Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: too many iterations and no results for tssmooth shwinters

From   Carlotta Schuster <>
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
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index