You can set the parameter which you want to exclude to zero:

spec=arfimafit(mean.model=list(armaOrder=c(4,0)))
setfixed(spec)<-list(ar1=0)

-Alexios

On Sun, May 20, 2012 at 8:40 PM, jaimie villanueva <
jaimie.villanueva@gmail.com> wrote:

> Hi
>
> In relacion to the function "arfimafit( )" of the library(rugarch):
>
> could be possible to fit an arma(3,0) specifying which lags i want to use
> in the model.?
> I refer, if i know that in my data exist an autocorrelation structure for
> de 2º, 3º and 4º lags but not for the 1º lags. How can i specify it ?
>
> best regards
> jaimie
>
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>
>
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