The Time Series Analysis
task fits models to equally spaced time series data of any frequency,
such as monthly, quarterly, or weekly data. You can have a single
dependent variable or multiple dependent variables. You can also include
one or more explanatory variables in the model. The time series could
be correlated over time with either constant variance or non-constant
variance. The family of GARCH models are used to model series with
non-constant (heteroscedastic) variance.