Hi, All: Is there a way to get random effects for ARMA parameters? Consider the following example from the 'corARMA' help page: fm1Ovar.lme <- lme(follicles ~ sin(2*pi*Time) + cos(2*pi*Time), data = Ovary, random = pdDiag(~sin(2*pi*Time))) fm5Ovar.lme <- update(fm1Ovar.lme, corr = corARMA(p = 1, q = 1)) fm5Ovar.lme Linear mixed-effects model fit by REML Data: Ovary Log-restricted-likelihood: -771.9471 Fixed: follicles ~ sin(2 * pi * Time) + cos(2 * pi * Time) (Intercept) sin(2 * pi * Time) cos(2 * pi * Time) 12.1248728 -2.9198264 -0.8487095 Random effects: Formula: ~sin(2 * pi * Time) | Mare Structure: Diagonal (Intercept) sin(2 * pi * Time) Residual StdDev: 2.614435 1.004898 3.733423 Correlation Structure: ARMA(1,1) Formula: ~1 | Mare Parameter estimate(s): Phi1 Theta1 0.7868896 -0.2793591 Number of Observations: 308 Number of Groups: 11 > coef(fm5Ovar.lme) (Intercept) sin(2 * pi * Time) cos(2 * pi * Time) 4 8.681454 -2.719864 -0.8487095 <snip> Evidently, this model estimates only one set of ARMA parameters. Is there a way I can get a different set for each Mare in this example? Thanks, Spencer Graves