Time series regression                                        [STB-16: sts4.1]
----------------------

	^tsreg^ [varlist] [^weight^] [^if^ exp] [^in^ range] [^,^ ^current(^varlist^)^ 

                ^lags(^#[,#,...]^)^ ^nosample^ ^static(^varlist^)^ other-options ]

^tsreg^ estimates a time series regression and reports related statistics. 
Lags of the "varlist" are included in the regression along with any 
^static^ variables.  The current values of variables in the ^current^ varlist
are also included.  A table of tests of the lag polynomials and estimates of
long-run multipliers follows the regression output.  Finally, diagnostic
tests of the regression are displayed.


Primary options
---------------

^current(^varlist^)^ specifies the RHS variables whose current values are to
  be included.  By default, no current values are included.

^lags(^#[,#,...]^)^ indicates how many lags of each time series to include.  If 
  only one number is indicated, that lag length is applied to the entire 
  varlist.  If the ^lags^ option is omitted, ^lag(0)^ is assumed.  If several 
  numbers separated by commas are typed, the numbers are applied to each of 
  the variables in sequence.  For example, "lags(2,12,4)" would include two 
  lags of the left-hand-side variable, twelve lags of the first explanatory 
  variable, and four lags of the second explanatory variable.  If there are 
  fewer lag lengths than variables, the last lag length listed is used for 
  the remaining variables.  Extra lag lengths are ignored.

^static(^varlist^)^ specifies the non-time series variables in the regression.


Other options
-------------

^noco^nstant suppresses the constant.

^nom^ult suppresses the table of long-run multipliers.

^noo^utput suppresses all output.  The regression is run silently.

^nor^egress suppresses the regression output.

^replace^ replaces the original data set with the one used in the time series
  regression.  By default, the original data set is restored at the end of
  ^tsreg^.

^nos^ample suppresses the sample coverage information.  If the ^period^ and
  ^datevars^ have been specified previously, the sample will be displayed 
  before the regression output.

^not^est^ suppresses the diagnostic tests.


Author
------
 
Sean Becketti, Stata Technical Bulletin


Also see
--------

    STB:  sts4 (STB-15)
On-line:  ^help^ for ^datevars^, ^period^, ^regdiag^, ^tsfit, and ^tsmult^