ARIMA Model For Certain Lags

I want to estimate parameters for an ARIMA model. I do this in python with the arima function. Now, I want to remove the non significant lags. For instance, I only want the lags 1

Solution 1:

If you want only specific list of lags like 1 & 3 as AR components, then you can do that in the following way

model = ARIMA(R_bel, order=((1,0,1),0,1))

For details you can check the documentation having details of order in SARIMAX and ARIMA - SARIMAX docs is a little bit more detailed, however the underlying meaning is same in both