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st: How do you save the "convergence not achieved" result after -tssmooth hwinters-


From   Oliver Jones <ojones@wiwi.uni-bielefeld.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: How do you save the "convergence not achieved" result after -tssmooth hwinters-
Date   Wed, 09 Nov 2011 10:30:07 +0100

Dear Statalisters,
I have a dataset containing roughly one thousand time series.
On each of them I run -tssmooth hw- with the maximize_option iterate(30).
Scanning through the log file shows that there are several time series
for which the maximization process didn't converge.
Now I want to rerun the smoothing but this time I want to save (maybe in
a matrix?) if convergence was not achieved.

Looking up the manual entry for -maximize- shows that usually the result
is stored in the scalar e(converged). But it seems like this is nor the
case for -tssmooth hw- since -ereturn list- doesn't give an results.

One idea I have is to store the "optimal" parameters because I guess that
values equal to 0 or 1 indicate that convergence was not achieved.
But still there might be cases where the "optimal" parameters are inside
the open interval (0,1) and convergence is not not achieved, or am I
wrong in this assumption?

Kind regards
Oliver Jones
--
Universität Bielefeld
Fakultät für Wirtschaftswissenschaften
Lehrstuhl für Ökonometrie und Statistik
- -
Bielefeld University
Faculty of Business Administration and Economics
Chair of Econometrics and Statistics
- -
Raum / room:  V9-110
Tel / phone:  +49 (0)521 106 4871
- -
http://www.wiwi.uni-bielefeld.de/oekonometrie.html
---
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