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help for ^tslib^                          (www.stata.com/users/becketti/tslib) 
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Becketti Time-Series Library: Stata 6 Version
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This library consists of Stata 6 compatible versions of programs from the
Becketti time-series library (formerly known as the Stata time series
library), a collection of user-contributed, interconnected ado-files for time-
series analysis submitted to the Stata Technical Bulletin (STB) during the
years 1992-1995.  The sole purpose of this library is to provide backward
capability between Stata 6 and the Becketti library in its most recent form,
^sts7.6^ of ^STB-24^.  For completeness three additional commands, ^mlcoint^,
^lrcotest^ and ^wcotest^ (from sts9 of STB-21, Johansen's test for
cointegration) are included.


Compatiblity Issues
-------------------

Two problems arise if one attempts to run the Becketti time-series library
programs using Stata 6.  The first and most significant problem pertains to
the convention employed by these programs to name the new variables which
result when standard time-series operators are applied to existing variables.
For example, the Becketti library allows one to apply the difference operator
to an existing variable using the ^dif^ command,

  . ^dif 1 x^

The above command computes the first difference of the variable ^x^ and saves
the result in the new variable ^D.x^.  In similar fashion the ^lead^ and ^lag^
commands create new variables with names of the form ^L#.x^ and ^F#.x^
respectively, in which # denotes the number of periods the new variable leads
or lags the original variable ^x^.  Although undocumented, Stata 5 and
previous versions permitted variable names containing ^.^; this is not the
case with Stata 6.  In Stata 6, ^.^ is now reserved to denote operators, such
as the time-series operators ^L^, ^F^, ^D^, and ^S^.  For details on these
operators please see ^[U] 14.4.3 Time-series varlists^ and ^[U] 16.8
Time-series operators^.  Note that this situation persists even if one issues
^version 5.0^ in Stata 6.

To circumvent this problem, the Becketti time-series programs in this package
have been modified to use ^_^ instead of ^.^ to name variables resulting from
time series operators.  Further, when Stata datasets with variable names
containing ^.^ are loaded in Stata 6, the variables are renamed, replacing
each occurrence of ^.^ with ^_^.

The second compatibility problem results from a name conflict between three of
Stata's new time-series commands and their predecessors in the Becketti
library:  namely ^ac^, ^pac^ and ^xcorr^.  This problem has been resolved
using version control.  If the version is set to 5.0, i.e. ^version 5.0^ has
been issued, ^ac^, ^pac^, and ^xcorr^ call the corresponding Becketti
programs, which have been renamed ^bl_ac^, ^bl_pac^, and ^bl_xcorr^
respectively.  Of course, these programs can also be run without recourse to
version control by simply issuing ^bl_ac^ instead of ^ac^, etc.  Note that the
help files have also been renamed in similar fashion.

Finally, since the commands ^mlcoint^, ^lrcotest^, and ^wcotest^ of ^STB-21^
^sts9^ require Becketti library utilities to run, we have included them in
this package for ease of installation and use.

In summary the substantive changes made to the Becketti time-series library
as of ^STB-24 sts7.6^ for compatibility with Stata 6 are as follows:

1)  Ado-files have been modified to use ^_^ instead of ^.^ to denote variables
    arising from applying times-series operators.

2)  The ado-files ^ac^, ^pac^, and ^xcorr^ have been renamed ^bl_ac^, ^bl_pac^
    and ^bl_xcorr^ respectively and their help files have been renamed 
    accordingly..  These commands are accessed by the corresponding new Stata
    time-series commands using version control.

3)  The commands ^mlcoint^, ^lrcotest^, and ^wcotest^ and the corresponding
    help files from ^STB-21 sts9, Johansen's test for cointegration^ have
    been added to the library.

Also see
--------

    STB:  ^STB-24 sts7.6^
          ^STB-21 sts9^
          ^STB-7 sts2^ 
 Manual:  ^[U] 1.3.2.4 New time-series features^
          ^[U] 16.3.4 Time-series functions^
          ^[U] 16.8 Time-series operators^
On-line:  help for @time@
