Identify Conditional Heteroscedacity 

TimeSeriesModelFit automatically checks for conditional heteroscedacity in data and fits ARCH/GARCH models to data.

Create a time series of daily returns on Starbucks Corp. stock.

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Compute the autocorrelation function.

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Test for autocorrelation in the sequence of returns.

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The returned time series is not autocorrelated, but its square is.

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TimeSeriesModelFit determines the GARCH family as the best fit for the data.

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Find the fitted process.

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The model residuals appear uncorrelated.

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Use TimeSeriesModel to compute confidence intervals of future forecast.

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