完全相同的数据，在Eviews和R里面都可以完美的做出自动寻找平滑参数的hwinters平滑，但是仅仅在stata中不行，在stata中做
tssmooth hwinters data2s=data2
的结果就是像下面这样，最终会算16000次，也不能得到平滑结果。

tssmooth hwinters data2s=data2,replace
computing optimal weights
Iteration 0:   penalized RSS = -17854.124  (not concave)
Iteration 1:   penalized RSS = -11325.967  
Iteration 2:   penalized RSS = -11226.691  
Iteration 3:   penalized RSS = -11176.521  
Iteration 4:   penalized RSS = -11160.593  
Iteration 5:   penalized RSS =  -11156.55  
Iteration 6:   penalized RSS = -11155.481  
Iteration 7:   penalized RSS = -11155.226  
Iteration 8:   penalized RSS = -11155.204  
Iteration 9:   penalized RSS = -11155.196  
Iteration 10:  penalized RSS = -11155.192  
Iteration 11:  penalized RSS = -11155.192  (backed up)
Iteration 12:  penalized RSS = -11155.191  (backed up)
Iteration 13:  penalized RSS = -11155.182  
Iteration 14:  penalized RSS = -11155.182  (backed up)
Iteration 15:  penalized RSS = -11155.182  (backed up)

但是当我把Eviews或者R中自动计算出的平滑参数指定给Stata时，Stata就能做出平滑了。
tssmooth hwinters data2s=data2,parms(0.3187079, 0.07837927)
这个是R中成功进行非季节性平滑的截图结果



为什么？ (帖子最下面有数据）