I want to ask if there is a situation to know the order of GARCH(p, q) from the result. For example, in the case of AR(p), one can know the value of p by plotting pacf(). In case of MA(q), one can know the value of q by plotting acf().
Is there any similar situation to know the value of p and q in GARCH(p, q) models?
May be using Engels Arch Effect test.