I have incorporated various elements of Michael Hanson's posting of an
improved tslist and made him a coauthor of the routine, as well as
tested it. The solution he proposed for daily data did not work, for a
strange reason: Stata counts weeks as starting on the day of Jan 1,
rather than from Sun to Sat (or Mon to Sun). The revised version does
that properly.
To test all sorts of frequencies without having the datasets, just use
auto:
