GARCH MODEL tips

ACF ==> Order of the MA(q), ACF of time series in lag > q should have 0 value.

PACF ==> Oder of the AR(p), PACF of time series in lag > p should have 0 value.

LBQ test:

H0, Time series is independent.

H1. Auto-correlation of time series is different with 0.

ARCH test: Auto-correlation in the squared residuals.