New features in the Stata time series library
---------------------------------------------

This help file describes new and modified features in the Stata time series
library.  The file is cumulative; it begins with the changes added in the
most recent STB distribution diskette.  Older changes follow.  Type ^help ts^
for general information on the time series library.


Changes in STB-18
-----------------

^faketemp^:  faketemp.ado (STB-17: ip5) has been added to the library.  This
    program was written by Craig Hakkio, Federal Reserve Bank of Kansas City. 
    Type "help faketemp" for more information.

^lag^:  The ^lag^ command has been substantially rewritten and the syntax has
    been expanded to permit variable lists.  The ^lag^ command is also smarter
    about combining operators.  The ^lead^ and ^dif^ commands will be revised
    along the same lines in later issues.

^regdiag^:  The Durbin-Watson statistic was occasionally misreported as a 
    missing value.  This bug has been fixed.  A new option, ^time^, has been
    added.  The ^time^ option specifies a standard selection of time series 
    diagnostics.  This set includes Akaike's Information Criterion (^aic^), 
    the ARCH test (^arch^), the Durbin-Watson test (^dw^), the LM (^lm^) and
    Q (^q^) tests for serial correlation, the Schwarz criterion (^sc^), and the
    test of the normality of the residuals (^normal^).

^tauprob^:  tauprob.ado (STB-17: sts6) has been added to the library.  This
    program was written by Craig Hakkio, Federal Reserve Bank of Kansas City. 
    Type "help tauprob" for more information.

^tsreg^:  ^tsreg^ now displays the standard set of time series diagnostics 
    (see ^regdiag^ above) rather than all possible diagnostics.