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st: too many iterations and no results for tssmooth shwinters


From   Carlotta Schuster <schuster.carlotta@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: too many iterations and no results for tssmooth shwinters
Date   Sat, 28 Jul 2012 14:33:56 +0200

Dear Statalisters,

I am working with a dataset where some variables are seasonally adjusted
some are not. To make the data more homogenous I would like to seasonally
adjust the not adjusted variables. To do so I was thinking to use tssmooth
shwinters for the Holt-Winters seasonal multiplicative method.


tsset Country datevar, quarterly
tssmooth shwinters GDP_s= RealGDP_n, from(.5 .5 .5)


I specified the from option because this was suggested in the help manuel
if you have too many iterations.



 tssmooth shwinters GDP_s= RealGDP_n, from(.5 .5 .5)
--------------------------------------------------------------------------------
-> Country = 1
computing optimal weights
Iteration 0:   penalized RSS = -7.683e+08  (not concave)
Iteration 1:   penalized RSS = -4.033e+08
Iteration 2:   penalized RSS = -4.033e+08
Iteration 3:   penalized RSS = -4.033e+08
Iteration 4:   penalized RSS = -4.033e+08
Iteration 5:   penalized RSS = -4.033e+08  (backed up)
Iteration 6:   penalized RSS = -4.033e+08  (backed up)
.......

I let it run up to 2000 iterations.

I have never work with tssmooth before and I am open for any suggestions,
also alternative adjustment methods.

Thank you very much,
Carlotta Schuster
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