ARFIMA | Autoregressive fractionally integrated moving average |
SARFIMA | Seasonal autoregressive fractionally integrated moving average |
GARCH | Generalized autoregressive conditional heteroskedasticity |
LS-ARFIMA | Level shift-autoregressive fractionally integrated moving average |
LS-GARCH | Level shift-generalized autoregressive conditional heteroskedasticity |
SLS-ARFIMA | Seasonal level shift-autoregressive fractionally integrated moving average |
SLS-GARCH | Seasonal level shift-generalized autoregressive conditional heteroskedasticity |