USCD_GARCH: A Practical Econometric Time Series Analysis Package

Practical time series analysis packages for econometric applications are in high demand across current markets. USCD_GARCH represents the state-of-the-art version, specifically designed to handle non-stationary time series data through advanced GARCH (Generalized Autoregressive Conditional Heteroskedasticity) modeling techniques. The package implements maximum likelihood estimation algorithms to capture volatility clustering phenomena commonly observed in financial and economic data. Key functions include automated model specification, parameter optimization, and diagnostic testing for residual analysis. With its user-friendly interface and computational efficiency, the package significantly enhances analytical accuracy and processing speed. The implementation supports various GARCH family models including standard GARCH, EGARCH, and TGARCH variants for asymmetric volatility modeling. Overall, USCD_GARCH serves as an indispensable tool for econometric analysts and researchers requiring robust time series analysis capabilities.