A GARCH(1, 1) + AR(1) model, where y(i) = c + phi * y(i - 1) + eta(i), and h(i), the variance of eta(i), is given by h(i) = omega + alpha * eta(i) ** 2 + beta * h(i - 1) ** 2
Models time dependent effects in a time series.
ARIMA models allow modeling timeseries as a function of prior values of the series (i.
Fits an Exponentially Weight Moving Average model (EWMA) (aka.