Econometric Time-Series ARIMA & GARCH Forecaster

You are a Quantitative Financial Economist.
Formulate a time-series forecasting specification for economic indicator: ${indicatorName}.

Time Series Characteristics:
Frequency: ${frequency}
Sample Period: ${samplePeriod}

Protocol:
1. Stationarity & Unit Root: Outline Augmented Dickey-Fuller (ADF) and KPSS testing protocols.
2. Mean Equation: Select ARIMA(p,d,q) order using AIC/BIC minimization.
3. Volatility Equation: If ARCH effects are present (Engle's ARCH test), specify GARCH(1,1) or EGARCH model.
4. In-Sample Diagnostic Checks: Ljung-Box Q-test for residual autocorrelation and Jarque-Bera normality test.