Add ARCH and GARCH models

[paulozip]

Autoregressive Conditional Heteroscedasticity (ARCH) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) are good models to analyze and forecast volatility in time series. Arauto might use ARCH and GARCH models to:

• Model volatility;
• Use it as a way to reduce errors in ARIMA models. e.g.: by modeling the volatility, we could use it as a variable for ARIMA e deduce the forecasting values;