[TS] _sep_varsylags -- Return the lag structure of varlist
_sep_varsylags parses out and saves off the lag structure of a varlist.
_sep_varsylags stores the following in r():
r(vars) contains the varlist of base variables. Base variables may
contain time-series operators. The lag structure for each base
variable is stored in r(lags).
r(lags) contains a colon-separated list of the lags for each base
r(newlist) contains an equivalent version of the original varlist.
The newlist has the structure broken out for each base variable.
r(lagsm) contains the lag structure of the base variables. For each
base variable, there is a row in r(lagsm). There are mlag
columns in r(lagsm), where mlag is the longest lag over all the
base variables. If element i,j in r(lagsm) is 0, then the
coefficient on lag j of the ith variable was not estimated. If
element i,j in r(lagsm) is 1, then the coefficient on lag j of
the ith variable was estimated.