# How to choose the order for ARMA(p,q) to avoid residual autocorrelation?

I tried to process the daily return data for Shanghai Stock Index in RStudio. I use ARMA to model my data.Below is the ACF and PACF figure from R. How should I choose the order for my data according to these figures? I have tried several combinations but every time the result of JB test for the residuals show that there are still high-order autocorrelations.

Here are some of my codes and results:

stock_arma1 <- arima(data1[,2],order=c(4,0,2))