What was going on when I was born?

President Reagan, ending protracted and intense speculation, said today that he would nominate Charles C. Cox to the Securities and Exchange Commission. Mr. Cox, 38 years old, has been the commission's chief economist since last September, when the post was created. He would replace John R. Evans, another Republican, whose second five-year term expired June 5.

Herman Kahn, one of the nation's leading thinkers on nuclear strategies and the future, died of a heart attack yesterday morning at his home in Chappaqua, N.Y. He was 61 years old. Colleagues at the Hudson Institute, a private center for research on national security and public policy, said Mr. Kahn, a prodigious worker and rapid-fire speaker, had undergone his annual physical examination last week and had been judged to be in excellent health. Mr. Kahn, who founded the institute in Croton-on-Hudson 22 years ago and served as its chairman and director of research, had been working in the last few days on a paper on nuclear warfare. He was to deliver it today at the Pentagon.

The Boston Symphony Orchestra under Seiji Ozawa and the soprano Leontyne Price will open the Berkshire Music Festival at Tanglewood in Lenox, Mass., tonight at 9 with a program featuring vocal works by Strauss and Brahms's Symphony No. 1. Brahms will also be performed at a prelude concert at 7 with Tom Krause, bass-baritone; Jules Eskin, cellist, and Gilbert Kalish, pianist. Sunday's program, starting at 2:30, will include Haydn's ''Creation.'' Tickets for tonight's music, including the prelude concert, are $9.50 to $45 for seats in the Shed or $7 for admission to the lawn; Sunday: $7.50 to $35 for the Shed, $5.50 for the lawn. Available at Ticketron outlets and through Chargit: 944-9300. Information: (413) 637-1666. FAIR DAYS IN WESTCHESTER A human cannonball, cow-milking contests, harness racing, a rodeo and elephant rides are some of the activities of the Greater Westchester County Fair taking place at Yonkers Raceway through July 17. The art of wool working, from shearing to weaving, will be demonstrated, and there will be rides, games, daredevil car stunts, livestock competitions and lots of food. Admission is $3 (free for under-8's; and today until 5 P.M., $1.50 for over-65's). The 98-acre site is 20 minutes from Manhattan. Information: (914) 968-4200.

The Aetna Life and Casualty Company agreed today to eliminate $203 million in tax benefits from its 1982 earnings, thus settling a dispute with the Securities and Exchange Commission over accounting practices. The restatement reduces Aetna's 1982 operating earnings by 38 percent, to $319 million, or $3.50 a share, from the $522 million, or $5.80 a share, originally reported. Revenue last year was $14.2 billion.

When a defendant, on the advice of his lawyer, confesses to a crime before the prosecution has begun its case, he has not been denied effective assistance of counsel, the New York Court of Appeals ruled yesterday. The court, the state's highest, held by a vote of 4 to 2 that a defendant's constitutional right to legal assistance could not be invoked until formal judicial proceedings had started. As a result, the court ruled, the confession could be allowed as evidence.

Because of an editing error, an article June 2 about Israeli plans in Lebanon incorrectly described the Peace Now movement. Tzaly Reshef, a spokesman, says that although the group opposed the Israeli invasion of Lebanon as unjustified, its members would fight a war for Israel's survival.

The Reagan Administration sought today to dissuade the Federal Reserve Board from provoking a sharp rise in interest rates, which could slow the economy's lively recovery. . ''Our view is that we would not like to see interest rates increased,'' said Larry Speakes, deputy White House press secretary. His remarks, at a news briefing this morning, came amid widespread belief here and on Wall Street that the central bank had become concerned about the rapid growth of the nation's money supply in recent weeks. That growth could reignite the high rates of inflation that the Federal Reserve has spent four years trying to purge from the economy. The Federal Reserve could act strongly against such a resurgence by limiting money supply growth. Such an action could cause interest rates to soar again, discouraging the investment and spending necessary to keep the economic recovery alive.

Secretary of State George P. Shultz ended his trip to the Middle East today saying that ''I can't point to any substantive achievement.'' After meeting with Israeli leaders in Jerusalem this morning Mr. Shultz said at a news conference here that he was heartened by expressions of support he had heard during his trip for the withdrawal of all foreign forces from Lebanon. But he acknowledged that his four-day visit to the region had not produced any real movement toward that objective. ''I wish I could report that somehow we see a movement in the direction of simultaneous withdrawal, but I can't give any such report,'' Mr. Shultz said before leaving for Washington.

Although Secretary of State George P. Shultz travels with all the trappings of power, including an Air Force jet, security agents and instant communication links to the White House, he and his wife, Helen, sometimes try to be plain tourists. The results are usually mixed, and no doubt frustrating to the Shultzes. During his visit to India last week, Mr. Shultz wanted to take his wife to see the Taj Mahal in moonlight. At the appointed hour, about 10:30 P.M., the Shultzes left their hotel in Agra for their romantic interlude.

A White House official said today that Richard V. Allen had identified a member of President Carter's National Security Council staff as the source of the ''innocuous'' material he received in the 1980 political campaign. The Carter security aide, Jerry D. Jennings, now executive secretary of the White House Office of Science and Technology, denied he was the source. ''Any such suggestion is untrue and absolutely ludicrous,'' Mr. Jennings said. 'I'm Not Going Into Details' Mr. Allen, who was President Reagan's national security adviser until he resigned in early 1982, was said to have identified Mr. Jennings to the White House. But he said in an interview today: ''I never gave the White House the name of any person. You'd be in error if you wrote that.''

Raymond E. Kassar, the mercurial executive who led Atari Inc. through a period of breakneck growth and sudden collapse, has resigned as chairman and chief executive officer, it was announced yesterday. Warner Communications Inc., Atari's parent company, said James J. Morgan, 41-year-old executive vice president of marketing for the United States cigarette operations of Philip Morris Inc., would succeed him on Sept. 6. Mr. Morgan will face the task of rebuilding a company that has been shaken by huge losses in its core home video game and computer businesses and by widespread turmoil in management ranks. His appointment underscores a trend in the home computer industry toward hiring marketing expertise over engineering knowledge. Mr. Morgan, who says he owns a video game machine but is not familiar with computers, will become one of several Atari executives with experience in consumer marketing but not in electronics.

THIS is the time of year when outdoor sculpture seems to sprout overnight from the ground of New York City. One night a city dweller may go to sleep, confident all outdoors will be as it was. But the next day, walking through a familiar park or campus, he may find himself face to face with an unexpected block of wood or steel. Reading a newspaper in Madison Square Park, he may look up and see a procession of papier-mache cows strung between trees by J. Nebraska Gifford. Or, sitting on a bench at Cadman Plaza in Brooklyn, he may find himself staring in disbelief at four wood nudes in the grass by Rolando Briseno or at scaffolding with a swing inside by James Swank. What this combination of provocation, sentimentality, generosity and wit in public places means is that the outdoor sculpture season is in full bloom. There are works in just about all sizes and materials, by unknown artists and by household names, such as Henry Moore (in front of the Columbia University Library at Broadway and 116th Street through the summer) and Willem de Kooning (at the Seagram Plaza, Park Avenue and 53d Street).