I received an email today with the following comment: I’m using ARIMA with Intervention detection and was planning to use your package to identify my initial ARIMA model for later iteration, however I found that sometimes the auto.arima function returns a model where AR/MA coefficients are not significant. So my question is: Is there a way to filter the search for ARIMA models that only have significant coefficients. I can remove the non-significant coefficients but I think it would be better to search for those models that only have significant …