I guess this is a reference to the 23 July update.
Here is the summary of that on time series from -help whatsnew-.
The answer appears to be No.
The 23jul2004 update includes extensions to Stata's time-series
capabilities, including new commands for fitting and analyzing
cointegrated vector error-correction models (VECMs); see help vecintro.
Several postestimation commands for use after estimating vector
autoregressions (VARs) and structural VARs have been renamed to better
reflect their function. These new time-series features are documented
in a second edition of the Stata Time-Series Reference Manual; see
http://www.stata.com/bookstore/ts.html.
A list of the other ado-file and executable updates for this update is
included after the description of the time-series updates.
Time-series update
1. The new command vec fits cointegrated vector error-correction models
(VECMs) using Johansen's method; see help vec.
2. The new command vecrank produces statistics used to determine the
number of cointegrating vectors in a VECM, including Johansen's trace
and maximum-eigenvalue tests for cointegration; see help vecrank.
3. The new command fcast, which replaces the old command varfcast,
produces and graphs dynamic forecasts of the dependent variables after
fitting a VAR, SVAR, or VECM; see help fcast.
4. The new command irf, which replaces the old command varirf, does
everything the old command did and more. irf estimates the
impulse-response functions, cumulative impulse-response functions,
orthogonalized impulse-response functions, structural impulse-response
functions, and forecast error-variance decompositions after fitting a
VAR, SVAR, or VECM. irf can also make graphs and tables of the results.
See help irf.
varirf continues to work but is no longer documented. irf accepts .vrf
result files created by varirf.
5. The new command veclmar computes Lagrange-multiplier statistics for
autocorrelation after fitting a VECM; see help veclmar.
6. The new command vecnorm tests whether the disturbances in a VECM are
normally distributed. For each equation, and for all equations jointly,
three statistics are computed: a skewness statistic, a kurtosis
statistic, and the Jarque-Bera statistic. See help vecnorm.
7. The new command vecstable checks the eigenvalue stability condition
after fitting a VECM; see help vecstable.
8. The new command vecstable and the existing command varstable have a
graph option that produces publication-quality graphs to facilitate
interpreting and presenting the stability results. See help vecstable
and help varstable.
9. The output of the following commands has been standardized for
easier understanding: var, svar, vargranger, varlmar, varnorm, varsoc,
varstable, and varwle.
Nick
[email protected]
atobias
> Could anyone tell us if SARIMA models (ormultiplicative ARIMA models)
> for time series will be available in the recent updated time-series
> library for Stata 8?.
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