title: ARIMA model for certain lags
body: <p>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 and 3. But by order I can only give the total lags. (Hence, if I say p=3, then I get lag 1, 2 and 3) How can I solve this?</p>
  
  <pre><code>model = ARIMA(R_bel, order=(3,0,1))
  model_fit = model.fit(disp=0)
  print(model_fit.summary())
  </code></pre>
  
  <p>Thank you</p>