Hi, is there a way in the arma function to exclude coefficients for the estimation. For example I estimated an ARMA(2,2) model to data where only the coefficients of the second order have been significant. Therefore I would like to estimate the ARMA(2,2) model without the 1,1-coefficients. Thanks a lot! Regards, Ralf -- View this message in context: http://r.789695.n4.nabble.com/Define-ARMA-model-tp4190733p4190733.html Sent from the R help mailing list archive at Nabble.com.