Wiola,
I've had the same PAL error when working with monthly data from '10 to '12 year.
The problem has gone when I added some observations - saying, I started not from '10, but from '09.
As I understand, TESM algorithm needs some "training" data to learn on (in my case, I don't have any predictions for '09 year).
Also, it's always referenced as on-the-year algo. I mean, CYCLE is "The length of a cycle (L > 1). For example, the cycle of quarterly data is 4, and the cycle of monthly data is 12" - from PAL Reference. In your case, 6445 may be even insufficient, imho... 
Have you tried giving MORE?
Best regards,
Oleg
