nice of you to share all this information.

Can you explain the word "quasivariation?" I'm not familiar with it.

Before delving too deeply into this, I'll point out a couple of things.

First you might want to structure your workfile as a dated workfile. Going on the information you gave (it starts in 2014, the series "mes" is month, and "salida_del_mes" is day of the month), you can use the following code to turn your workfile dated:

Code: Select all

wfopen "para pregunta del foro.wf1" series year = 2014 smpl @first+1 @last year = @recode(mes<mes(-1), year(-1)+1, year(-1)) smpl @all series date = @dateval(@str(year)+"/"+@str(mes)+"/"+@str(salida_del_mes), "YYYY/MM/DD") pagestruct @date(date)

Note that this then contradicts your first post (where you said the data ends 4/30/2017 - it actually ends 5/17/2017).

It also creates an irregular workfile, since, I presume, some days were holidays etc...


You might want to check the data in the workfile though. A quick look at, say, SKU14 is weird. There are lots of 1s and 0s, and also lots of negative numbers (negative demand?). The data don't appear to match up with the data in the later Excel file you posted.

Unfortunately, I do not give econometric advice.

One suggestion I made earlier was to include month dummies. But I suspect the most important advice is to look carefully about Gareth's comment on something being wrong with the data, both the large number of 1s for some skus and the data not matching the Excel file.

One suggestion I made earlier was to include month dummies. But I suspect the most important advice is to look carefully about Gareth's comment on something being wrong with the data, both the large number of 1s for some skus and the data not matching the Excel file.

Startz,

These are particular SKUs as they correspond to sales promotions.

"They are at the customers' request"
In fact the demand is zero, but to solve the problem of division by zero, add one to each demand.