After fitting,
检验AR(1)-garch model 的standardized residuals (residuals/standard error)
LB test 检验standardized residuals，显示standardized residuals之间有 autocorrelation
LB test 检验squared standardized residuals，显示squared standardized residuals之间当m增加到某数就没有autocorrelation
Engle's ARCH test直接显示standardized residuals之间没有 ARCH effect

请问这是为什么，AR的lag是不是还需要增加？