Talk:Autoregressive conditional heteroskedasticity

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Alessio Farhadi in the external link (ARCH and GARCH models for forecasting volatility, quantnotes.com) does not seem to follow the more conventional notation that a GARCH(p,q) process has p GARCH terms and q ARCH terms, and not viceversa. These links support the notation I have introduced: [1], [2], [3]. The application EViews has the command "arch(p,q)" which uses the convention used by Fahardi (for what I would call a GARCH(q,p)), but even the new versions (>5) have a note "Note the order of the arguments in which the ARCH and GARCH terms are entered, which gives precedence to the ARCH term.", presumably because this is not the standard convention, and it is not even the convention used in their own help file describing GARCH models. (It might even be the case that confounding the order of the terms is a common mistake.)